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I would definitely consider expanding on your calculus base by taking Calc III and Real Analysis. At some schools these courses might be named Multivariate Calculus and Advanced Calculus depending.
For many of the top schools you listed, the requirements are pretty much the same as an Economics PhD and the first-year core is very similar (if not identical).
If you get good recs from your professors at NYU, however, it would help tremendously.
Any opinions up your way on Tepper's (Carnegie Mellon) PhD in Financial Economics? I'm thinking about adding it to my list.
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