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Thread: Pre requisite math courses for PhD in Finance

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    Trying to make mom and pop proud
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    Pre requisite math courses for PhD in Finance

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    Hello everyone,

    Can some kind soul give me some idea about the math courses that I need to have on my transcript to get into a decent Finance PhD program at a North American University?

    My previous background is Finance (UG) and Economics (MS). Areas of interest: Asset Pricing and Investment Risk Management.

    Thanks!

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    An Urch Guru Pundit Swami Sage
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    Re: Pre requisite math courses for PhD in Finance

    I would say that Calc 3 and Linear Algebra are absolute bare minimum. Additionally, Math stats, probability, and Real Analysis are basically pre-reqs. More than that can't hurt but its usefulness will vary with what field you go into. The econ MS will help.

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    Re: Pre requisite math courses for PhD in Finance

    As I am planning to self-study mostly, any suggestions on textbooks on the subjects that you mentioned? Especially Math stats and probability?

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    An Urch Guru Pundit Swami Sage
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    Re: Pre requisite math courses for PhD in Finance

    My stats class used the DeGroot and Schervish book:

    https://www.amazon.com/Probability-S.../dp/0321500466

    It was fine, but the econ PhD forum could probably give better suggestions based on where you are now. The necessary stats between econ and finance is basically the same and there are people on there that have been through a lot of different books.

    Any upper division stats course and probability course from the math department of a decent school should use an acceptable book.

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