Math Courses for Finance, Economics and other Business PhD Programs

[PhD-world]

Dear PhD Applicant/Forum members/admission consultants:

As we all know that regardless of repute of University, A candidate must have some sort of mathematical background in order to get in PhD prgram and also survive among peers. In this thread please look at following courses of Mathematics for PhD finance, later we will discuss best univrsities and colleges to get these courses in terms of fees and quality of instruction.


-Calculus I
-Calculus II
-Multidimensional calculus
-Real Analysis
-Stochastics processes
-Linear Algebra

Please add if other courses are also important.

[ACCT PHD]

I would probably add Probability and Statistics to this list. For finance, I have heard that analysis classes are really helpful.

As far as best universities and colleges go, are you referring to overall Undergrad/Graduate school reputation? Did you mention that you are currently studying at Georgetown (I may be mistaking you with someone else..)? If that's the case, take as many classes while you are still there as possible. If you need to go back to school after completing your Undergrad for a few classes, I am not sure that the reputation of the school matters as much.

[PhD-world]

I would probably add Probability and Statistics to this list. For finance, I have heard that analysis classes are really helpful.

As far as best universities and colleges go, are you referring to overall Undergrad/Graduate school reputation? Did you mention that you are currently studying at Georgetown (I may be mistaking you with someone else..)? If that's the case, take as many classes while you are still there as possible. If you need to go back to school after completing your Undergrad for a few classes, I am not sure that the reputation of the school matters as much.

Dear ACCTPHD:

Thank you very much for your addition to list. I have added to list.

Calculus I
-Calculus II
-Multidimensional calculus
-Real Analysis
-Stochastics processes
-Linear Algebra
-Probability
-Advanced Statistics

Please add if other courses are also important.

[Fantiki]

For theoretical asset pricing: ODE/PDE
For theoretical corporate finance: game theory

[APJ]

at least some introduction to functional spapces