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Thread: Math for Finance PHD

  1. #1
    Trying to make mom and pop proud
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    Math for Finance PHD

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    Hi all,
    I hope to pursue a PHD in finance but I'm not sure that I meet the necessary math background.
    While I am receiving a quantitative bachelor's degree, I only have four semesters of calculus, linear algebra, and 2 statistics.
    I think that I might be able to take some additional hard math coursework before I apply.

    What classes would you say are valued the highest among admissions?

    Thanks so much for the advice

  2. #2
    An Urch Guru Pundit Swami Sage
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    Re: Math for Finance PHD

    The quantitative requirements are quite similar to an econ phd.
    Calculate 1-3
    Linear algebra
    Math stats & probability (through math department, usually two courses)
    Real analysis (sometimes called advanced calc)
    Ordinary Differential equations

    Those are sufficient for most cases. You can take more advanced courses like measure theory and topology (I never took these, but I know the concepts would have helped with micro and econometrics), but they aren't as common.

    Asking this on the econ subforum can may be useful.

  3. #3
    Trying to make mom and pop proud
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    Re: Math for Finance PHD

    Do you still have the exam of the business economics?

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