Math Courses for PhD in Finance Question

[serbia]

Stochastic Calculus and Econometric Methods (including time series and other advanced methods) are extremely important in finance research. If you need to work up from the basics to understand that material, I would suggest courses in measure theory, real analysis, and calculus based statistics -- they will definitely help your chances for admission into a finance phd program too.

i used Shreve's "Stochastic Calculus for Finance" series in my coursework and really liked the book. its self contained and provides enough intuition to follow the math, even if you haven't had that much formal training. worth checking out.