Hi,

I'm starting my MA in economics at UBC in the fall, and I was wondering what math or finance courses I could take that would be useful for a PhD in finance/financial economics. In particular, I would like to try and substitute an econ elective with a math/finance course in the winter term, and then take an additional such course in the summer term (when the only other thing I would have is the thesis...).

My background is in engineering, so I didn't have many courses in stats or formal analysis (courses with proofs). Along those lines, I was thinking of taking a stochastic calculus course or real analysis. For finance, I would like to a solid theory course.

What math courses would you recommend? Also, I would appreciate any UBC students if they could share their experiences with taking grad-level finance courses from Sauder? Are there courses you would recommend, or suggest I avoid?