Hi, I'm planning to do a PhD in Finance or Financial Econ in 3 years time at a small, pretty unknown university that doesn't have heavy coursework. But since I will not be able to get into a good US program and I wish to have a level of basic skills comparable to average PhD student at a medium to good US programs, I am thinking of learning on my own the math subjects that are most useful for such a PhD. I have roughly 2 years for doing that. I want to do research in corporate finance and empirical asset pricing in the future.
My last multivariate calculus class was about 18 years ago and since then I have never touched any math. I have never taken a real analysis course before.
Are the following books appropriate for self-study? Is this a proper sequence? (the top is the first to take, the last is the last...)
1. Calculus 1: Apostol Vol. 1
2. Calculus 2: Apostol Vol. 2
3. Probability: Kai Lai Chung's "Elementary Probability with Stochastic Processes and an Introduction to Mathematical Finance "
4. Mathematical Stats: Hogg's "Introduction to Mathematical Statistics"
5. Real Analysis: Ross's "Elementary Analysis: The Theory of Calculus" And/Or the first 7 chapters of Apostol's "Mathematical Analysis"
6. Hansen's econometrics notes for Econ 709, at http://www.ssc.wisc.edu/~bhansen/econometrics/Econometrics.pdf
7. Jehle's "Advanced Microeconomic Theory"
8. Pennachi's "Theory of Asset Pricing"
I already have a working knowledge of Stata, Matlab, SAS and R.
Can you please advise? Suggest a textbook you think is better for such an independent learner like me...
Thanks so much