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sydney

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  1. 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
  2. Hi, which one is better for self-study, big Varian or Jehle? I am surprised to find that it seems Jehle is no longer used at MSc/1st-year PhD while big Varian is still in use. Why is that? Anyone knows?
  3. Hi friends, I want to get admitted to a finance/econ PhD program in the near future. Some of the programs I've looked at requires Q800 to be competitive. My undergrad background is business. I have never taken GRE before, and I have roughly 5 months to prepare for GRE. And I'm going to take the paper-based test. I have bought several books on both the Old and the New/Revised GRE test, which are - GRE Nova Math - Princeton 2012 New/Revised General Test - Kaplan Math Workout book - Kaplan Strategies, Tips book - Barron NEW/Revised GRE 2011 book Do you think 5 months of self-studying on a weekly basis (maybe on a daily basis) are enough to get close to Q790-800? My problem is that I graduated from college so many years ago, so my mind is not really quick and sharp. I also need a good Verbal score and this is really hard given English is not my native language. Do you have specific suggestions on books and frequency of practice? I also have something else to do besides GRE prep. Thanks so much in advance.
  4. Hi, does anyone know if there are titles like "Mathematics for Finance" for finance students, just like "Mathematics for Economists/Economics" for econ students? I can't find any. Is this because finance students are assumed to have math-heavy backgrounds like applied maths, CS, engineering transferring to fiannce?
  5. Hello guys, I am now trying to study more econometrics using Hayashi's Econometrics. My problem is that I am studying while working full-time, so the book looks really thick to me and I don't have much time to read and re-read the chapters. Does anyone have lecture notes from a course based on this well-known (and perhaps the best book for self-study) textbook? Lecture notes are abundant online, but I haven't been able to find those closely based on this textbook. Thank you for your kind help!
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