欧洲本科双学位即将毕业，正在寻找欧洲研究生

陈筱蓝UID: 3563938

shiropika 发表于 2015-1-12 22:12
楼上亲说的太尖锐了> <

简单说就是申请之前，你有一些外系的课先要去上：比如linear algebra ，Calculu ...

其实是看到几个比较喜欢的学校applied mathematics最后是教做derivatives，觉得学得比较技术性，以后出来也是有竞争力。像是投行trading desk收的都是学数学的。那些课都是大一上的=。=然后我大一全部的课程都没有列出来，觉得太基本了。没有高数线代是不能学好economics，不能学econometrics的。

cheesechanUID: 3505689

陈筱蓝 发表于 2015-1-13 01:57
I didn't list the base courses such as calculus,linear algebra. Don't you think it is the basic to ...

those are essential for graduate study in economics, and finance.

by your choice of advanced cours (if you can choose), and the way you present them here, 我可以說你對這個學術範疇的結構, 有待進一步的了解.  <--- 你列出來的course, 有一半以上, 對申請這個方向的master, 是接近完全沒用的 (even you get full mark)

cheesechanUID: 3505689

陈筱蓝 发表于 2015-1-13 02:01
其实是看到几个比较喜欢的学校applied mathematics最后是教做derivatives，觉得学得比较技术性，以后出来 ...

basically you are targeting into quantitatie fina / financial mathematics, MFE.
最最基本要有calculus, lin algebra, prob stat, regression, 但這個正常只夠those MFE offered by business school, which focus more on business/finance side rather than mathematical modeling and proofs.
大多數真正夠硬, 可以place to quantitative related role的MFE, 你的數理背景是很難申得上的.
ODE, Numerical Analysis, Stochastic Process, Time Series等等好幾個最核心的課程你一個也沒有, programming 到year 3還是在玩SPSS就算了吧 (如果之前不懂 R / MATLAB / equivalent的話, 之後就開心了.....)

歐陸最硬最top的master in quant fina, just to list some, 你可以看看, 之後便明白了.
e.g. Paris VI M2 prob and fina, ETH MQF, also have a look in EPFL MFE, Imperical MSc Math Fina, Oxford MSc Comp Math Fina. Look at their mathematics requirement.....
就算你向後找, 也對mathematics有相類似的要求, 最最最少是要econ/fina degree with lots of math/stat.
at the end this is not only the requirement by the school, but indeed the requirement by the field, both acdemically and on the job.

one thing more important is, 這一行的對口工作岡位不多, 通常只有大金融機構才有需要, i.e. you have to get into a really good, or at least decent 的 university / program, else 入行無限接近impossible.

這樣說法或許有一點殘酷:
就是當某君在本科時沒有選某些課目, 他以後想再走這一條路, 很難.
especially mathematics is something better to be learnt when young, 而不像某些學科般在有更多人生經驗後更易研讀.
basically, when you choose to do your bachelor in a pure business school, 你的人生已經遠離了really solid quantitative finance. 之後要N倍的努力才能讀回.

比較技術性的岡位, 是留給本科讀數學, 物理, CS之類的人做的; business school的人, 絕大多數幹不了, 亦不想幹.



多讀一年bachelor / grad dip will be a joke in most case.
建議你申幾家decent的business school的Master in Finance, which have the flexible in the program structure (這樣你可以選擇一些較quantitative的課程, 但admission requirmeent 不會太數學).
what come to my mind in the first minute includes: Imperical MSc Fina (or RMFE), Bocconi MS Fina, HSG MBF, SSE Master Fina (investment)

陈筱蓝UID: 3563938

cheesechan 发表于 2015-1-12 21:18
academic background 99% 是指你的科目而非學校.
基本上所有solid master in econ / anything quantativ ...

I would like say there is 99% chance that courses like portfolio management, derivatives and risk management, investment, as well as the econometric capital markets, requires the application of calculus, linear algebra. The probability, basic knowledge of game theory are learnt from economics. I learnt the curriculum from top 5 in France, they also provide the compulsory courses you mentioned in their masters, so that I don't know why I need to do a master rather than directly go the the doctor  if I already be expertise in the maths courses you mentioned?

The Macro economics is one of my subject in the first year of bachelor which I listed in addition. I am not as strong as the ones who study mathematics in bachelor, that is why I have the intention to study them during the master.
By the way, it is a bit annoying to read your sentences, not because your incisive voice, just because you mixed two languages in one sentence and give people some unprofessional impression.

cheesechanUID: 3505689

陈筱蓝 发表于 2015-1-13 02:38
I would like say there is 99% chance that courses like portfolio management, derivatives and risk management, investment, as well as the econometric capital markets, requires the application of calculus, linear algebra. The probability, basic knowledge of game theory are learnt from economics....

at the end, you took it in a business school. this is the key point. (correct me if I am wrong)

just give an example. Black-Scholes.
It will be common that the business school one will teach the equation for call, compute some GBM/log-normal distribution, or even differentiation to find the Greeks analytically, and at most Ito's lemma.
but seldom did they go deep into prove the BSM PDE, and solve it through heat equation as those taught in the science/engineering faculty.

陈筱蓝 发表于 2015-1-13 02:38
why I need to do a master rather than directly go the the doctor  if I already be expertise in the maths courses you mentioned?

lots of reason:
1. mathematics at graduat level are more difficult than mathematics at bachelor level
2. administrtive purpose: you need to have a master in order to apply for doctor under EU system in most school
3. you don't want to do research, and thus don't want to study that long time.

indeed those mathematics course are close to the bare minimum, and if someone really want to do research in fina mathematics at doctorate level, things like stochastic calculus and real analysis are close to a must.

a good and solid MFE, will assume the applicant to have good knowledge in those topic, and then directly apply them to solve quantitative problem in finance, but not teaching the mathematics first, and then the application, since they don't have the time (master degree are not really that long)

陈筱蓝 发表于 2015-1-13 02:38
The Macro economics is one of my subject in the first year of bachelor which I listed in addition. I am not as strong as the ones who study mathematics in bachelor, that is why I have the intention to study them during the master.  

1. Mathematics is not business. You can do a master in business without a bachelor in business, but not a master in mathematics without a bachelor in mathematics. (e.g. you can do a bachelor in math, then shift to stat/fin/econ in master/phd, but not likely the reverse) [sad but true story, be frank I did not have my bachelor in maths, and I saw the limitation of choice afterwards......(and a bit lucky as I know I am not smart to handle them)]
2. actually it is not only about the issue of the technique you know, but also about the mindset of problem solving, which is trained up through time during years of coursework.

One good news for you maybe: after the financial crisis, there're much less exotic derivatives than needs advanced mathematics for modeling..........and there are more risk role which have a relativly lower mathematics requirement.

陈筱蓝UID: 3563938

cheesechan 发表于 2015-1-13 02:48
at the end, you took it in a business school. this is the key point. (correct me if I am wrong)
...

Thank you for all your information!

陈筱蓝UID: 3563938

cheesechan 发表于 2015-1-13 02:28
basically you are targeting into quantitatie fina / financial mathematics, MFE.
最最基本要有cal ...

Thank you for this recommendations, it really helps me to have more choices.

sleeps0ftUID: 3538795

cheesechan 发表于 2015-1-13 01:24
這樣說吧, 經濟學以數學為工具, 不同範疇用到的工具在難度和種類均有差別.
而美制之下, econ grad sch ...

同样的理由的话为什么不适用于日本？

everfantasiaUID: 3571633

sleeps0ft 发表于 2015-1-12 22:54
我一直怀疑数学对申请到底是真有那么大用还是国人比较数学崇拜……

据我所知日本人的话即使是纯理论研究 ...

曼昆和萨金特对此都撰文写过一些建议。萨金特更是把数学课表都给罗列出来了的。勤奋好学是老中的基本属性，老中内部竞争造成现在的这个局面。这是一个囚徒困境，如果大家齐心协力，基本的数学课足够申请。但是有些人暗中使劲破坏了均衡，带来的结果就是你追我赶，都过得很累。

shiropikaUID: 3575805

everfantasia 发表于 2015-1-13 10:32
曼昆和萨金特对此都撰文写过一些建议。萨金特更是把数学课表都给罗列出来了的。勤奋好学是老中的基本属性 ...

形容成囚徒困境有些过了，毕竟终极目的不是被录取而是research，不事先接触那些知识轮到做的时候是想不到的。

sleeps0ftUID: 3538795

shiropika 发表于 2015-1-13 12:26
形容成囚徒困境有些过了，毕竟终极目的不是被录取而是research，不事先接触那些知识轮到做的时候是想不到 ...

这太夸张了，我知道的做理论的教授（其中一个曾是哥大tenured）对phd学生的数学要求也就是概率论和实分析，其他数学随用随学

某非知名博弈论学者最近才因为没怎么学过测度论抱怨难写，这位本科非econ的学者的本科论文最后发到了econometrica


可见做学问哪怕是做好学问的前提也不是事先接触很多数学

trajtjyUID: 3335643

everfantasia 发表于 2015-1-13 10:32
曼昆和萨金特对此都撰文写过一些建议。萨金特更是把数学课表都给罗列出来了的。勤奋好学是老中的基本属性 ...

层主能否贴一下这两篇文章，多谢

everfantasiaUID: 3571633

trajtjy 发表于 2015-1-13 17:13
层主能否贴一下这两篇文章，多谢

这是萨金特的建议 https://files.nyu.edu/ts43/public/math_courses.html

墙内早有人搬运过了，看这个帖子http://bbs.pinggu.org/thread-3107872-1-1.html

shiropikaUID: 3575805

sleeps0ft 发表于 2015-1-13 15:50
这太夸张了，我知道的做理论的教授（其中一个曾是哥大tenured）对phd学生的数学要求也就是概率论和实分析 ...

我没有说这是充分条件或者必要条件 事实上你可以对数学一窍不通但是发好paper（in some topics in economic history）

很多数学的确可以边用边学 前提是得先要有个基本了解 不知道的东西不可能自己突然冒出个念头要用它： 啊！我要用xxx model/method 来解决这个问题！咦？有这个东西的吗？←这叫天启

虽然说不上多多益善，我觉得应该在开始自己研究生涯之前，把大部分很可能遇到的数学知识不求甚解地过一遍，知道有些什么概念公式方法模型，它们大概是用来做什么的，不求掌握但求见过，这样在遇到实际topic的时候有基础突然想到——xxx可能会有用。

trajtjyUID: 3335643

everfantasia 发表于 2015-1-13 18:21
这是萨金特的建议 https://files.nyu.edu/ts43/public/math_courses.html

墙内早有人搬运过了，看这个 ...

非常感谢