关于统计和金融数学的一些疑问，求解答

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金融数学本身就是一个授课型的研究生学位，大多数项目都是1-1.5年，说白了就是让你找工作用的。金工或金数会更偏向衍生品定价，套利，数学上侧重随机微积分，PDE这些东西。和统计有overlap但区别还是挺大的。找工作的话，统计应该没有金工好找

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jiaomingyu1995 发表于 2015-9-29 16:25
大概了解了，偶尔查到也有2年的金融数学的项目，纠结的是不确定自己将来是不是读PHD。金数的话基本没有读 ...

Financial Mathematics.....well, is just quantitative method (i.e. applied mathematics + statistics) with application in finance (main tools are differential equation, numerical method, stochastic process & calculus, time series and etc...), and thus if one is doing research in this area, seldom they will do it under PhD in Financial Mathematics since the field is not big enough to support a department/field, but there are lots of researcher in various department doing so (e.g. PhD in Mathematics, Statistics, OR, Finance, Economics.......)

If you are interested in the field, but not sure if want a master for a job, or want to continue towards PhD, then the best solution will be to apply for a more mathematical / academics master in quantitative / mathematical finance (i.e. most likely avoid those hosted by business school)

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jiaomingyu1995 发表于 2015-9-29 16:56
也就是说，可以选择一个更偏向数学的读读看 摸索思考一下吧。恩。。数学的方向倒是很多，具体到我提出的话 ...

1. generally a master in financial mathematics will cover quite some statistics that are useful in finance (e.g. financial time series, and also various risk measure (EVT), though just some will go into Bayesian estimation or various computational statistics stuffs which also have tons of financial application)

2. generally a financial mathematics master has better placement than a statistics master, not because it is mathematics vs statistics, but because the technical are more focus on one certain application area (i.e. industry).

3. which PhD......well, academics interest is the key factor. ask oneself.