PhD in Stats vs Applied Maths vs Pure Math

The_Saint

New Member
sorry for the short body, but my laptop is on the fritz and i have to use the on-screen keyboard to type. so basically my question is which would be most beneficial to acquire to enter the field? I am at a crux between my desire to do the modelling, but i also want to be able to use the models as well (i.e trade).
 

Gavin L

Active Member
C++ Student
Quant finance is really at the cross roads between stats, applied maths and pure maths. Stats: time series models, stat arbitrage. Applied maths: partial differential equations, stochastic differential equations. Pure maths: probability, real analysis. measure theory.

I would suggest picking a supervisor who is in the field, and not a specific specialisation of PhD, since in the end, it is not the label of your PhD, but what courses you took, your actual thesis and your supervisor, that matters.
 
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