- Joined
- 11/7/13
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Hi, All,
I would like to apply for phd in mathematical finance.
Background :bachelor in mathemtics, GPA:82.2/100 (one common 211 uni in Beijing, the score is not appealing, did well in mathematical anylysis and advanced algebra and some similar courses, but also score in probability is not quite good, generally , scores of maths courses outperform those non-math courses, the score just narrowly ok, far less than excellent )
master : financial risk management : GPA 7.5/10 (one school in EU)(i have too many 6 for those non-quant courses, like financial accounting, financial regulation but i have the highest score for stochastic calculus and fixed income)
As to my GPA, it does not stand out.
Programming : C, MATLAB(professional profficient), VBA , learning C++ currently
GRE( Verbal 156, Quant 168, Analytic Writing 3.5) (obtained in 2011)
Internship: 'Credit Valuation Adjustment(CVA)' Project(currently still doing this internship), this topic is so hot both in academic and financial industry, learned a lot and actually worked a lot about phd related area. The most reference book is 1. Brigo and Mercurio: Interest Rate models- Theory and Practice, 2. Andersen and Piterbarg : Interest Rate modeling. 3. Brigo: Counterparty Credit Risk, Collateral and funding. I do enjoy reading books like this, especially the first one.
It is during the internship that i determine to pursue phd in mathematical finance. And i know i am really interested in reasearching on areas like stochastic differetial equation, numerical methods, fixed income, credit risk, asset pricing. But Considering the low GPA, is it possible that i could get admitted to some phd in mathematical finance directly.
Actually, i would prefer to study applied mathematics(more inclined to numerical computing, stochastics and so on ) for a master degree and then continue my research in quantitative finance. The reason is obviously, i believe only by studying some in-depth mathematics course could i be well prepared for the advanced research in those quantativtive finance topics. But it seems that i could hardly get any full funding for a master. Do you know any of the funding opportunity for a master in applied mathematics (oriented towards above topics)? Or is it possible that i could get admitted to a phd directly?
As i must obtain full financil support if i get admitted so that i would not consider those phd or masters which offer scholarship or similar financial aid not enough for me to make a living.
Also, i would like to be empasize again that i would like a master(with funding) or phd in mathematic finance. Mathematics comes first and then finance, which means i will only consider those which provide in-depth and systematic training on the applied mathematics(which will be valuable and necessary or the sebsequent research) . If i could not get admitted(which i do not hope), i would rather to work for two years and earn enough to cover the tuitions and then continue study. I will not consider those those quantitative finance phd, which claims to be quantitative and actually not.
Whatever, if you are in the same situation with me, welcome to talk to me so that we could share any infromation we already got.
i do appreciate that a lot If you could share any useful information.
Any comments are welcome.
I would like to apply for phd in mathematical finance.
Background :bachelor in mathemtics, GPA:82.2/100 (one common 211 uni in Beijing, the score is not appealing, did well in mathematical anylysis and advanced algebra and some similar courses, but also score in probability is not quite good, generally , scores of maths courses outperform those non-math courses, the score just narrowly ok, far less than excellent )
master : financial risk management : GPA 7.5/10 (one school in EU)(i have too many 6 for those non-quant courses, like financial accounting, financial regulation but i have the highest score for stochastic calculus and fixed income)
As to my GPA, it does not stand out.
Programming : C, MATLAB(professional profficient), VBA , learning C++ currently
GRE( Verbal 156, Quant 168, Analytic Writing 3.5) (obtained in 2011)
Internship: 'Credit Valuation Adjustment(CVA)' Project(currently still doing this internship), this topic is so hot both in academic and financial industry, learned a lot and actually worked a lot about phd related area. The most reference book is 1. Brigo and Mercurio: Interest Rate models- Theory and Practice, 2. Andersen and Piterbarg : Interest Rate modeling. 3. Brigo: Counterparty Credit Risk, Collateral and funding. I do enjoy reading books like this, especially the first one.
It is during the internship that i determine to pursue phd in mathematical finance. And i know i am really interested in reasearching on areas like stochastic differetial equation, numerical methods, fixed income, credit risk, asset pricing. But Considering the low GPA, is it possible that i could get admitted to some phd in mathematical finance directly.
Actually, i would prefer to study applied mathematics(more inclined to numerical computing, stochastics and so on ) for a master degree and then continue my research in quantitative finance. The reason is obviously, i believe only by studying some in-depth mathematics course could i be well prepared for the advanced research in those quantativtive finance topics. But it seems that i could hardly get any full funding for a master. Do you know any of the funding opportunity for a master in applied mathematics (oriented towards above topics)? Or is it possible that i could get admitted to a phd directly?
As i must obtain full financil support if i get admitted so that i would not consider those phd or masters which offer scholarship or similar financial aid not enough for me to make a living.
Also, i would like to be empasize again that i would like a master(with funding) or phd in mathematic finance. Mathematics comes first and then finance, which means i will only consider those which provide in-depth and systematic training on the applied mathematics(which will be valuable and necessary or the sebsequent research) . If i could not get admitted(which i do not hope), i would rather to work for two years and earn enough to cover the tuitions and then continue study. I will not consider those those quantitative finance phd, which claims to be quantitative and actually not.
Whatever, if you are in the same situation with me, welcome to talk to me so that we could share any infromation we already got.
i do appreciate that a lot If you could share any useful information.
Any comments are welcome.
