• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

top mathematical finance/ financial engineering PHD programs?

What are they?

What does one need to get in?

How long do they take?

Do you need a masters?

Do you need work experience?

Can you go directly from undergraduate?
 
No such thing. The best OR programs allow you to get a master's in something. So whichever OR program also has an MFE or MSMF or whatever you can do. For instance, if you would do a PhD in IE or stats at Rutgers, you could take a few more courses here and there and get the MSMF. Similarly, a PhD in OR at Stony Brook or Columbia would open up their MFE, and MIT's OR PhD is in their sloan school of management, where Andrew Lo is, and he's the number one theoretical quant.

Oh, and if it's of any use to you, David Shaw himself teaches a bioinformatics course at Columbia (or so I heard). So if he likes you, he might hire you to his hedge fund =P.
 
Ohhh, you want us to do all the legwork for you
icon7.gif


There is one in CMU. There is another one but I cannot remember where. Search this forum, it's has been answered before.
 

atreides

Graduate Student
Please take the time to explore the various threads on this site.....a lot of your questions have been answered previously in some shape or form
 
A line similar to this appears on most PhD programs I browsed through:

"The program aims to train scholars who go on to conduct original research as faculty members of leading global institutions."

It is interesting that these guys are not interested in catering to practitioners. What are the odds of getting admitted if you are upfront about not planning on being a faculty member ever.
 
I'm skeptical about the relevance of a mathematical finance PhD in a purely academic domain. Any decent work must have professional/practical applicability. Perhaps the faculty which administer these courses are aware of these implications and are a little more forgiving of the motives of potential applicants.
 
Top