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18th November 2015, 07:53 AM
Super Moderator
 
Join Date: May 2012
Re: Mathematical finance phd

Boston University is a private research university located in Boston, Massachusetts.

The university is historically affiliated with the United Methodist Church.

It offers Phd Mathematical finance course

Course Requirements
The minimum course requirement is 16 courses (64 credits).

Year 1
Fall

• GRS EC 701 Microeconomic Theory
• GRS EC 702 Macroeconomic Theory
• GSM FE 918 Doctoral Seminar in Finance
• GSM MF 793 Statistical Methods of Mathematical Finance

Spring
• GRS EC 703 Advanced Microeconomic Theory
• GRS EC 704 Advanced Macroeconomic Theory
• GSM FE 920 Advanced Capital Market Theory
• GSM MF 728 Fixed Income Securities

Year 2
Fall

• GRS EC 712 Econometric Time Series
• GSM 730 Portfolio Theory
• GSM 770 Advanced Derivatives
• GSM 772 Credit Risk

Spring
• GSM MF 794 Stochastic Optimal Control and Investment
• GSM MF 796 Computational Methods of Mathematical Finance
• GSM MF 921 Dynamic Asset Pricing with Frictions
• GSM MF 930 Advanced Corporate Finance


Faculty and PhD Research Interests Include
:
• Derivative Securities
• Consumption-Portfolio Choice
• Asset Pricing and Market Frictions
• Arbitrage and Completeness of Financial Markets
• Population Finance
• Life-cycle Finance
• Corporate Finance
• Managerial Contracts
• Numerical Methods

Contact Details:
Boston University
Boston, MA 02215
United States


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