What are the areas of modern math?

I want to do a PhD in areas that lie at the intersection of computer science, applied math and economics. What US universities should I consider applying to?

  • I'm interested in mathematical finance, optimization, financial trading strategies, bargaining systems, etc. My background is in pure math, however, and even though I've done basic probability courses as an undergrad and also some advanced courses like stochastic processes, almost all my research experience is in pure math, especially algebraic number theory, a field completely different from all these. Which US universities should I apply to and to which departments? I think applied math departments will be the best, but I'm not too sure. Which universities have applied math departments where I can work on these topics? Please note that I'm pathetic in CS and have barely passing grades in whatever CS courses I've done, except maybe highly theoretical courses like cryptography, coding theory, automata theory, verification etc. I know my profile is extremely strange since I've heard of few people who have backgrounds is such a variety of topics, but it'd be good if I can get some advice on where to apply depending on my interests. Please don't consider the ones at the very top (like MIT, Harvard etc.) as they'd probably be too competitive for my profile. Thanks in advance.

  • Answer:

    You can try universities with good financial engineering and computer science departments. Try university of Illinois, Carnegie Mellon, MIT, Stanford, or other schools similar to these. As for programming, practice, practice, practice.

Mike Rumore at Quora Visit the source

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A2A and hence answering this.... One of my friends recently went  to this school...And I think this is kind of what you are looking for.... It's Rutgers and this course fits your bill perfectly. http://business.rutgers.edu/mqf Am also tagging the dude who has a wealth of info on this....Hope he comes up!

Gaurav Mustafi

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