Quantum Computing? It is a form of parallel computing, so the "Quantum/Parallel Computing" term is partly right. But are banks getting into the fundamental research of putting atoms together?

<t>Well, if you study math on your own for a year and complete the Math Fin program, which you aren't guaranteed to get in, you'll be 27 anyway, with a gap on your resume, which doesn't look good and is hard to explain away.I'm sure some profs in the Fin Econ program also teach in the Math Fin progr...

<t>First, you must realize why you want to do quant finance. Intrigued by the potential? You love math?...The requirements for a BComm are not quantitative at all. The stated minimum math requirements for these Fin math programs are misleading. Read the preface of Duffie's "Dynamic Asset Pricing The...

<t>Congrats! It's rather hard to get admitted into finance PhD programs. I suppose you come from a top-notch university. May I know which one?Some things that you may want to consider:Recently, the top 4 schools in finance are MIT, Chicago, Stanford and Wharton, with UCLA and NYU not very far behind...

Try Ch3,4 of "Foundations for Financial Economics" by Huang and Litzenberger for some technical treatment.

Read Steele's Stochastic Calculus and Financial Applications, for example. Compare the math requirements he outlined in the preface and those actually used in the text. Judge for yourself.

<t>I know one of the schools you listed get over 400 applications for 5 spots. Many applicants have masters and some with PhDs already. Research proposal? Statement of Purpose is the last thing admission committees look at, if at all. As always, recommendation letters are most important. After all, ...

Like "Kahneman-Tversky" of last year, "Engle and Granger" is synonymous to a field (or fields) they pioneered. It might be time to revisit their Econometrica paper for sheer sentimental reasons.

Also try Vovk's book: "Probability and Finance: It's Only a Game"

Maddala's Unit Roots, Cointegration and Structural Change. Alteratively, try downloading Osterwald-Lenum's paper on Johansen's cointegration test tables: Osterwald-Lenum, M. (1992), Oxford Bulletin of Economics and Statistics, 54, 461-472.