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Stanford MS&E: A good fit?


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Hey y'alls,

I'm posting this as a separate topic from the ORIE message board 'cause I've got a lot to ask. I'm really heavily debating whether or not I should take my acceptance to the Stanford MS&E MS program. I originally applied for the PhD but only got in for the MS. I've got pretty varied research interests. I'm generally interested in: applied functional analysis and differential geometry, optimization, stochastic processes and probability, mathematical finance/financial engineering, mathematical economics/micro theory. I applied to MS&E as it looked like it would allow me to balance the study of functional analysis, optimization, and probability w/ its applications to econ and finance. This May I'm finishing up an MS in pure math. My questions are as follows.

1. Is this program actually a good fit for my research interests? Would the PhD there be a good fit? The courses for the MS seem kinda lackluster as far as rigor. When I called the program they said higher level substitutes are definitely encouraged and that if I take and perform well in the PhD level courses in the department I should be able to get into the PhD program w/ relative ease. In the PhD program though would it become pretty rigorous?

2. What is their research like? I know they produced David Kreps and a number of people who have gone to econ and math departments, but does that mean they actually have a focus on econ theory and math finance?

3. Is it possible to transfer w/ ease as Stanford? For example if I took the Microecon analysis sequence at the GSB and performed well would I be able to potentially transfer into the EAP program there? If I took measure theoretic probability in the math department would I be able to easily transfer into the math program?

4. How possible would it be to say take the microecon analysis sequence, the gsb financial markets sequence, and the measure theoretic probability sequence while taking the other courses the dept offers?

5. I have no "formal" training in econ theory beyond the AP. However, due to independent study I had the ability to tutor kids who were in the intermediate micro theory courses. Would I be able to survive PhD micro core classes given my heavy math background and independent study of theory despite my lack of formal training?

Thanks y'alls I much appreciate your input.

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