美国金融工程研究生名校整理

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1.Princeton University普林斯顿大学
Princeton, NJ
MS in Engineering (M.S.E.)
- Operations Research and Financial Engineering
普林斯顿大学School of Engineering and Applied Science下的Operations Research and Financial Engineering系设有Master of Science in Engineering学位,学制两年,秋季开学。该项目是为日后申请就读Ph.D的学生设立,录取率极低,申请者需要在申请前确认好意向研究领域,并联系意向导师,在申请时需提交至少一位导师的担保书,以确保对申请者的监督与担保。
申请要点
◇ 必须提交GRE分数,无最低分数标准
◇ 托福口语28分以下或雅思口语8分以下时入学将参加英语分级测试,测试未通过的学生要求进行普林斯顿大学英语课程进修
◇ 申请截止日期:12月31日
◇ 学费:$48,940/年
课程设置
Asset Pricing I: Pricing Models and Derivatives
Financial Econometrics
Statistical Analysis of Financial Data
Directed Research I
Directed Research II
Extramural Summer Project
Asset Pricing II: Stochastic Calculus and Advanced Derivatives
Linear and Nonlinear Optimization
Convex and Conic Optimization
Statistical Theory and Methods
Statistical Learning and Nonparametric Estimation
Probability Theory
Stochastic Calculus
Computational Finance in C++
Quantitative Investment Management
Financial Risk Management
PDE Methods for Financial Mathematics
Stochastic Control and Stochastic Differential Games
Stochastic Optimization
Topics in Probability
Markov Processes
Stochastic Analysis Seminar
High Dimensional Statistics
Special Topics in Statistics and Operations Research
Special Topics in Investment Science
Financial Engineering Seminar
The University of Chicago
2.芝加哥大学Chicago, IL
MS in Financial Mathematics
芝加哥大学金融数学硕士开设于数学系下。本项目根据入学考试情况,分为5个学季(15个月),或3个学季(9个月),均为秋季学季开学,次年秋季学季毕业。学生均需修满1350个学分(包括所有的必修课和300个单位学分的选修课),依据分班考试成绩与移民身份,所需学分可以最少减少到1200个。
申请要点
◇ 不接受GMAT,接受GRE
◇ TOEFL要求90分以上, IELTS要求7分以上
◇ 建议有相关工作经验
◇ 必须有足够的数学功底,熟悉多变量微积分、线性代数和概率
◇ 最好有计算机编程基础(熟悉C++或其他基于对象的编程语言,MATLAB等),开学前未通过计算机编程分班考试的学生,还需另外完成Computing for Finance in C++课程的学习
◇ 申请截止日期:1月3日
◇学费:学分的课程:大概$6,381/门
课程设置
Q1秋季学季:
必修课:
Mathematical Foundations of Option Pricing
Computing for Finance in Python (counts toward computing requirement)
Introduction to Finance and Markets (possible to test out through placement exam; cannot be taken for elective credit)
Portfolio Theory and Risk Management I
Probability for Risk Management
Career Seminar
选修课:
Financial Mathematics Practicum
Q2冬季学季:
必修课:
Stochastic Calculus
Numerical Methods
Computing for Finance in C++ (possible to test out through placement exam; counts toward computing requirement)
Portfolio Theory and Risk Management II
选修课:
Project Lab
Financial Mathematics Practicum
Q3春季学季:
必修课:
Regression Analysis and Quantitative Trading Strategies
Fixed Income Derivatives
Advanced Computing for Finance (counts toward computing requirement)
Foreign Exchange: Markets, Products, and Pricing
选修课:
Analysis of Financial Time Series @ Chicago Booth
Project Lab
Financial Mathematics Practicum
Q4夏季学季:
选修课:
Introduction to HPC in Finance
Project Lab
Financial Mathematics Practicum
Q5秋季学季:
选修课:
Multivariate Data Analysis via Matrix Decompositions
Case Studies in Computing for Finance (can count toward computing requirement)
Topics in Economics
Machine Learning in Finance (can count toward computing requirement)
Statistical Inference for Risk Management
Mathematical Market Microstructure without Rationality Assumptions
Applied Algorithmic Trading
Regulatory and Compliance Requirements for Financial Institutions
Project Lab
Financial Mathematics Practicum
3.Stanford University斯坦福大学
Stanford, CA
MS in Computational and Mathematical Engineering
-Mathematical and Computational Finance
斯坦福大学的工程学院下设有计算与数学工程硕士,其中包含数学与计量金融分支。秋季开学,学制两年,需要完成45学分。建议申请者本科修读过线性代数、概率、统计、数值解法、编程方面的相关课程。
申请要点
◇ 仅接受GRE分数,不接受GMAT分数
◇ 托福最低89分,建议113分以上。不接受雅思
◇ 申请截止日期:1月9日
◇ 学费:每年$52,188
课程设置
Foundational (9 units):
Numerical Linear Algebra
Partial Differential Equations of Applied Mathematics
Discrete Mathematics and Algorithms
Optimization
Convex Optimization I
Stochastic Methods in Engineering
Introduction to Stochastic Differential Equations
Programming (9 units):
Software Development for Scientists and Engineers
Advanced Software Development for Scientists and Engineers
Software Design in Modern Fortran for Scientists and Engineers
Introduction to parallel computing using MPI, openMP, and CUDA
Distributed Algorithms and Optimization
Parallel Methods in Numerical Analysis
Parallel Computing
Parallel Computer Architecture and Programming
Advanced Multi-Core Systems
Finance electives (9 units):
Mathematical Finance
Financial Markets
Debt Markets
Financial Markets I
Quantitative Trading: Algorithms, Data, and Optimization
Bitcoin and Crypto Currencies
Credit Risk: Modeling and Management
Optimization of Uncertainty and Applications in Finance
Financial Statistics
Statistical Methods in Finance
Data-driven Financial and Risk Econometrics
Quantitative Trading: Algorithms, Data and Optimization
Data Science electives (9 units):
Machine Learning
Modern Applied Statistics: Learning
Modern Applied Statistics: Data Mining
Mining Massive Data Sets
Natural Language Processing with Deep Learning
Statistical Methods in Finance
Quantitative Trading: Algorithms, Data, and Optimization
Data-driven Financial and Risk Econometrics
Practical component (9 units):
Master's Research
Financial Risk Analytics
Credit Risk: Modeling and Management
Optimization of Uncertainty and Applications in Finance
Financial Statistics
Systemic and Market Risk : Notes on Recent History, Practice, and Policy
Big Financial Data and Algorithmic Trading
4.Columbia University哥伦比亚大学
New York,NY
MS in Financial Engineering
哥伦比亚大学的金融工程硕士项目开设于Department of Industrial Engineering and Operations Research。分5个方向:计算与编程、金融与经济、金融衍生物、资产管理、计算金融与交易系统。秋季学期开学,需修满36个学分。
申请要点
◇ 不接受GMAT,接受GRE
◇ TOEFL 99分以下 和IELTS 6.5分以下会被要求进行语言课程的学习
◇ 最好有相关全职工作经验或者实习经验,但非必须
◇ 申请截止日期:每年1月6日
◇ 学费:17-18学年度,$69,732($1937/学分,共36学分)
课程设置
核心课程:
Mathematics of Financial Engineering Primer
Optimization Models and Methods
Stochastic Models
Foundations of Financial Engineering
Professional Development
Monte Carlo Simulation
Financial Engineering: Continuous Time Models
Statistical Analysis and Time Series
选修课:
Quantitative Corporate Finance
Applications Programming for Financial Engineers
The Contemporary Financial Systems: Introductions for Financial Engineers
Risk Management and The Financial System
Programming for Financial Engineering
Computational Methods in Derivatives Pricing
Algorithmic Trading
Event Driven Finance
Risk Management
Machine Learning for OR & FE
Quantitative Risk Management
Asset Allocation
Beyond Black-Scholes: The Implied Volatility Smile
Big Data in Finance
Foreign Exchange & Related Derivatives
Programming for FE 2: Implementing High Performance Financial Systems
Advanced Corporate Finance
Quantitative Finance: Models and Computation
MA in Mathematics of Finance
哥伦比亚大学金融数学硕士项目开设于Graduate School of Arts and Sciences,学制分为全日制与非全日制,均为秋季入学。全日制学生2-3学期完成学业,非全日制学生必须在4年内完成学业。所有学制的学生均需完成6门必修课和12学分选修课的学习。
申请要点
◇ 接受GMAT或GRE分数,最好提交GRE分数
◇ TOEFL要求100分以上 ,IELTS要求7.5分以上
◇ 最好有金融相关实习或工作经验,无硬性要求
◇ 往届录取情况:(2017年)
申请人数:1450人
拥有相关实习或工作经验的人数占比:97%
GRE平均分:
Q169.6分,V159.8分,Analytical Writing 3.8分
GRE中位数:
Q170分,V160分,Analytical Writing 4.0分
女生比例:49%
◇ 申请截止日期:5月11日(2018年秋季入学)
◇ 学费:
$33,260/每学期(20学分以内)
$1,704/学分(超过20学分的部分)
课程设置
必修课:
Introduction to the Mathematics of Finance
Statistical Inference / Time-Series Modeling
Stochastic Processes – Applications
Stochastic Methods in Finance
Numerical Methods in Finance
Practitioners’ Seminar
5.Johns Hopkins University约翰霍普金斯大学
Baltimore, MD
MS in Engineering
- Financial Mathematics
约翰霍普金斯大学金融数学硕士下设于其工程学院Whiting School of Engineering的应用数学与统计系。本项目只在秋季学期开学,学制为3学期,全日制。根据不同的课程结构,学生获得学位的途径可分为两条,一条是传统毕业途径(Legacy Track),一条是重点领域毕业途径(Area of Focus Track)。
申请要点
◇ 接受GRE分数,不接受GMAT分数。V部分153分以上,Q部分156分以上, Analytical Writing部分3.0分以上
◇ TOEFL不低于100分 ,IELTS不低于7分
◇ 无工作经验要求
◇ 往届录取情况:
2016年申请人数:679人
2016年录取人数:169人
2015年申请人数:590人
2015年录取人数:146人
◇ 申请截止日期:1月15日
◇ 学费:$26,085/学期
课程设置
传统毕业路径(LEGACY TRACK)
核心课:
Stochastic Processes and Applications to Finance
Monte Carlo Methods
Investment Science
Introduction to Financial Derivatives
Financial Mathematics Masters Seminar
Financial Computing Workshop
Communications Skills Practicum
Time Series Analysis
Interest Rate and Credit Derivatives
Financial Engineering and Structured Products
Financial Mathematics Masters Seminar
Internship
Applied Statistics and Data Analysis
Risk Measurement/Management in Financial Markets
Optimization in Finance
Financial Mathematics Masters Seminar
选修课:
One course in Applied Mathematics and Statistics
One course in Financial Mathematics
One additional course with prior program approval
重点领域毕业途径(AREA OF FOCUS TRACK)
金融数学核心课:
Introduction to Financial Derivatives
Interest Rate and Credit Derivatives
应用数学核心课:
Stochastic Processes and Applications to Finance
Applied Statistics and Data Analysis
Time Series Analysis
选修课:
One course in Applied Mathematics and Statistics
Two courses in Financial Mathematics
Four additional courses from the approved electives listing
风险管理方向(RISK MANAGEMENT)
Monte Carlo Methods
Financial Computing in C++
Risk Management* (required)
Quantitative Portfolio Theory & Performance Analysis
Advanced Equity Derivatives
资产管理方向(ASSET MANAGEMENT)
quity Markets and Quantitative Trading
Investment Science
Financial Computing in C++
Risk Management
Quantitative Portfolio Theory & Performance Analysis
Advanced Financial Theory
Optimization in Finance
金融衍生物方向(DERIVATIVES)
Monte Carlo Methods
Stochastic Processes & Applications to Finance II
Financial Computing in C++
Financial Engineering and Structured Products
Advanced Equity Derivatives
Advanced Financial Theory
Commodities & Commodity Markets
数量化交易/算法交易/高频交易方向(QUANTITATIVE TRADING/ALGORITHMIC TRADING/HIGH FREQUENCY TRADING)
Data Mining
Equity Markets and Quantitative Trading
Financial Computing in C++
Optimization in Finance
Statistical Theory
Bayesian Statistics
Machine Learning
固定收益与商品方向(FIXED INCOME & COMMODITIES)
Stochastic Processes & Applications to Finance II
Investment Science
Financial Computing in C++
Risk Management
Financial Engineering and Structured Products
Commodities & Commodity Markets
6.Cornell University康奈尔大学
Ithaca, NY
Master of Engineering
- Financial Engineering
康奈尔大学工程硕士,金融工程方向,设于学院School of Operations Research and Information Engineering(ORIE)之下,学制3学期(1.5年),秋季学期开学,至少修满30学分。第一、三学期,学生会在纽约州的Ithaca校区上课,第二学期会在纽约市的曼哈顿校区上课。
申请要点
◇ 仅接受GRE分数,不接收GMAT分数,最近几年被录取学生V部分的中位数分数为165分,Q部分为166分,分析写作为3.5分
◇ TOEFL分数100分以上(写作不低于20分,听力不低于15分,阅读不低于20分,口语不低于22分), IELTS分数7.0分以上
◇ 无工作经验要求
◇ 申请截止日期:12月1日
◇ 学费:$26,306.00/学期
课程设置
优化建模课程(Optimization Modeling Courses):
Revenue Optimization and Marketplace Design
Nonlinear Optimization
Discrete Models
Intro to Game Theory
Spreadsheet-Based Modeling and Data Analysis
Inventory Management
Optimization I
Optimization II
Topics in Linear Optimization
Optimization Modeling in Finance
随机建模课程(Stochastic Modeling Courses):
Revenue Optimization and Marketplace Design
ntro to Financial Engineering
OR Tools for Financial Engineering
Inventory Management
Service System Modeling and Design
Prob and Stat II
Simulation Modeling and Analysis
Monte Carlo Simulation
Monte Carlo Methods in FE
Stochastic Processes
Intro to Engineering Stochastic Processes II
Financial Engineering with Stochastic Calculus I
Financial Engineering with Stochastic Calculus II
Credit Risk: Modeling, Valuation, and Mgmt
Quantitative Methods of Financial Risk Mgmt
数据科学与统计建模课程(Data Science and Statistical Modeling Courses):
OR Tools for Financial Engineering
Statistical Data Mining I
Learning with Big Messy Data
Information Theory, Probabilistic Modeling, & Deep Learning with Scientific & Financial Applications
Applied Time Series Analysis
Statistics for Financial Engineering
Machine Learning for Intelligent Systems
Machine Learning for Data Science
Linear Models with Matrices
Theory of Statistics
Data Mining and Machine Learning
Bayesian Data Analysis: Principles and Practice
金融选修课:
Comprehensive Financial Statement Analysis
Investments and Portfolio Analysis
Emerging Markets Finance
International Finance
Fixed-Income Securities and Interest-Rate Options
Behavioral Finance
Evaluating Capital Investment Projects
Valuation Principles
Derivatives Securities
Quantitative Trading Strategies
Bond Math and Mortgage-Backed Securities
Special Topics in FE
7.University of California, Berkeley加州大学大学伯克利分校
Berkeley CA
Master of Financial Engineering
加州大学伯克利分校商学院(Haas School of Business)设有金融工程硕士,学制4个学期(12个月),每年3月开学。学生需修满30学分,并完成一次10-12周的实习(10月-1月)。
申请要点
◇ 接受GMAT或GRE分数,如果在2017年12月31日前已获得博士学位,则不需要提供GMAT/GRE分数
◇ TOEFL分数90分以上,IELT分数7分以上
◇ 需要面试
◇ 无工作经验要求
◇往届录取情况:(2017-18学年度)
申请人数:509人
录取人数:85人
入学人数:68人
学生平均年龄:26岁
女生占比:25%
GRE/GMAT Q部分平均分:93.4
GRE/GMAT V部分平均分:78.1
本科GPA平均分:3.63
◇ 申请截止日期:(2018年3月入学)
第一轮:2017.1.19
第二轮:2017.3.29
第三轮:2017.6.22
第四轮:2017.10.2
◇ 学费:$70,795/年(2018年3月入学的学费标准)
课程设置
必修课:
Investments and Derivatives
Empirical Methods in Finance
Stochastic Calculus with Asset Pricing Applications
Positioning Yourself for Opportunities in the Financial World
Financial Institutions Seminar I
Derivatives: Quantitative Methods
Fixed Income Markets
Positioning Yourself for Opportunities in the Financial World
Financial Institutions Seminar II
Financial Data Science
Internship Period (Applied Finance Project)
Financial Risk Measurement and Management
The Morgan Stanley Applied Finance Project
8.University of California, Los Angeles加州大学洛杉矶分校
Los Angeles CA
Master of Financial Engineering
加州大学洛杉矶分校的金融工程硕士设立于Anderson商学院之下,学制15个月。每年9月的秋季学期开学,历经秋、冬、春、秋四个学期,并完成夏季实习,需修满60学分。
申请要点
◇ 接受GMAT或GRE分数
◇ TOEFL最低要求:总分87,写作25,口语24,阅读21,听力17;IELTS最低7分
◇ 需要面试
◇ 无工作经验要求,但最好有全职工作经验(往届录取学生平均有2年工作经验)
◇ 每年招收80名左右的学生,分为两个班级,每班40人左右
◇ 申请截止日期:
第一轮:1月10日
第二轮:3月10日
第三轮:5月31日
◇ 学费:总共$60,756(2017年)
课程设置
必修课:
Investments
Corporate Finance
Fixed Income Markets
Applied Finance Project
Accounting & Regulatory Environment
Computational Methods in Finance
Financial Risk Management
Econometrics
Derivative Markets
Stochastic Calculus
Empirical Methods in Finance
9.University of Southern California南加州大学
Los Angeles CA
MS in Mathematical Finance
南加州大学金融数学项目开设于学院Dana and David College of Letters, Arts & Sciences之下,秋季、春季均可入学,学生需修满30学分,包括6门核心课程(18学分)和4-5门选修课(12学分)。
申请要点
◇ 仅接受GRE分数
◇ GPA最低要求:3.2分
◇ TOEFL要求不低于100分
◇ 无工作经验要求
◇ 往届录取情况:
申请人数:300-350人
录取率:10-15%
GRE V部分:大部分学生高于150分
GRE Q部分:大部分学生高于159分
GPA平均分:3.5
◇ 申请截止日期:
秋季:2月15日
春季:10月15日
◇ 学费:$1,666.00/学分
课程设置
核心课:
Stochastic Calculus and Mathematical Finance
Financial Informatics and Simulation
Directed Research
Economic and Financial Time Series
Economics of Financial Markets
MS in Financial Engineering
南加州大学金融工程硕士项目开设于Viterbi School of Engineering之下,是一个跨越三个学院的交叉专业。每年春季和秋季均能入学。学生需修满30学分(包括17学分的必修课和13学分的选修课),毕业时累计GPA不能低于3.0分。
申请要点
◇ 仅接受GRE分数,不接受GMAT分数
◇ TOEFL不低于90分,IELTS不低于6.5分
◇ 无需工作经验
◇ 申请截止日期:
春季,9月15日
秋季,1月15日
◇ 学费:$1,937/学分(2017-2018学年)
课程设置
必修课:
Corporate Finance
Financial Engineering
Probability for Electrical and Computer Engineers
Stochastic Processes
Mathematics and Tools for Financial Engineers
选修课:
金融、商学、经济领域:
Microeconomic Analysis and Policy
Macroeconomic Analysis and Policy
Investment Analysis and Portfolio Management
Financial Accounting Analysis for Engineering
优化、模拟和随机系统领域:
Introduction to Programming Systems Design
Analysis of Algorithms
Random Processes in Engineering
Optimization: Theory and Algorithms
Linear Programming and Extensions
Elements of Stochastic Processes
Stochastic Elements of Simulation
10.Carnegie Mellon University卡耐基梅隆大学
Pittsburgh, PA
MS in Computational Finance
卡耐基梅隆大学计算金融硕士项目是一个由四个学院联合创办的交叉专业。学生每年秋季学期入学,经过第二年的夏季实习(5月-8月),第二年的12月毕业。学制为3个学期,学生在最后一学期通过选择不同的选修课来确定专业方向:贸易、财务建模、定量投资组合管理和风险管理。
申请要点
◇ 接受GMAT或GRE分数
◇ TOEFL不低于10分,IELTS不低于7分
◇ 需要面试
◇ 无工作经验要求
◇ 往届录取情况:
班级规模:纽约校区55人,匹兹堡校区44人
平均GRE:Q部分169,V部分157
平均GMAT:总分732,Q部分50,V部分38
平均GPA:3.78
国际生占比:83%
女生占比:37%
无工作经验占比:32%
◇ 申请截止日期:
第一轮:1月4日
第二轮:3月15日
◇ 学费:
$55,400/学年($27,700/学期)
课程设置
前置课程:
MSCF Probability Prep
MSCF Math Prep (选修)
MSCF Programming Prep (选修)
Communication Prep (选修)
Financial Markets (选修)
Linear Algebra(选修)
第一学年:
模块1:
Financial Data Science I
Fixed Income
MSCF Finance
Multi-Period Asset Pricing
MSCF Business Communication I
Deutsche Bank Trading Competition(选修)
模块2:
Financial Data Science II
FinancialComputing I
MSCF Options
Stochastic Calculus for Finance I
MSCF Business Communication I
模块3:
Statistical MachineLearning I
FinancialComputing II
Simulation Methodsfor Option Pricing
Stochastic Calculusfor Finance II
MSCF BusinessCommunication II
模块4:
Statistical MachineLearning II
FinancialComputing III
MSCF Studies in Financial Engineering
Presentations for Computational Finance
MSCF Business Communication II
11.University of Michigan,Ann Arbor密歇根大学安娜堡分校
Ann Arbor, MI
MS in Quantitative Finance and Risk Management
密歇根大学安娜堡分校设有计量金融与管理风险硕士,是一项由数学系与统计系联合创办的跨领域全日制硕士项目。学制为3学期(秋,冬,秋) ,每年秋季开学,学生需修满36学分(24学分的必修课和12学分的选修课)。
申请要点
◇ 接受GRE分数,不接受GMAT分数
◇ TOEFL不低于95分,IELTS不低于7分
◇ 无面试环节
◇ 无工作经验要求
◇ 往届录取情况:
GRE V部分中位数成绩:152
GRE Q部分中位数成绩:168
GRE 写作部分中位数成绩:3
◇ 申请截止日期:2月1日
◇ 学费:$21,673/学期(非本地居民学费标准)
课程设置
必修课:
Advanced Financial Mathematics I and II
Discrete State Stochastic Processes and Stochastic Analysis for Finance
Numerical Analysis with Financial Applications and Computational Finance
Applied Statistics I and Statistical Analysis of Financial Data
12.New York University纽约大学
New York NY
MS in Financial Engineering
纽约大学的金融工程硕士项目开设于Tandon School of Engineering之下,学生可以从4个方向中选择其一来获得学位,4个方向分别为:金融市场和企业金融、计算金融、技术与算法金融、风险金融。标准学制为4学期的全日制学习,学生需修满33学分(包括15学分的核心课程、7.5学分的方向必修课、1.5学分的应用实验室课程、6学分的普通选修课、3学分的点课程)。
申请要点
◇ 接受GMAT或GRE分数
◇ TOEFL不低于90分,IELTS不低于7分
◇ 无工作经验要求
◇ 往届录取情况:
GRE Q部分录取学生平均成绩:169.3分(170分满分)(2016年数据)
◇ 截止日期:
春季入学:11月1日
秋季入学:第一轮:12月15日;第二轮:2月15日
◇ 学费:$1,646/学分
课程设置
核心课:
Financial Accounting
Economic Foundations in Finance
Quantitative Methods in Finance
Corporate Finance
Financial Risk Management and Asset Pricing
金融市场和企业金融方向:
方向专业课:
Valuations & Corporate Finance
Money, Banking and Financial Markets
Financial Econometrics
Econometrics and Time Series Analysis
Corporate and Financial Strategy
Mergers & Acquisitions
Fixed Income Securities and Interest Rate Derivatives
Global Finance
Quantitative Portfolio Management
计算金融方向:
方向专业课:
Options Pricing & Stochastic Calculus
xtreme Risk Analytics
Numerical & Simulation Techniques in Finance
Dynamic Assets and Options Pricing
Financial Risk Management and Optimization
Econometrics and Time Series Analysis
Credit Risk & Financial Risk Management
Quantitative Portfolio Management
Special Topics in Financial Engineering
技术与算法金融方向:
方向专业课:
Foundations of Financial Technology
Clearing and Settlement and Operational Risk
Financial Computing
Statistical Arbitrage
Forensic Financial Technology and Regulatory
Big Data in Finance
Algorithmic Trading & High-Frequency Finance
News Analytics & Strategies
opics in Financial and Risk Engineering I
风险金融方向:
方向专业课:
Extreme Risk Analytics
Clearing and Settlement and Operational Risk
Static and Dynamic Hedging
Financial Market Regulation
Actuarial Models
Econometrics and Time Series Analysis
Basel 3 & Banking Assets Management
Sp Tpc in Applied Credit Derivatives & Securitization
MS of Mathematics in Finance
纽约大学金融数学项目开设于Graduate School of Arts & Science之下,招收全日制和非全日制学生,每班40人左右。全日制学生学制为3学期,秋季学期入学,共学习12门课程(11门专业课+硕士论文),每学期安排4门课。
申请要点
◇ 仅接受GRE分数,不接受GMAT分数
◇ TOEFL和IELTS均无明确最低分数要求
◇ 无工作经验要求
◇ 申请截止日期:2月8日(只针对全日制学生)
◇ 学费:$1,723/学分
课程设置
必修课:
Derivative Securities
Risk and Portfolio Management with Econometrics
Stochastic Calculus
Computing in Finance
Continuous Time Finance
Scientific Computing(或者Scientific Computing in Finance)
选修课:
Computational Methods for Finance
Advanced Econometric Modeling and Big Data
Time Series Analysis and Statistical Arbitrage
Algorithmic Trading and Quantitative Strategies
Active Portfolio Management
Advanced Risk Management
Regulation and Regulatory Risk Models
Credit Markets and Models
Interest Rate and FX Models
Securitized Products & Derivatives
Energy Markets & Derivatives
Advanced Topics in Equity Derivatives
Market Microstruture
13.Georgia Institute of Technology佐治亚理工学院
Atlanta, GA
MS in Quantitative and Computational Finance
佐治亚理工学院计量与计算金融硕士是一个跨领域硕士项目,由Scheller College of Business、 the H. Milton Stewart School of Industrial & Systems Engineering和 School of Mathematics三个机构联合创办。每年秋季(8月)和春季(1月)学期均招生,学制为3学期(1.5年),全日制或非全日制学习均可。学生需修满36学分,课程包括6门核心课、3门定向选修课、3门自选选修课。
申请要点
◇ 接受GMAT或GRE分数
◇ TOEFL不低于95分
◇ 需要面试
◇ 无工作经验要求,强烈推荐有实习经验
◇ 往届录取情况:
2016秋季入学班级情况:
班级人数:36人
平均GRE成绩:323分
平均Q部分成绩:168分
平均V部分成绩:155分
平均GMAT成绩:727分
平均本科GPA:3.31
女生占比:31%
国际生占比:86%
◇申请截止日期:
春季:
第一轮:9月1日;
第二轮:10月1日
秋季:
第一轮:10月15日;
第二轮:1月15日;
第三轮:3月15日
◇ 学费:$18,689/学年
课程设置
核心课程:
Finance and Investments
Stochastic Processes in Finance I
Design and Implementation of Systems that Support Computational Finance
Derivative Securities
Numerical Methods in Finance
Fixed Income Securities
定向选修课:
Management of Financial Institutions
Financial Optimization
Stochastic Processes in Finance II
Financial Data Analysis
Empirical Finance
The Practice of QCF (project-based capstone course)
14.Boston University波士顿大学
Boston MA
MS in Mathematical Finance
波士顿大学数学金融硕士设立于Questrom商学院之下,是为期17个月(3学期),秋季开学,共计36学分的全日制硕士项目。学生会在第一学期选择专业方向,可选的方向为以下4个:The Asset Management,Quantitative Analytics,Risk Management concentrations ,Analytics & Research。
申请要点
◇ 接受GMAT或GRE分数,无最低分数标准
◇ TOEFL要求不低于90分,IELTS要求不少于6.5分
◇ 需要面试
◇ 无工作经验要求
◇ 往届录取情况:(2017年)
入学人数:118
申请人数:1336
录取率:30%
女生占比:42%
平均年龄:22岁
GRE Q部分平均数:168
GMAT平均数:726
TOEFL平均数:106
GPA平均数:3.59
◇ 学费:$50,980/学年(每学期另收$1,593项目费)
课程设置
The Asset Management方向
必修课:
Fundamentals of Finance
Programing for Mathematical Finance
Statistics for Mathematical Finance
Methods of Asset Pricing I
Fixed Income Securities
Advanced Topics in Investments
Data Analysis and Financial Econometrics
Portfolio Theory
Accounting Risk Management
Quantitative Analytics方向
必修课:
Fundamentals of Finance
Programing for Mathematical Finance
Statistics for Mathematical Finance
Methods of Asset Pricing I
Fixed Income Securities
Methods of Asset Pricing II
Computational Methods of Mathematical Finance
Algorithmic and High-Frequency Trading
Risk Management concentrations方向
必修课:
Fundamentals of Finance
Programing for Mathematical Finance
Statistics for Mathematical Finance
Methods of Asset Pricing I
Fixed Income Securities
Futures, Options and Financial Risk Management
Computational Methods of Mathematical Finance
Credit Risk
Corporate Risk Management
Analytics & Research方向
必修课:
Programing for Mathematical Finance
Statistics for Mathematical Finance
Methods of Asset Pricing I
Doctoral Seminar in Finance
Fixed Income Securities
Advanced Capital Markets
Portfolio Theory
Advanced Derivatives
Advanced Corporate Finance


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