專業(yè): Mathematics in Finance 數(shù)學(xué)金融

開在文理學(xué)院

Courant institute of mathematical scienceProgram overview:Financial mathematics is the application of mathematical methos to the solution of problems in finance. (Equivalent names sometimes use are financial engineering,mathematical finance,an computational finance.) It raws on tools from applie mathematics,computer science,statistics,an economic theory. Investment banks,commercial banks,hege funs,insurance companies,corporate treasuries,an regulatory agencies apply the methos of financial mathematics to such problems as erivative securities valuation,portfolio structuring,risk management,an scenario simulation. Quantitative analysis has brought efficiency an rigor to financial markets an to the investment process an is becoming increasingly important in regulatory concerns. As the pace of financial innovation increases,the nee for highly qualifie people with specific training in financial mathematics intensifies.每學(xué)期修4門課，參加每周一次的碩士研討會，而且通常在第二學(xué)期和第三學(xué)期間的暑假實習(xí)。

課程設(shè)置：秋季提供課程第一階段：衍生證券（必修）風(fēng)險和投資組合管理與計算經(jīng)濟學(xué)（必修）隨機微積分（必修）計算金融（必修）

春季提供課程第二階段：國際匯率與外匯模式金融科學(xué)計算（必修）高級風(fēng)險管理連續(xù)時間金融（必修）

秋季提供第三階段課程：時間序列分析和統(tǒng)計套利金融建模案例研究財務(wù)計算方法（必修）項目和演示（必修）監(jiān)管和監(jiān)管風(fēng)險模型高級計量經(jīng)濟學(xué)模型和大數(shù)據(jù)數(shù)量金融的數(shù)據(jù)科學(xué)

Stuent Backgroun 背景要求To gain amission,whether full-time,part-time,or non-egree,an applicant must emonstrate a high aptitue for quantitative reasoning. He or she must have a firm grasp of mathematics at a high unergrauate level,which inclues at least the following Mathematics courses:? Multivariate calculus (incluing partial erivatives,multiple integrals,an Taylor series)? Linear algebra (incluing linear systems of equations,eterminants,matrix factorization,range an null space,an eigenvalues of symmetric matrices)? Calculus-base course in probability (inepenence,conitional probabilities,Gaussian istribution,law of large numbers,central limit theorem)Work experience is not necessary to gain acceptance into the full-time program,though it can be helpful for fining a job after the program. Work experience is necessary for part-time an non-egree applicants.

錄取要求：? The application itself (online application require)? A statement of purpose? 3 recommenation letters (submitte online)? One official acaemic transcript from each institution attene (uploae as part of the online application)? GRE score (note: we o not accept GMAT)? TOEFL score for international stuents (this is not require if you have an unergrauate or more avance egree from an English-speaking university; IELTS scores are not accepte)? A CV/ resume

Application ealines 截止日期Full-Time Masters in Mathematics in Finance: February 8. Applicants are encourage to submit their applications before the ealine. Full time stuents are accepte only for a Fall start ate. 2月8日，建議盡早申請

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