专业: Mathematics in Finance 数学金融
开在文理学院
Courant institute of mathematical science
Program overview:
Financial mathematics is the application of mathematical methods to the solution of problems in finance. (Equivalent names sometimes used are financial engineering, mathematical finance, and computational finance.) It draws on tools from applied mathematics, computer science, statistics, and economic theory. Investment banks, commercial banks, hedge funds, insurance companies, corporate treasuries, and regulatory agencies apply the methods of financial mathematics to such problems as derivative securities valuation, portfolio structuring, risk management, and scenario simulation. Quantitative analysis has brought efficiency and rigor to financial markets and to the investment process and is becoming increasingly important in regulatory concerns. As the pace of financial innovation increases, the need for highly qualified people with specific training in financial mathematics intensifies.
每学期修4门课，参加每周一次的硕士研讨会，而且通常在第二学期和第三学期间的暑假实习。
课程设置： 秋季提供课程第一阶段： 衍生证券（必修） 风险和投资组合管理与计算经济学（必修） 随机微积分（必修） 计算金融（必修）
春季提供课程第二阶段： 国际汇率与外汇模式 金融科学计算（必修） 高级风险管理 连续时间金融（必修）
秋季提供第三阶段课程： 时间序列分析和统计套利 金融建模案例研究 财务计算方法（必修） 项目和演示（必修） 监管和监管风险模型 高级计量经济学模型和大数据 数量金融的数据科学
Student Background 背景要求
To gain admission, whether full-time, part-time, or non-degree, an applicant must demonstrate a high aptitude for quantitative reasoning. He or she must have a firm grasp of mathematics at a high undergraduate level, which includes at least the following Mathematics courses:
• Multivariate calculus (including partial derivatives, multiple integrals, and Taylor series)
• Linear algebra (including linear systems of equations, determinants, matrix factorization, range and null space, and eigenvalues of symmetric matrices)
• Calculus-based course in probability (independence, conditional probabilities, Gaussian distribution, 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 finding a job after the program. Work experience is necessary for part-time and non-degree applicants.
录取要求： • The application itself (online application required) • A statement of purpose • 3 recommendation letters (submitted online) • One official academic transcript from each institution attended (uploaded as part of the online application) • GRE score (note: we do not accept GMAT) • TOEFL score for international students (this is not required if you have an undergraduate or more advanced degree from an English-speaking university; IELTS scores are not accepted) • A CV/ resume
Application deadlines 截止日期 Full-Time Masters in Mathematics in Finance: February 8. Applicants are encouraged to submit their applications before the deadline. Full time students are accepted only for a Fall start date. 2月8日，建议尽早申请
