美国金融工程研究生名校都有哪些?

申鹏飞

美国金融工程研究生名校都有哪些?

2021-04-19...

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金融名校

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


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

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

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

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