专业: Mathematics in Finance 数学金融

开在文理学院

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

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.

录取要求：• 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，建议尽早申请

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