全面解析美國金融數(shù)學/數(shù)學金融/金融工程

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美國金融數(shù)學/數(shù)學金融/金融工程專業(yè)就業(yè)前景如何,平時都學習什么課程呢?相信這是很多想申請美國金融數(shù)學/數(shù)學金融/金融工程研究生的學生想了解的內容。下面就給大家詳細解析這個專業(yè)。
    金融工程Finance Enginerring:Learning methods for monitoring financial markets and evaluating financial assets and organi
    金融工程Finance Enginerring:Learning methods for monitoring financial markets and evaluating financial assets and organization是研究如何監(jiān)督,管理,評估金融市場,金融工具以及金融機構的一門學科。
    如果你缺乏一個直觀的認識,那么舉幾個金融工程/數(shù)學金融里面的題目框架出來。
    Theories and Practice of Risk Management研究風險管理(risk management)以及模擬證券投資(simulate equity investment)的基本理論.
    Evaluation and Measurement of Organizational Performance依據(jù)公司的財務金融數(shù)據(jù)(股價,公司債券價格等等)研究公司(corporate) 和證券市場( security market) 的關系研究非營利機構的金融管理
    Methodology of Evaluation評估的方法,理論,發(fā)展。
    計量金融(Quantitative Finance)專為金融市場而設的一門應用數(shù)學。計量金融本義上與金融經(jīng)濟學的范疇有密切的關系,然而前者所涉及的領域比較狹隘,理念也比后者抽象。一般而言,若金融經(jīng)濟學家研究一所企業(yè)當前股價的結構性原因,數(shù)學家(或計量金融學家)所做的便是利用當前股價作參考,利用或然率微積分去計算并取得相關衍生工具的公平價格(應值價格)。
    畢業(yè)出來能做什么樣的工作careers排除人脈,門道,運氣等等因素,根據(jù)國際金融工程研究會報:
    QUOTE:
    Financial engineers use the skills they acquire during their degree programs toward a broad selection of careers in finance, including the trading of securities, financial modeling, sales, risk management and portfolio management. We believe that the skill sets acquired in a financial mathematics masters program are sufficiently broad to prepare students for many interesting fields. Moreover as it is increasingly recognized in financial firms that computational and mathematical skills are critical to the success of all organizations, the market for students with financial mathematics degrees continues to broaden.
    In the 2002 Survey, 38% of students stated that they want a career in some sort of job related to derivatives pricing, while 21% said risk management and 18% said trading derivative instruments (14% of students did not respond).
    It's vey likely a student in FE becomes an expert at evaluation such as a "certified accountant (CPA)", a "financial analyst (CFA and CMA)", a "valuation actuary", an "estate surveyor", or managing positions at companies, governments, educational organizations, and NPOs including religious corporations.
    學這些專業(yè)需要怎樣的背景background
    并非只有金融,數(shù)學,經(jīng)濟,統(tǒng)計,經(jīng)濟計量的的人才能申請這個專業(yè)的碩士和博士。
    從伯克利大學的統(tǒng)計數(shù)據(jù)上看,除了以上專業(yè),背景是計算機,物理,化學的人也可以申請并被錄取。
    但有幾個對于申請的有利條件
    1,數(shù)學理論和應用數(shù)學/工程學(pure and applied mathematics and engineering)
    2,經(jīng)濟,金融基本知識
    3,計算機能力
    4,對金融市場,工具,機構強烈的興趣
    有哪些學校提供這些專業(yè)
    這個專業(yè)在美國最多;英國,澳大利亞也有;歐洲不是很多。
    Ball State University
    BS Financial Mathematics
    Baruch College
    Masters of Science in Applied Mathematics for Finance
    Bogazici University
    MS Financial Engineering
    Boston University
    MA Mathatical Finance
    Polytechnic University
    MS Financial Engineering
    Carnegie Mellon University
    MS Computational Finance
    Carnegie Mellon University
    PhD Mathematical Finance
    Cass Business School
    MS Mathematical Trading and Finance and
    MS in Finance, Economics and Econometrics
    City University of Hong Kong
    MS Financial Engineering
    Claremont Graduate University
    MS Financial Engineering
    Columbia University
    MS Financial Engineering
    MA, Mathematics, with specialization in the Mathematics of Finance
    MS, Industrial Engineering and Operations Research
    Financial Engineering courses available
    Cornell University
    MBA Financial Engineering
    Cornell University
    M. Eng in Operations Research & Industrial Eng.
    DePaul University
    MS Finance/Risk Management/Financial Engineering
    Dublin City University - Ireland
    MS Investment and Treasury
    MSc Financial & Industrial Mathematics
    Erasmus University Rotterdam
    Master in Quantitative Finance
    FAME: International Center for Financial Asset Management and Engineering - Geneva
    Executive Education Program, including courses in Alternative Investments and Financial Engineering.
    Florida State University
    MS & PhD Financial Mathematics
    George Washington University
    MS, Finance
    Georgia Institute of Technology
    MS Quantitative and Computational Finance
    Georgia State University
    Mathematical Risk Management
    Glasgow Caleonian University
    BS Financial Mathematics
    HEC, Montreal
    MS Financial Engineering
    Illinois Institute of Technology
    MS Finance
    MS Financial Markets
    Imperial College of Science, Technology and Medicine
    MSC Mathematics and Finance
    James Madison University
    BS Quantitative Finance
    Johns Hopkins University Graduate School of Business
    MS Finance
    The Karol Adamiecki Academy of Engineering
    MS Financial Engineering and Banking
    Kent State University
    MS Financial Engineering
    Lavel University
    MS Financial Engineering
    London Business School
    Masters in Finance
    Massachusetts Institute of Technology
    MBA with Financial Engineering Track
    Multimedia University, Malaysia
    Bachelor of Financial Engineering
    Nanyang Technological University
    MS Financial Engineering
    National University of Singapore
    BS and MS Financial Engineering
    New York University
    MS Statistics and Operational Research, Financial Engineering Specialization
    New York University, Courant Institute of Mathematical Sciences
    MS Mathematics in Finance
    North Carolina State University
    MS, Financial Mathematics
    Northwestern University
    MS, Industrial Engineering and Management Sciences
    Financial Engineering Concentration available
    Oklahoma State University
    MS Quantitative Financial Economics
    Princeton University
    MSE, Ph.D Operations Research and Financial Engineering
    Purdue University
    MS Computational Finance
    Rutgers Business School
    Master of Quantitative Finance
    MS Quantitative Finance
    Rutgers University (New Brunswick/Piscataway campus)
    MS in Mathematical Finance
    Stanford University
    MS, Financial Mathematics
    MS, Management Science & Engineering
    Stevens Institute of Technology
    Graduate Certificate in Financial Engineering
    MS, Financial Engineering
    State University of New York at Buffalo
    MS, Finance
    University of Alabama
    MA in Banking and Finance
    University of California at Berkeley
    MS Financial Engineering
    Certificate in Financial Engineering, Executive Education
    University of Chicago
    MS Financial Mathematics
    University of Connecticut
    MS Applied Financial Mathematics
    University of Dayton
    Masters of Financial Mathematics
    University of Edinburgh
    in partnership with Heriot Watt University
    MS Financial Mathematics
    University of Florida
    Warrington College of Business Administration
    MS, Finance
    University of Hong Kong
    Masters of Finance - Financial Engineering and Risk Management Tracks
    University of Illinois at Urbana-Champaign
    College of Business
    MS, Finance
    University of Karlsruhe
    MSc, Financial Engineering
    University of London
    Birbeck College
    M.Sc. in Financial Engineering
    University of Michigan
    Financial Engineering Program
    University of Manchester
    Manchester Business School
    M.Sc. Quantitative Finance
    University of North Carolina, Charlotte
    M.S. Mathematical Finance
    University of Oxford
    Diploma in Mathematical Finance
    University of Pretoria
    MS Mathematics of Finance
    University of Reading
    ISMA Centre, the Business School for Financial Markets
    MS Financial Engineering and Quantitative Analysis
    University of Rochester
    Simon School of Business Administration
    MS, Finance
    University of Southern California
    Professional MS in Mathematical Finance
    University of St. Gallen
    Master Quantitative Economics and Finance
    University of Technology, Sydney
    Master of Quantitative Finance
    University of Torino, Italy
    Masters in Quantitative Finance
    University of Toronto
    Master of Mathematical Finance
    University of Tulsa
    MS in Finance / Risk Management
    University of Twente, the Netherlands
    Masters in Financial Engineering
    University Of Valencia, Spain
    PhD, Quantitative Finance
    University of Warwick
    MS Financial Mathematics
    University of Waterloo
    Mathematical Finance
    University of the Witwatersrand-Johannesburg
    MCom Finance
    Virginia Commonwealth University
    Bachelor of Science in Financial Technology
    Vrije Universteit Amsterdam, Universiteit Utrecht & Universiteit van Amsterdam
    MSc in Stochastics and Financial Mathematics
    York University
    MS Financial Engineering
    如何在學校之間做出選擇
    1,課程設置:
    課程是否全面,是否涵蓋了數(shù)學,計算機,金融,是否可以為你以后的就業(yè),提供一個堅實的學術基礎。如果你本身金融知識薄弱,可以重點看那些通過選課,增加金融理論和應用課程學習的學校。
    可能會有的課很多很多,比如:
    INTRODUCTION TO FINANCIAL ENGINEERING:
    FINANCIAL ENGINEERING,
    FINANCIAL ECONOMICS,
    MANAGEMENT SCIENCE,
    NONPROFIT AND GOVERNMENTAL ACCOUNTING,
    CORPORATE AND MARKET SIMULATION,
    COUNTRY RISK ANALYSIS,
    PROJECT EVALUATION,
    BUSINESS ANALYSIS AND VALUATION,
    POPULATION DYNAMICS,
    MICRO ECONOMY
    QUANTATIVE ECONOMIC ANALYSIS
    COMPLEXITY AND GAME THEORY,
    EVALUATION AND ASSESSMENT OF EDUCATION,
    MODERN MATHEMATICS,
    MATHEMATICAL PHENOMENA,
    NUMERICAL ANALYSIS,
    MATHEMATICS FOR INFORMATICS
    MATHEMATICAL MODELS
    MULTI-VARIABLE STATISTICAL ANALYSIS,
    INTRODUCTION TO TIME-SERIES ANALYSIS,
    STATISTICAL ANALYSIS,
    DATABASE ARCHITECTURE
    1,課程設置是否符合專業(yè)需要和你的需要
    2,理論和實踐的時間安排
    課程是否包括了理論和實踐(真實案例)兩部分,并有機結合在一起?
    3,院系實力
    排名如何?是否有很有實力的教授講師。今年是否有高質量的論文/學術成果
    4,資源和配套設施
    網(wǎng)絡資源,圖書館,軟件,數(shù)據(jù)庫等等
    5,實習機會
    學校是否提供實習計劃,是否有知名公司來該校應聘
    6,校友會
    一個強有力的校友會,會拓展你的視野和思路,也給你很多信息和機會。
    通過上面對美國金融數(shù)學/數(shù)學金融/金融工程信息的解讀,相信對于很多計劃申請美國金融數(shù)學/數(shù)學金融/金融工程的學生可以參考上面的信息來提前做好申請美國研究生的準備和規(guī)劃。