美國哥倫比亞大學金融工程專業(yè)詳細介紹

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    隨著留學熱潮的不斷推進。越來越多留學生選擇去美國留學。哥倫比亞大學眾多,那么金融工程專業(yè)怎么樣呢?出國留學網(wǎng)的小編在這里為大家整理了美國哥倫比亞大學金融工程專業(yè)詳細介紹,希望對大家有所幫助。
    一、專業(yè)排名
    金融工程專業(yè)排名:2
    二、專業(yè)介紹
    哥倫比亞大學金融工程碩士(MS in Financial Engineering,縮寫MSFE)項目設(shè)于工業(yè)工程與運籌系(Department of Industrial Engineering and Operations Research)之下,研究生只招收MS學生,要求申請者遞交GRE成績,但并無最低GRE、GPA等分數(shù)要求。該專業(yè)屬于MS項目,而哥倫比亞大學工業(yè)工程與運籌系是不向MS學生提供獎學金,故該專業(yè)無獎學金。
    三、專業(yè)學費
    哥倫比亞大學工程學院的學費標準為$1,710/學分
    12+學分:項目費$1,000,活動費$100
    <12學分:項目費$500,活動費$50
    四、課程設(shè)置
    核心課程
    IEORE4007 Optimization Models and Methods for Financial Engineering
    IEORE4701 Stochastic Models for Financial Engineering
    IEORE4706 Foundations of Financial Engineering
    IEORE4720 Professional Development for MSFE
    IEORE4703 Monte Carlo Simulation
    IEORE4707 Financial Engineering: Continuous Time Models
    IEORE4709 Data Analysis for Financial Engineering
    選修課程
    IEORE4403 Advanced Engineering and Corporate Economics
    IEORE4500 Applications Programming for Financial Engineering
    IEORE4714 Risk Management, Financial System & Financial Crisis (1.5)
    IEORE4715 Commodity Derivatives (1.5)
    IEORE4728 Advanced Programming for Financial Engineering 1
    DROMB8112 Quantitative Finance: Models and Computation
    IEORE4525 Machine Learning for OR & FE
    IEORE4602 Quantitative Risk Management
    IEORE4630 Asset Allocation
    IEORE4718 Introduction to the Implied Volatility Smile
    IEORE4729 Advanced Programming for Financial Engineering 2
    IEORE4733 Algorithmic Trading
    IEORE4736 Experimental Finance
    FINCB8307 Advanced Corporate Finance
    IEORE4712 Behavior Finance (1.5)
    IEORE4731 Credit Risk Modeling and Credit Derivatives
    IEORE4734 Foreign Exchange & Related Derivatives (1.5)
    IEORE4500 Applications Programming for Financial Engineering
    IEORE4710 Term Structure Modeling
    IEORE4712 Behavioral Finance
    IEORE4714 Risk Management, Financial System & Financial Crisis (1.5)
    IEORE4715 Commodity Derivatives (1.5)
    IEORE4727 Programming in C++ for Financial Engineering
    IEORE4732 Computational Methods in Derivatives Pricing
    IEORE4735 Introduction to Structured & Hybrid Products
    五、研究方向
    Finance & Economics金融與經(jīng)濟
    Derivatives衍生性金融商品
    Asset Management資產(chǎn)管理
    Computation and Programming計算與編程
    Computational Finance/Trading Systems計算金融/交易系統(tǒng)