计算金融专业介绍

培养目标/院系介绍:

Administered by the Tepper School of Business, MSCF students enjoy the advantages of the business school environment, including the full resources of the school's career placement services. As a result of the collaborative efforts of these four colleges, MSCF's twenty-five courses are both balanced and deep. Designed expressly for the MSCF student and the needs of the industry, the MSCF curriculumseamlessly integrates instruction in probability, statistical analysis, numerical methods, computation and simulation methods, stochastic processes, economics, and their application in today’s quantitative financial markets.
The MSCF program is intense and extremely demanding - recruiters know the students graduating from MSCF are bright, highly motivated and keenly interested in the financial engineering industry. Our employment rates remain high - even in these challenging times.

课程介绍:

1、金融计算 I/Ⅱ/Ⅲ/Ⅳ

2、高级导数模型

3、计算金融硕士概率学

4、统计推理

5、金融时间序列

6、期权定价的模拟方法

7、统计套利

8、多期资产定价

9、随机微积分I/II

10、数值方法

11、风险管理I/ II

12、固定收益

13、计算财务报告

14、计算金融硕士金融学

  计算金融申请要求

托福或雅思,GMAT要求726分或GRE,GPA要求3.7,学费$26,800/年,申请截止日期1月2日

商科 金融

更多卡耐基梅隆大学专业介绍>>

  全部顾问导师

我们经历过,我们更专业

我们是指南者教育的顾问导师,我们均在读或毕业于美国名校。作为过来人,我们有着丰富的申请经验并且熟知美国院校招生官的喜好。我们会像对待自己的申请一样对待你的申请,让你在众多申请者中脱颖而出。

点击查看最适合你的申请导师

  我申的上吗?

 个人信息

 教育背景

 英语成绩