金融工程专业排名：25

　　项目：金融数学硕士【Master of Mathematical Finance (MMF)】

　　项目介绍

　　伊利诺伊理工学院金融数学硕士(Master of Mathematical Finance，缩写：MMF)属商学院与理学院的应用数学系共同开设的交叉项目。该项目要求申请者已拥有数学、工程相关学士学位。如申请者缺乏相关专业背景，需修读相关前置课程，且需参加面试。商学院向符合条件的申请者提供Merit-based奖学金，无需单独申请，以下因素决定奖学金授予：教育经历、考试分数、工作经验和推荐信。

　　Tuition

　　$1,675/学分

　　课程设置

　　11门课程=8门核心课程+3门选修课程

　　核心课程 (24学分)

　　MSF 505 Futures, Options and OTC Derivatives

　　MSF 526 Computational Finance

　　MSF 575 C++ with Financial Applications

　　MATH 542 Stochastic Processes

　　MATH 548 Mathematical Finance I

　　MATH 565 Monte Carlo Methods in Finance

　　MATH 582 Mathematical Finance II

　　MATH 586 Theory and Practice of Fixed Income Modeling

　　选修课程

　　CS 522 Data Mining

　　MATH 512 Partial Differential Equations

　　MATH 522 Mathematical Modeling

　　MATH 540 Probability

　　MATH 543 Stochastic Analysis

　　MATH 544 Stochastic Dynamics

　　MATH 545 Stochastic Partial Differential Equations

　　MATH 546 Introduction to Time Series

　　MATH 566 Multivariate Analysis

　　MATH 567 Advanced Design of Experiments

　　MATH 569 Statistical Learning

　　MATH 577 Computational Mathematics I

　　MATH 578 Computational Mathematics II

　　MATH 579 Complexity of Numerical Problems

　　MATH 587 Theory and Practice of Modeling Credit Risk and Credit Derivatives

　　MATH 589 Numerical Methods for PDEs

　　MATH 590 Meshfree Methods

　　MSF 524 Models for Derivatives

　　MSF 525 Term Structure Modeling and Interest Rate Derivatives

　　MSF 545 Structured Fixed Income Portfolios

　　MSF 546 Quantitative Investment Strategies

　　MSF 554 Market Risk Management

　　MSF 555 Credit Risk Management

　　MSF 564 Financial Theory

　　MSF 565 International Finance Theory

　　MSF 566 Financial Time Series Analysis

　　MSF 567 Bayesian Econometrics

　　MSF 574 .NET and Database Management

　　MSF 576 OOP and Algorithmic Trading Systems

　　MSF 577 High Frequency Finance

　　MSF 584 Equity and Equity Derivatives Trading

　　MSF 585 Fixed Income Trading Strategies

　　MSF 586 Advanced Options Trading Strategies

　　申请截止日期：国际学生申请截止日期4月15日，April 15。

　　申请材料

　　★ 完成在线申请表Online Application Form

　　★ 成绩单Trans，GPA3.0+

　　★ Standardized test scores:

　　TOEFL成绩100+

　　GRE310+，GRE写作2.5以上

　　★ 2份推荐信：3 Two letters of recommendation

　　★ 申请费：$75

　　★文章Essay

　　1.Why do you wish to pursue graduate study in the program to which you are applying? Discuss how you believe graduate studies will contribute to your professional goals.

　　2.Develop a five-year career plan, including your professional goals and how you intend to implement them. Discuss how you believe your IIT Stuart education will fit in to your plan.

　　★ 简历Resume

  编辑：翁晓兰