华盛顿大学计算金融和风险管理专业介绍

发布时间:2018-01-15    文章来源: 金东方留学    点击:303次

华盛顿大学计算金融和风险管理专业要求申请者具有超强的数学和定量技能。偏微分、矩阵代数、一维优化,熟悉Java 或 C++计算机语言,或者Matlab, R/S-PLUS 等数学统计语言。

  项目:计算金融与风险管理硕士专业【The Master of Science in Computational Finance and Risk Management (MS-CFRM)】

  项目介绍

  华盛顿大学计算金融和风险管理专业要求申请者具有超强的数学和定量技能。偏微分、矩阵代数、一维优化,熟悉Java 或 C++计算机语言,或者Matlab, R/S-PLUS 等数学统计语言。该项目要求最少修满42个学分方能毕业,其中26学分必修课和16学分选修课。这个项目提供实习,感觉中国学生有点多,近几年毕业后三个月内就业率都在90%左右。

  Tuition

  For the 2015-2016 academic year, the fee rate is $900 per credit.The complete 42-credit MS costs $37,800 in course fees.每个学分900美元,该项目最少要修42个学分,所以费用最少为37,800美元。

  专业设置

  必修课(26学分)

  CFRM 463 (1 NC)R Programming for Quantitative Finance

  CFRM 543 (4)Portfolio Optimization and Asset Management

  CFRM 540 (2)Investment Science I

  CFRM 544 (4)Options and Derivatives

  CFRM 541 (4)Investment Science II

  CFRM 546 (4)Risk Management II

  CFRM 542 (4)Financial Data Modeling and Analysis in R

  CFRM 558 (4)Fixed Income Analytics and Portfolio Management

  选修课(16学分)

  CFRM 510 (4)Financial Data Access with SQL, Excel, and VBA

  CFRM 555 (4)Optimization Methods in Finance

  CFRM 520 (2)Energy Markets Analytics and Derivatives

  CFRM 557 (4)Financial Software Development and Integration with C++

  CFRM 545 (4)Risk Management I

  CFRM 559 (4)Stochastic Calculus for Derivatives

  CFRM 547 (4)Credit Risk Management

  CFRM 560 (4)Actuarial Models and Estimation

  CFRM 548 (4)Monte Carlo Simulation Methods in Finance

  CFRM 561 (4)Advanced Trading Systems

  CFRM 551 (4)Introduction to Trading Systems

  CFRM 500 (4)Special Topics in Computational Finance (Subject varies)

  CFRM 552 (4)Portfolio Performance Analysis & Benchmarking

  AMATH 582 (5)Computational Methods for Data Analysis

  CFRM 553 (4)Financial Time Series Forecasting Methods

  AMATH 583 (5)High Performance Scientific Computing

  CFRM 554 (4)Endowment and Institutional Investment Management

  CFRM 600 Independent Research or Study

  CFRM 601 Internship

  CFRM 700 (variable credits, minimum of 9 credits required) Master’s Thesis

  申请截止日期

  项目申请分为两轮,申请的截止日期分别是1月15日和3月15日。

  申请材料

  ★成绩单Academic transcripts

  ★目的陈述Statement of purpose(陈述文书题目)

  ★GRE is preferred

  ★语言成绩:托福或雅思

  TOEFL总分不低于92分,IELTS总分不低于7分,两者均无单项分数要求

  ★ 推荐信Letters of Recommendation

  ★ 简历Resume or Vitae

  编辑:翁晓兰

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