全面解析美國(guó)金融數(shù)學(xué)/數(shù)學(xué)金融/金融工程

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美國(guó)金融數(shù)學(xué)/數(shù)學(xué)金融/金融工程專業(yè)就業(yè)前景如何,平時(shí)都學(xué)習(xí)什么課程呢?相信這是很多想申請(qǐng)美國(guó)金融數(shù)學(xué)/數(shù)學(xué)金融/金融工程研究生的學(xué)生想了解的內(nèi)容。下面就給大家詳細(xì)解析這個(gè)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(píng)估金融市場(chǎng),金融工具以及金融機(jī)構(gòu)的一門學(xué)科。
    如果你缺乏一個(gè)直觀的認(rèn)識(shí),那么舉幾個(gè)金融工程/數(shù)學(xué)金融里面的題目框架出來(lái)。
    Theories and Practice of Risk Management研究風(fēng)險(xiǎn)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(cái)務(wù)金融數(shù)據(jù)(股價(jià),公司債券價(jià)格等等)研究公司(corporate) 和證券市場(chǎng)( security market) 的關(guān)系研究非營(yíng)利機(jī)構(gòu)的金融管理
    Methodology of Evaluation評(píng)估的方法,理論,發(fā)展。
    計(jì)量金融(Quantitative Finance)專為金融市場(chǎng)而設(shè)的一門應(yīng)用數(shù)學(xué)。計(jì)量金融本義上與金融經(jīng)濟(jì)學(xué)的范疇有密切的關(guān)系,然而前者所涉及的領(lǐng)域比較狹隘,理念也比后者抽象。一般而言,若金融經(jīng)濟(jì)學(xué)家研究一所企業(yè)當(dāng)前股價(jià)的結(jié)構(gòu)性原因,數(shù)學(xué)家(或計(jì)量金融學(xué)家)所做的便是利用當(dāng)前股價(jià)作參考,利用或然率微積分去計(jì)算并取得相關(guān)衍生工具的公平價(jià)格(應(yīng)值價(jià)格)。
    畢業(yè)出來(lái)能做什么樣的工作careers排除人脈,門道,運(yùn)氣等等因素,根據(jù)國(guó)際金融工程研究會(huì)報(bào):
    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(xué)這些專業(yè)需要怎樣的背景background
    并非只有金融,數(shù)學(xué),經(jīng)濟(jì),統(tǒng)計(jì),經(jīng)濟(jì)計(jì)量的的人才能申請(qǐng)這個(gè)專業(yè)的碩士和博士。
    從伯克利大學(xué)的統(tǒng)計(jì)數(shù)據(jù)上看,除了以上專業(yè),背景是計(jì)算機(jī),物理,化學(xué)的人也可以申請(qǐng)并被錄取。
    但有幾個(gè)對(duì)于申請(qǐng)的有利條件
    1,數(shù)學(xué)理論和應(yīng)用數(shù)學(xué)/工程學(xué)(pure and applied mathematics and engineering)
    2,經(jīng)濟(jì),金融基本知識(shí)
    3,計(jì)算機(jī)能力
    4,對(duì)金融市場(chǎng),工具,機(jī)構(gòu)強(qiáng)烈的興趣
    有哪些學(xué)校提供這些專業(yè)
    這個(gè)專業(yè)在美國(guó)最多;英國(guó),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(xué)校之間做出選擇
    1,課程設(shè)置:
    課程是否全面,是否涵蓋了數(shù)學(xué),計(jì)算機(jī),金融,是否可以為你以后的就業(yè),提供一個(gè)堅(jiān)實(shí)的學(xué)術(shù)基礎(chǔ)。如果你本身金融知識(shí)薄弱,可以重點(diǎn)看那些通過(guò)選課,增加金融理論和應(yīng)用課程學(xué)習(xí)的學(xué)校。
    可能會(huì)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(shè)置是否符合專業(yè)需要和你的需要
    2,理論和實(shí)踐的時(shí)間安排
    課程是否包括了理論和實(shí)踐(真實(shí)案例)兩部分,并有機(jī)結(jié)合在一起?
    3,院系實(shí)力
    排名如何?是否有很有實(shí)力的教授講師。今年是否有高質(zhì)量的論文/學(xué)術(shù)成果
    4,資源和配套設(shè)施
    網(wǎng)絡(luò)資源,圖書館,軟件,數(shù)據(jù)庫(kù)等等
    5,實(shí)習(xí)機(jī)會(huì)
    學(xué)校是否提供實(shí)習(xí)計(jì)劃,是否有知名公司來(lái)該校應(yīng)聘
    6,校友會(huì)
    一個(gè)強(qiáng)有力的校友會(huì),會(huì)拓展你的視野和思路,也給你很多信息和機(jī)會(huì)。
    通過(guò)上面對(duì)美國(guó)金融數(shù)學(xué)/數(shù)學(xué)金融/金融工程信息的解讀,相信對(duì)于很多計(jì)劃申請(qǐng)美國(guó)金融數(shù)學(xué)/數(shù)學(xué)金融/金融工程的學(xué)生可以參考上面的信息來(lái)提前做好申請(qǐng)美國(guó)研究生的準(zhǔn)備和規(guī)劃。