美国纽约大学金融数学专业的详解.

2017-07-19 作者： 351阅读

　　美国留学金融数学专业又称金融工程，计算金融，是隐藏在金融专业的光环下的又一高回报专业。纽约大学金融数学专业在美国当地就业非常好，下面是解析美国纽约大学金融数学专业申请。

　　New york university

　　Financial mathematics

　　位于纽约市，金融产业的核心地带，三个学期毕业。2012年9月入学，2013年12月毕业。

　　一、The following courses are required:

　　Derivative Securities

　　Stochastic Calculus

　　Continuous Time Finance

　　Scientific Computing

　　Computational Methods for Finance

　　Risk and Portfolio Management with Econometrics

　　Computing in Finance

　　(Students whose background makes one of these classes redundant can request to replace the redundant class with an extra elective).

　　二、The remaining lecture courses must be chosen from the following menu:

　　Credit Markets and Models

　　Interest Rate and FX Models

　　Advanced Risk Management

　　PDE for Finance

　　Financial Engineering Models for Corporate Finance

　　Time Series Analysis and Statistical Arbitrage

　　Case Studies in Financial Modeling

　　Algorithmic Trading and Quantitative Strategies

　　Mortgage-Backed Securities and Energy Derivatives

　　Active Portfolio Management

　　For the last few years, the track record of graduates of the full-time program has been excellent with our graduates obtaining good quantitative jobs with top firms primarily in theNew York financial industry. Over 85% of our January graduates accepted full time positions within three months of graduation。过去的几年内，毕业生都基本在纽约的金融行业就业，85%的学生在3个月内找到工作

　　三、专业背景要求：

　　We seek highly qualified students with strong backgrounds in mathematics and computing and an interest in working within the financial community. We do not look for specific majors and do not have a single ideal candidate; rather we look for well rounded students with a dinite plan to work in the financial community after graduation. Accepted students in past years have had majors as diverse as Mathematics, Economics, Finance, Computer Science, Physics and Engineering。他们比较看重本科数学背景。录取的学生基本都是数学，经济学，金融，计算机，物理和工科专业的学生。

　　To gain admission, whether full-time, part-time, or non-degree, an applicant must demonstrate a high aptitude for quantitative reasoning. He or she must have a firm grasp of mathematics at a high undergraduate level, which includes at least the following Mathematics courses:

　　1. Multivariate calculus (through partial derivatives, multiple integrals, and Taylorseries)

　　2. Linear algebra (systems of equations, determinants, factorization, range and null space, and eigenvalues of symmetric matrices)

　　3.Calculus-based course in probability (independence, conditional probabilities, Gaussian distribution, law of large numbers, central limit theorem).

　　Work experience is not necessary to gain acceptance into the full-time program, though it can be helpful for finding a job after the program.

　　Our students typically have an undergraduate major in mathematics or a closely related discipline such as physics, statistics, or engineering. They come from all over the US, Europe, Asia, Latin America, and Africa. The majority of our full-time students are in their 20s, have no previous work experience in finance, and do not already have a graduate degree.

　　纽约大学金融数学专业录取的学生大多数都是本科数学或者物理，统计或工科背景的，来自不同国家，没有之前从事金融行业的经验。

　　以上是美国纽约大学金融数学专业申请指南，希望能对赴美国就读研究生的学子有更多的帮助。