随着留学热潮的不断推进。越来越多留学生选择去美国留学。哥伦比亚大学众多,那么金融工程专业怎么样呢?出国留学网的小编在这里为大家整理了美国哥伦比亚大学金融工程专业详细介绍,希望对大家有所帮助。
一、专业排名
金融工程专业排名:2
二、专业介绍
哥伦比亚大学金融工程硕士(MS in Financial Engineering,缩写MSFE)项目设于工业工程与运筹系(Department of Industrial Engineering and Operations Research)之下,研究生只招收MS学生,要求申请者递交GRE成绩,但并无最低GRE、GPA等分数要求。该专业属于MS项目,而哥伦比亚大学工业工程与运筹系是不向MS学生提供奖学金,故该专业无奖学金。
三、专业学费
哥伦比亚大学工程学院的学费标准为$1,710/学分
12+学分:项目费$1,000,活动费$100
<12学分:项目费$500,活动费$50
四、课程设置
核心课程
IEORE4007 Optimization Models and Methods for Financial Engineering
IEORE4701 Stochastic Models for Financial Engineering
IEORE4706 Foundations of Financial Engineering
IEORE4720 Professional Development for MSFE
IEORE4703 Monte Carlo Simulation
IEORE4707 Financial Engineering: Continuous Time Models
IEORE4709 Data Analysis for Financial Engineering
选修课程
IEORE4403 Advanced Engineering and Corporate Economics
IEORE4500 Applications Programming for Financial Engineering
IEORE4714 Risk Management, Financial System & Financial Crisis (1.5)
IEORE4715 Commodity Derivatives (1.5)
IEORE4728 Advanced Programming for Financial Engineering 1
DROMB8112 Quantitative Finance: Models and Computation
IEORE4525 Machine Learning for OR & FE
IEORE4602 Quantitative Risk Management
IEORE4630 Asset Allocation
IEORE4718 Introduction to the Implied Volatility Smile
IEORE4729 Advanced Programming for Financial Engineering 2
IEORE4733 Algorithmic Trading
IEORE4736 Experimental Finance
FINCB8307 Advanced Corporate Finance
IEORE4712 Behavior Finance (1.5)
IEORE4731 Credit Risk Modeling and Credit Derivatives
IEORE4734 Foreign Exchange & Related Derivatives (1.5)
IEORE4500 Applications Programming for Financial Engineering
IEORE4710 Term Structure Modeling
IEORE4712 Behavioral Finance
IEORE4714 Risk Management, Financial System & Financial Crisis (1.5)
IEORE4715 Commodity Derivatives (1.5)
IEORE4727 Programming in C++ for Financial Engineering
IEORE4732 Computational Methods in Derivatives Pricing
IEORE4735 Introduction to Structured & Hybrid Products
五、研究方向
Finance & Economics金融与经济
Derivatives衍生性金融商品
Asset Management资产管理
Computation and Programming计算与编程
Computational Finance/Trading Systems计算金融/交易系统
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