金融学Finance

 

课程参考：Business Foundations (16 credits / 2 credits each)

 

商业基础课程（共16个学分/每门2个学分）

 

BU.210.620         Accounting and Financial Reporting       会计和财务报告

 

BU.120.601         Business Communication                商务沟通

 

BU.131.601         Business Leadership and Human Values      商业领导力及人力价值

 

BU.231.620         Corporate Finance                    公司金融

  

BU.220.620         Economics for Decision Making          经济决策

 

BU.220.610           The Firm and the Macroeconomy            公司与宏观经济

 

BU.232.701         Investments                         投资

 

BU.510.601         Statistical Analysis                   统计分析

 

Functional Core (8 credits / 2 credits each)

 

核心课程（共8个学分/每门2个学分）

 

BU.232.710         Derivatives                       衍生金融投资工具

 

BU.231.710         Financial Institutions               金融机构

 

BU.230.620         Financial Modeling and Valuation        金融建模和评估

 

BU.232.720         Fixed Income                       固定收益

 

Finance Electives (12 credits)

 

金融选修课（共12学分）

 

BU.231.790         Advanced Corporate Finance                                                       高级企业财务论

 

BU.210.650         Advanced Financial Accounting           高级财务会计学

 

BU.232.790         Advanced Hedge Fund Strategies**        高级对冲基金策略

 

BU.232.750         Advanced Portfolio Management           高级投资组合管理

 

BU.520.710         Big Data Machine Learning**             巨量资料分析

 

BU.232.650         Continuous Time Finance**             连续时间金融

 

BU.231.720         Corporate Governance             公司管理

 

BU.510.650         Data Analytics                      数据分析

 

BU.233.730         Entrepreneurial Finance                创业金融

 

BU.230.750         Financial Crises and Contagion           金融危机及蔓延

 

BU.220.720         Financial Econometrics**               金融计量经济学

 

BU.230.730         Managing Financial Risk**               金融风险管理

 

BU.231.740           Mergers and Acquisitions               企业并购

BU.230.710         Quantitative Financial Analysis**         定量金融分析

 

BU.232.730         Wealth Management                   财富管理

 

就业方向：

Graduates of the MS in Finance Program have gone on to earn positions in finance and accounting, general management, operations, and logistics with the following employers:

 

Agilent Technologies, Bank of America/Merrill Lynch, Bank of China, Citibank, CITIC Securities, Deloitte, Development Bank of Singapore (DBS), Discover Financial Services, Home Depot, Honeywell, IBM, JP Morgan Chase, PNC Financial Services, Prudential, World Bank

 

金融硕士课程的毕业生目前在以下公司获得了财务会计，综合管理，运营以及物流方面的职位：安捷伦科技，美国银行/美林，中国银行，花旗银行，中信证券，德勤，新加坡开发银行，探索金融服务公司，家得宝，霍尼韦尔，IBM，摩根大通，PNC金融服务，保诚，世界银行等。

 

 

 

金融数学Financial Mathematics 

课程参考：Course Information

Autumn Quarter 1 / Winter Quarter / Spring Quarter/ Summer Quarter / Autumn Quarter 2 （课程分为秋季学期1、冬季学期、春季学期、夏季学期、秋季学期2）

 

1. Autumn Quarter 1 （秋季学期1）

 

FINM 36700   Portfolio Theory and Risk Management I     投资组合理论与风险管理1         

 

FINM 32500   Computing for Finance in Python            Python计算机金融          

 

FINM 33000   Mathematical Foundations of Option Pricing     期权定价的数学基础           

 

FINM 33410   Probability for Risk Management            风险管理概率论               

 

FINM 38500   Career Seminar                       职业研讨会                  

 

FINM 38000    Financial Mathematics Practicum           金融数学实习

 

2. Winter Quarter（冬季学期）

 

FINM 32600     Computing for Finance in C++           C++金融计算           

 

FINM 36702     Portfolio Theories and Risk Management II     投资组合理论与风险管理2     

 

FINM 37301     Foreign Exchange: Markets, Products, and Pricing   外汇：市场、产品和价格

 

FINM 32000     Numerical Methods               数值计算方法             

 

FINM 34500     Stochastic Calculus               随机分析  

 

FINM 36000     ProjectLab                        课程专题实习

 

FINM 38000     Financial Mathematics Practicum          金融数学实习             

 

3. Spring Quarter（春季学期）

 

FINM 33150    Regression Analysis and Quantitative Trading Strategies   回归分析和定量交易策略   

 

FINM 33601    Fixed Income Derivatives                       定收益衍生产品

 

FINM 32700    Advanced Computing for Finance                   高级财务计算

 

FINM 33160    Machine Learning in Finance                    金融学机器学习

 

FINM 33170    Financial Statistics: Time Series, Forecasting, Mean Reversion and High Frequency Data

 

财务统计：时间序列、预测、平均回归与高频数据  

 

FINM 35500    Corporate and Credit Securities          企业和信贷证券

 

FINM 36000    Project Lab                    程专题实习    

 

FINM 36001    Project Lab 2                   课程专题实习2

 

FINM 38000    Financial Mathematics Practicum          金融数学实习

 

4. Summer Quarter（夏季学期）

 

FINM 32950    Introduction to HPC in Finance          金融领域的人力资源管理概论

 

FINM 36000    Project Lab                       课程专题实习

 

FINM 38000    Financial Mathematics Practicum          金融数学实习

 

5. Autumn Quarter 2（秋季学期2）

 

FINM 33180    Multivariate Data Analysis via Matrix Decompositions   通过矩阵分解进行多元数据分析

 

FINM 32850    Case Studies in Computing for Finance                                      金融计算的案例研究

 

FINM 39000    Regulatory and Compliance Requirements for Financial Institution 金融机构的监管与合规要求

 

FINM 35910    Applied Algorithmic Trading              用算法交易

 

FINM 35000    Topics in Economics                  济学课题

 

FINM 33420    Statistical Inference for Risk Management     风险管理的统计学推断

 

FINM 37601    Mathematical Market Microstructure: An Optimization Approach

 

数学市场微观结构：一种优化方案            

 

FINM 37602    Mathematical Market Microstructure without Rationality Assumptions

 

理性假设之外的数学市场微观结构                  

 

FINM 33165    Probabilistic Programming and Deep Learning      概率编程与深度学习

 

FINM 38000    Financial Mathematics Practicum              金融数学实习  

 

就业方向：

98% of recent graduates were employed or pursuing additional graduate studies within six months of graduation.    In 2017-18, FinMath students have accepted full-time and internship positions at Goldman Sachs, Barclays, JP Morgan, Morgan Stanley, Citi, Bank of America Merrill Lynch, BlackRock, CME Group, Dimensional Fund Advisors, HSBC, Bloomberg, and PIMCO to name a few.

98%的金融数学硕士课程的应届毕业生在毕业后6个月内找到了工作或成功进行继续深造。截止2017-2018年，金融数学硕士课程的毕业生已经获得了来自高盛、巴克莱资本、摩根大通、摩根士丹利、花旗银行、美银美林、贝莱德、CME集团、汇丰银行、彭博社和太平洋投资管理等公司的全职工作。