【美国金融专业学校】卡耐基梅隆大学.docVIP

Carnegie Mellon University卡耐基梅隆大学 学校：综合排名23，Finance专业排名16. CMU 以其理科和优秀的戏剧和音乐专业而闻名，在1967 年由卡耐基理工学院和梅隆研究学院合并而成的，现在是一个占地144 英亩的非常吸引人的校园，坐落在宾州的匹兹堡的奥克兰地区。隔壁是城市最大的公园和它的主要博物馆Andrew Carnegie。 项目名称：Master of Science in Computational Finance (MSCF)金融工程项目 /master-in-computational-finance/the-mscf-program/index.aspx 这是一个联合项目，由四个学院提供课程授课，分别是the Tepper School of Business, the Mathematical Sciences Department, the Department of Statistics, and the Heinz College（负责information technology知识）。 项目时长为16个月，分为3个semesters。在Pittsburgh 和New York校区均有开设，前者有40个全日制学生，后者有35个全日制学生。 不同校区学费不一样，明细如下： FULL-TIME MSCF Pittsburgh Fall 2013 Spring 2014 Fall 2014 Tuition $25,700 $25,700 $25,700* Fees** $366 $366 $366* Room, Board, Misc. $7,306 $7,306 $7,306 Books/Supplies $618 $618 $618 Transportation $1,604 $1,604 $1,604 Health Insurance $1,100 ? $1,100 Estimated Loan Fees $580 $580 $580 Total Estimated Cost of Attendance*** $37,274 $36,174 $37,274 FULL-TIME MSCF New York Fall 2013 Spring 2014 Fall 2014 Tuition $25,700 $25,700 $25,700* Technology Fee $185 $185 $185* Room, Board, ?Miscellaneous $7,964 $7,964 $7,964 Books/Supplies $618 $618 $618 Transportation $1,748 $1,748 $1,748 Health Insurance* $1,100 ? $1,100 Estimated Loan Fees $580 $580 $580 Total Estimated Cost of Attendance** $37,895 $36,795 $37,895 Note: 每年的学费以3%-4%的幅度上涨。从数据不难看出ew York校区的花销比ittsburgh的稍高一些。 关于CURRICULUM：项目设在Tepper School of Business商学院下，课程内容涵盖以下方面：Probability, statistical analysis, numerical methods, computation and simulation methods, stochastic processes, economics, and their application in today’s quantitative financial markets共25门课 授课时间 授课内容 第一学年：包括2个semesters：fall and spring traditional finance theories of equity and bond portfolio management, the stochastic calculus models on which derivative trading is based, computational methods including Monte Carlo simulation and finite difference approximations of partial differential equations, and statistical methodologies including regression and time serie