加州大学伯克利分校-金融工程硕士培养方案.docxVIP

University of California at Berkeley -? MSc Financial EngineeringBerkeley, CA, United StatesProgram Contacts:? lindak@haas.berkeley.edu?(Dr. Linda Kreitzman) Updated Oct 2009 The Summary: On April 14, 1998, the finance faculty at UC Berkeley’s Haas School of Business, under the guidance of Professor Emeritus David Pyle, presented the school with a proposal for the Masters in Financial Engineering Program, the first ever program of its kind offered at a business school. Dr. Pyle and the Finance group wanted to offer a program in financial economics that would: 1. offer pragmatic and timely engineering solutions tosophisticated issues in financial markets and management. 2. meet the practitioner needs for career-long learning and strengthen the practice of risk management and quantitative finance. 3. provide education in a field in which they collectively hold a leadership position. Students in the MFE program learn to employ theoretical finance and computer modeling skills to make pricing, hedging, trading and portfolio management decisions. Courses and projects emphasize the practical applications of these skills. ? Course Structure/Topics: March 23, 2009 - March 12, 2010 The full program consists of 28 required units including an Applied Finance Project (1 unit = 15 class hours). Please note that not all electives will be offered every year. This schedule is tentative and will be updated every term. Spring 2009: March 23 - May 25, 2009 (8 weeks) Fundamentals of Financial Economics?(2 units) - John Martinez Empirical Methods in Finance?(3 units) - TBA Introduction to Stochastic Calculus?(2 units) - Alexei Tchstyi Financial Institutions Seminar I Summer 2009: June 1 - July 30, 2009 (8 weeks) Derivatives: Economic Concepts?(2 units) - Mark Rubinstein Derivatives: Quantitative Methods?(2 units) - Domingo Tavella Fixed Income Markets?(2 units) - Richard Stanton Accounting and Taxation of Derivatives?(1 unit) - Suneel Udpa? Financial Institutions