美国哥伦比亚大学金融工程专业详细介绍.docVIP

——Keep pushing—— ——Keep pushing—— PAGE / NUMPAGES ——Keep pushing—— 美国哥伦比亚大学金融工程专业详细介绍 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 Computat