纽约城市大学布鲁克学院金融工程硕士课程设置

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纽约城市大学布鲁克学院金融工程硕士课程设置

  项目:金融工程硕士【MS in Financial Engineering(MFE)】

  项目介绍

  纽约城市大学布鲁克学院金融工程硕士专业开设在Weissman School学院之下,该项目历时3个学期,只在秋季学期招生,共36个学分。其录取采用滚动录取方式,建议同学尽早申请,录取时不需要托福成绩,但是在面试中会考核英语交流能力。

  课程设置(共36学分)

  必修课(15学分)

  MTH 9814 A Quantitative Introduction to Pricing Financial Instruments--3 credits

  MTH 9815 Object Oriented Programming for Financial Applications--3 credits

  MTH 9821 Numerical Methods for Finance I--3 credits

  MTH 9831 Probability and Stochastic Processes for Finance I--3 credits

  MTH 9903 Capstone Project and Presentation--3 credits

  选修课(21学分)

  MTH 9842 Linear and Quadratic Optimization Techniques 1.5

  MTH 9845 Market and Credit Risk Management 3

  MTH 9848 Elements of Structured Finance 3

  MTH 9863 Volatility Filtering and Estimation 1.5

  MTH 9865 Commodities and Futures Trading 1.5

  MTH 9868 Advanced Risk and Portfolio Management 3

  MTH 9873 Interest Rate Models and Interest Rate Derivatives 3

  MTH 9875 The Volatility Surface 3

  MTH 9879 Market Microstructure Models 3

  MTH 9882 Fixed Income Risk Management 1.5

  MTH 9883 Structured Security Valuation in the Primary Market 1.5

  MTH 9891 Introduction to Applied Financial Econometrics 1.5

  MTH 9893 Time Series Analysis 1.5

  MTH 9894 Algorithmic Trading 1.5

  MTH 9896 Behavioral Finance 1.5

  FIN 9782 Futures and Forwards Markets 3

  FIN 9783 Investment Analysis 3

  FIN 9786 International Financial Markets 3

  FIN 9790 Seminar in Finance 3

  FIN 9793 Advanced Investment Analysis 3

  FIN 9797 Options Markets 3

  STA 9700 Modern Regression Analysis 3

  STA 9701 Time Series: Forecasting and Statistical Modeling 3