美國紐約大學(xué)金融數(shù)學(xué)專業(yè)的詳解

 　　美國留學(xué)金融數(shù)學(xué)專業(yè)又稱金融工程,計算金融,是隱藏在金融專業(yè)的光環(huán)下的又一高回報專業(yè)。紐約大學(xué)金融數(shù)學(xué)專業(yè)在美國當(dāng)?shù)鼐蜆I(yè)非常好,下面是解析美國紐約大學(xué)金融數(shù)學(xué)專業(yè)申請。

　　new york university

　　financial mathematics

　　位于紐約市,金融產(chǎn)業(yè)的核心地帶,三個學(xué)期畢業(yè)。2012年9月入學(xué),2013年12月畢業(yè)。

　　一、the following courses are required:

　　derivative securities

　　stochastic calculus

　　continuous time finance

　　scientific computing

　　computational methods for finance

　　risk and portfolio management with econometrics

　　computing in finance

　　(students whose background makes one of these classes redundant can request to replace the redundant class with an extra elective).

　　二、the remaining lecture courses must be chosen from the following menu:

　　credit markets and models

　　interest rate and fx models

　　advanced risk management

　　pde for finance

　　financial engineering models for corporate finance

　　time series analysis and statistical arbitrage

　　case studies in financial modeling

　　algorithmic trading and quantitative strategies

　　mortgage-backed securities and energy derivatives

　　active portfolio management

　　for the last few years, the track record of graduates of the full-time program has been excellent with our graduates obtaining good quantitative jobs with top firms primarily in thenew york financial industry. over 85% of our january graduates accepted full time positions within three months of graduation。過去的幾年內(nèi),畢業(yè)生都基本在紐約的金融行業(yè)就業(yè),85%的學(xué)生在3個月內(nèi)找到工作

　　三、專業(yè)背景要求：

　　we seek highly qualified students with strong backgrounds in mathematics and computing and an interest in working within the financial community. we do not look for specific majors and do not have a single ideal candidate; rather we look for well rounded students with a definite plan to work in the financial community after graduation. accepted students in past years have had majors as diverse as mathematics, economics, finance, computer science, physics and engineering。他們比較看重本科數(shù)學(xué)背景。錄取的學(xué)生基本都是數(shù)學(xué),經(jīng)濟學(xué),金融,計算機,物理和工科專業(yè)的學(xué)生。

　　to gain admission, whether full-time, part-time, or non-degree, an applicant must demonstrate a high aptitude for quantitative reasoning. he or she must have a firm grasp of mathematics at a high undergraduate level, which includes at least the following mathematics courses:

　　1. multivariate calculus (through partial derivatives, multiple integrals, and taylorseries)

　　2. linear algebra (systems of equations, determinants, factorization, range and null space, and eigenvalues of symmetric matrices)

　　3.calculus-based course in probability (independence, conditional probabilities, gaussian distribution, law of large numbers, central limit theorem).

　　work experience is not necessary to gain acceptance into the full-time program, though it can be helpful for finding a job after the program.

　　our students typically have an undergraduate major in mathematics or a closely related discipline such as physics, statistics, or engineering. they come from all over the us, europe, asia, latin america, and africa. the majority of our full-time students are in their 20s, have no previous work experience in finance, and do not already have a graduate degree.

　　紐約大學(xué)金融數(shù)學(xué)專業(yè)錄取的學(xué)生大多數(shù)都是本科數(shù)學(xué)或者物理,統(tǒng)計或工科背景的,來自不同國家,沒有之前從事金融行業(yè)的經(jīng)驗。

　　以上是美國紐約大學(xué)金融數(shù)學(xué)專業(yè)申請指南,希望能對赴美國就讀研究生的學(xué)子有更多的幫助。