美国纽约大学金融数学专业课程设置与录取背景

金融工程专业留学|2014年10月31日 10:48
纽约大学金融数学专业只招30多个人,申请难度和普林斯盾不相上下。据说去年为了选拔出最优秀的申请者,筛到最后剩下的一批人基本都是GPA>3.7,GRE>1400,然后再根据个人陈述定胜负。

  美国纽约大学的金融数学专业设在Courant数学科学研究所下,1.5年的项目,数学味很浓厚,课程基本是固定的没选择性,没有奖学金。
  纽约大学金融数学专业只招30多个人,申请难度和普林斯盾不相上下。据说去年为了选拔出最优秀的申请者,筛到最后剩下的一批人基本都是GPA>3.7,GRE>1400,然后再根据个人陈述定胜负。

  纽约大学金融数学专业课程设置:
  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).

  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。过去的几年内,毕业生都基本在纽约的金融行业就业,85%的学生在3个月内找到工作

  纽约大学金融数学专业录取背景要求:
  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。他们比较看重本科数学背景。录取的学生基本都是数学,经济学,金融,计算机,物理和工科专业的学生。
  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.

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