前身金东方留学
20多年留学经验
发布时间：2021-10-11 文章来源: 至领留学 点击：1929次
香港科技大学 The Hong Kong University of Science and Technology
MSc in Financial Mathematics
金融数学是数学、统计学、金融理论和计算机科学的综合。由于该学科为金融市场、金融工具和投资过程带来了效率和严谨性，它在监管方面的关注变得越来越重要。
金融数学硕士是香港科技大学数学系开设的专业，旨在培养学生安全定价的定量原则、交易决策和风险管理等方面的能力。香港科技大学金融数学硕士课程非商院项目，主要是给本科为数学，物理，统计，工程或者也是金融工程专业的学生申请，对数学背景有较高要求。
项目时长1.5年，学生须修满36学分，包括课程表内至少27学分必修课，以及不超过9学分的选修科目。
必修课从以下课程选27学分
Stochastic Calculus
Advanced Probability and Statistics
Quantitative Modeling of Derivatives Securities
Quantitative Methods for Fixed-income Instruments
Advanced Data Analysis with Statistical Programming
Quantitative Analysis of Financial Time Series
Statistical Methods in Quantitative Finance
Mathematical Models of Investment
Quantitative and Statistical Risk Analysis
Advanced Credit Risk Models
Software Development with C++ for Quantitative Finance
Computational Methods for Pricing Structural Products
Building Financial Applications with Java and VBA
Mathematical Market Microstructure
Advanced Numerical Methods I
Interest Rate Models
Special Topics in Financial Mathematics (A Course Series)
China Financial Markets
Structured Products and Solutionss
Distributed Ledger Technology and Financial Applications
Capstone Project in Financial Mathematics
Capstone Project II in Financial Mathematics
Portfolio Optimization with R
Machine Learning and its Applications
·理工科背景
·语言：雅思6.0(各项不低于5.5)，托福80+
·GPA建议：211\985大学，GPA82分以上;非211\985大学，GPA85
注：对学生数学背景要求很高，建议本科至少学过8-10门以上数学相关课程;金融专业背景学生，较难申请成功。
编辑：翁晓兰
