发布时间:2022-06-06 文章来源: 至领留学 点击:1130次
New York University(New York, NY)
Mathematics in Finance
Mathematics in Finance项目开设在Courant Institute of Mathematical Sciences下,NYU的数学非常强,应用数学在全美数一数二的位置,纯数学也一直位列美国Top5。因为课程多涉及理论数学推导,所以对于申请者的数学水平要求比较高。
项目的课程设置包括11门课程和一个project,核心课程如Derivative Securities、Computing in Finance,
Data Science and Data-Driven Modeling, Financial Securities and Markets, Risk
and Portfolio Management, Stochastic Calculus等,选修课如Time Series Analysis &
Statistical Arbitrage 、Advanced Econometric Modeling and Big Data、Nonlinear
Problems in Finance: Models and Computational Methods、Data Science in
Quantitative Finance 等。
优越的地理位置加上多样的就业资源,如Career Workshops来帮助提升学生的networking skills和 behavioral/technical interview skills,如与International Association of Quantitative Finance (IAQF)一起举办的National Financial Mathematics Career Fair为学生提供更多与顶尖金融企业建立连接的机会。同时,学校的教授资源也是其他项目很难匹及的。
项目对于先修课有一定的要求,要求申请者学过以下几门数学课程:Multivariate calculus (including partial derivatives, multiple integrals, and Taylor series)、Linear algebra (including linear systems of equations, determinants, matrix factorization, range and null space, and eigenvalues of symmetric matrices)、Calculus-based course in probability (independence, conditional probabilities, Gaussian distribution, law of large numbers, central limit theorem),对于全日制申请者无硬性的工作经验要求,但是有相关经验的申请者会有更大优势。
项目每年招收50人左右,其中中国学生占到3/4,录取者多为Mathematics背景。需要提供GRE成绩,不接受GMAT,TOEFL和IELTS都接受。
编辑:翁晓兰