发布时间:2018-01-15 文章来源: 金东方留学 点击:3438次
项目:计算金融与风险管理硕士专业【The Master of Science in Computational Finance and Risk Management (MS-CFRM)】
华盛顿大学计算金融和风险管理专业要求申请者具有超强的数学和定量技能。偏微分、矩阵代数、一维优化,熟悉Java 或 C++计算机语言,或者Matlab, R/S-PLUS 等数学统计语言。该项目要求最少修满42个学分方能毕业,其中26学分必修课和16学分选修课。这个项目提供实习,感觉中国学生有点多,近几年毕业后三个月内就业率都在90%左右。
Tuition
For the 2015-2016 academic year, the fee rate is $900 per credit.The complete 42-credit MS costs $37,800 in course fees.每个学分900美元,该项目最少要修42个学分,所以费用最少为37,800美元。
必修课(26学分)
CFRM 463 (1 NC)R Programming for Quantitative Finance
CFRM 543 (4)Portfolio Optimization and Asset Management
CFRM 540 (2)Investment Science I
CFRM 544 (4)Options and Derivatives
CFRM 541 (4)Investment Science II
CFRM 546 (4)Risk Management II
CFRM 542 (4)Financial Data Modeling and Analysis in R
CFRM 558 (4)Fixed Income Analytics and Portfolio Management
选修课(16学分)
CFRM 510 (4)Financial Data Access with SQL, Excel, and VBA
CFRM 555 (4)Optimization Methods in Finance
CFRM 520 (2)Energy Markets Analytics and Derivatives
CFRM 557 (4)Financial Software Development and Integration with C++
CFRM 545 (4)Risk Management I
CFRM 559 (4)Stochastic Calculus for Derivatives
CFRM 547 (4)Credit Risk Management
CFRM 560 (4)Actuarial Models and Estimation
CFRM 548 (4)Monte Carlo Simulation Methods in Finance
CFRM 561 (4)Advanced Trading Systems
CFRM 551 (4)Introduction to Trading Systems
CFRM 500 (4)Special Topics in Computational Finance (Subject varies)
CFRM 552 (4)Portfolio Performance Analysis & Benchmarking
AMATH 582 (5)Computational Methods for Data Analysis
CFRM 553 (4)Financial Time Series Forecasting Methods
AMATH 583 (5)High Performance Scientific Computing
CFRM 554 (4)Endowment and Institutional Investment Management
CFRM 600 Independent Research or Study
CFRM 601 Internship
CFRM 700 (variable credits, minimum of 9 credits required) Master’s Thesis
项目申请分为两轮,申请的截止日期分别是1月15日和3月15日。
★成绩单Academic transcripts
★目的陈述Statement of purpose(陈述文书题目)
★GRE is preferred
★语言成绩:托福或雅思
TOEFL总分不低于92分,IELTS总分不低于7分,两者均无单项分数要求
★ 推荐信Letters of Recommendation
★ 简历Resume or Vitae
编辑:翁晓兰