Columbia的全稱是Columbia University的Financial Engineering,即哥倫比亞大學(xué)金融工程,下面將詳細(xì)介紹Columbia的的項(xiàng)目特點(diǎn)/院系介紹、Columbia的的研究領(lǐng)域、Columbia的的研究生申請(qǐng)要求。
哥倫比亞大學(xué)
The first half of our program is devoted to the tools of the trade and their use in modeling financial markets and instruments. The FE curriculum includes courses in stochastic processes, optimization, numerical techniques, Monte Carlo simulation, and data analysis. They also study portfolio theory, derivatives valuation, and financial risk analysis, making use of the methods they have learned.
The second half of the program gives students the opportunity to take more advanced courses or study specialized topics. We offer a selection of more detailed courses on current subjects of interest, ranging from models of the term structure of interest rates to a study of the implied volatility smile, as well as a course on applications programming for financial engineering. Students can also choose from a variety of courses on particular markets and their models, for example mortgage-backed securities or credit-risk modeling.
1、Finance & Economics
2、Derivatives
3、Asset Management
4、 Computation and Programming
5、Computational Finance/Trading Systems
1、金融與經(jīng)濟(jì)
2、金融衍生品
3、資產(chǎn)管理
4、計(jì)算與編程
5、計(jì)算金融/交易系統(tǒng)