哥倫比亞大學(xué)數(shù)學(xué)（金融數(shù)學(xué)）

The M.A. program in Mathematics of Finance is designed for students who want to work in areas of quantitative finance such as quantitative portfolio management, quantitative trading, risk management, derivatives modeling, structuring and trading, and other related quantitative fields.
In conjunction with the Department of Statistics, the Department of Mathematics offers an M.A. in Mathematics with a specialization in the Mathematics of Finance. The program concentrates on the advanced quantitative methods required for modern finance and draws on the diverse strengths of Columbia in stochastic processes, numerical methods and application to finance.

1、 Stochastic Processes

2、Introduction to the Mathematics of Finance

3、Statistical Inference / Time-Series Modeling

4、Stochastic Methods in Finance

5、Numerical Methods in Finance

6、Practitioners’ Seminar

7、Multi-Asset Portfolio Management

8、Math Methods – Financial Price Analysis

9、Debt Markets

10、Statistical Machine Learning

11、Equity Derivatives

12、Non-Linear Option Pricing

13、Linear Regression Models

14、Data Mining

1、隨機(jī)過程

2、財(cái)務(wù)數(shù)學(xué)簡介

3、統(tǒng)計(jì)推斷/時(shí)間序列模型

4、金融中的隨機(jī)方法

5、金融數(shù)值方法

6、從業(yè)人員研討會

7、多資產(chǎn)投資組合管理

8、數(shù)學(xué)方法 - 財(cái)務(wù)價(jià)格分析

9、債券市場

10、統(tǒng)計(jì)機(jī)器學(xué)習(xí)

11、股票衍生產(chǎn)品

12、非線性期權(quán)定價(jià)

13、線性回歸模型

14、數(shù)據(jù)挖掘