卡內(nèi)基梅隆大學(xué)金融工程

Introduced in 1994, Carnegie Mellon's pioneering Master of Science in Computational Finance (MSCF) is considered by many today to be the top quantitative financial engineering program in the country. Now in our 20th year, the MSCF degree is well respected in the world's financial capitals, and the recruiting demand for our students is strong. The products of financial engineering have been at the forefront of some of the decade's most profound developments in finance, and the MSCF program prepares students in the high-level mathematical and statistical concepts underlying these complicated financial structures.

1、FINANCIAL COMPUTING I

2、 FINANCIAL COMPUTING II

3、FINANCIAL COMPUTING III

4、FINANCIAL COMPUTING IV

5、ADVANCED DERIVATIVE MODELING

6、MSCF PROBABILITY

7、STATISTICAL INFERENCE

8、FINANCIAL TIME SERIES

9、SIMULATION METHODS OPTION PRICING

10、 STATISTICAL ARBITRAGE

11、 MULTI-PERIOD ASSET PRICING

12、 STOCHASTIC CALCULUS I

13、STOCHASTIC CALCULUS II

14、NUMERICAL METHODS

1、財(cái)務(wù)計(jì)算1

2、財(cái)務(wù)計(jì)算2

3、財(cái)務(wù)計(jì)算3

4、財(cái)務(wù)計(jì)算4

5、高級微分建模

6、MSCF概率

7、統(tǒng)計(jì)推理

8、金融時(shí)間序列

9、模擬方法期權(quán)定價(jià)

10、統(tǒng)計(jì)套利

11、多期資產(chǎn)定價(jià)

12、隨機(jī)演算1

13、隨機(jī)演算3

14、數(shù)值方法