BU的全稱是Boston University的Mathematical Finance,即波士頓大學(xué)數(shù)學(xué)金融,下面將詳細(xì)介紹BU的的項目特點/院系介紹、BU的的研究領(lǐng)域、BU的的研究生申請要求。
波士頓大學(xué)
A distinguishing characteristic of the MSMF is the careful integration of certain practical domains of mathematics with an in-depth study of the theory and practice of modern finance. Our view of the field of mathematical finance (MF) has always been that “mathematical” modifies “finance” and that understanding the nature of the Brownian motion, however instrumental, does not amount to an understanding of finance. Therefore, this program focuses on the unique field of mathematical finance rather than treating mathematics and finance as separate entities.The PhD in Mathematical Finance is for students seeking careers in research and academia. Doctoral candidates with a strong affinity toward quantitative reasoning and the ability to connect advanced mathematical theories with real-world phenomena make the best fit. Successful students are those with a deep interest in the creation of complex models and financial instruments as well as passion for in-depth analysis.
1、Derivative Securities
2、Consumption-Portfolio Choice
3、Asset Pricing and Market Frictions
4、Arbitrage and Completeness of Financial Markets
5、Population Finance
6、Life-cycle Finance
7、Corporate Finance
1、衍生證券
2、消費-投資組合選擇
3、資產(chǎn)定價與市場沖突
4、金融市場的套利與完整性
5、人口金融
6、生命周期理財
7、企業(yè)財務(wù)
8、管理合同
9、數(shù)值方法
托福總分不低于84分,閱讀、聽力、口語和寫作單項分別不低于21分、18分、23分和22分或雅思7分,GRE,學(xué)費$47,422/年,申請截止日期1月15日
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