纽约大学金融工程硕士专业(Masters in Finance & Risk Engineering, FRE)是获得国际量化金融协会(IAQF) 最早认证的金融工程专业, 隶属于纽大工程学院(New York University Tandon School of Engineering),是一个融合了统计、计算机科学、数学与金融多个学科的专业。下面是托普仕留学老师整理的纽约大学金融工程硕士课程设置,一起来看看吧!
一、核心课程:5门
Introduction to Derivative Securities;
Quantitative Methods in Finance;
Valuation for Financial Engineering;
从以下课程中选择2门:
Financial Economics;
Financial Risk Management;
Machine Learning in Financial Engineering;
二、专业分支课程:4个专业分支,每个专业分支9门课(13.5学分)
(一)Corporate Finance and Financial Markets
1.从以下课程中选择9门课程
Money, Banking and Financial Markets;
Extreme Risk Analytics;
Financial Econometrics;
Investment Banking and Brokerage;
Financial Market Regulation;
Applied Derivative Contracts;
Econometrics and Time Series Analysis;
Corporate and Financial Strategy;
Contract Economics;
Mergers & Acquisitions;
Fixed Income Securities and Interest Rate Derivatives ;
Behavioral Finance;
Credit Risk & Financial Risk Management;
Asset-backed Securities and Securitization;
Global Finance;
Quantitative Portfolio Management;
Selected Topics in Financial Engineering ;
Algorithmic Portfolio Management;
Topics in Finance and Financial Markets I ;
Topics in Risk Finance I;
Topics in Financial and Risk Engineering I ;
Topics in Financial and Risk Engineering 2;
2.推荐实验室课程:Financial Econometric Laboratory;
(二)Computational Finance
1.从以下课程中选择9门
Extreme Risk Analytics ;
Numerical & Simulation Techniques in Finance;
Dynamic Assets and Options Pricing;
Financial Risk Management and Optimization;
Econometrics and Time Series Analysis;
Credit Risk & Financial Risk Management;
Quantitative Portfolio Management;
Selected Topics in Financial Engineering ;
Special Topics in Financial Engineering;
Statistical Arbitrage;
Topics in Risk Finance I;
Topics in Financial and Risk Engineering I;
Topics in Financial and Risk Engineering 2;
2.推荐实验室课程:从以下课程中选择1门
Computational Finance Laboratory;
Financial Computing;
(三)Technology and Algorithmic Finance
1.从以下课程中选择9门课程
Extreme Risk Analytics;
Clearing and Settlement and Operational Risk;
Numerical & Simulation Techniques in Finance ;
Behavioral Finance ;
Derivatives Algorithms ;
Financial Computing;
Statistical Arbitrage;
Forensic Financial Technology and Regulatory Systems;
Big Data in Finance ;
Algorithmic Portfolio Management ;
Algorithmic Trading & High-frequency Finance ;
News Analytics & Strategies ;
Topics in Finance and Financial Markets I;
Topics in Risk Finance I ;
Topics in Financial and Risk Engineering I;
Topics in Financial and Risk Engineering 2;
2.推荐实验室课程:从以下课程中选择1门
R in Finance;
Financial ComputingFRE-GY6883, 3 Credits
(四)Risk Finance:从以下课程中选择9门课程
1.专业分支课程
Extreme Risk Analytics ;
Insurance Finance and Actuarial Science;
Financial Econometrics ;
Clearing and Settlement and Operational Risk ;
Static and Dynamic Hedging ;
Financial Market Regulation;
Actuarial Models ;
Applied Derivative Contracts ;
Financial Risk Management and Optimization ;
Econometrics and Time Series Analysis ;
Fixed Income Securities and Interest Rate Derivatives;
Credit Risk & Financial Risk Management ;
Market Risk Management and Regulation;
Sp Tpc in Applied Credit Derivatives & Securitization;
Special Topics in Financial Engineering;
Topics in Risk Finance I;
2.多样的特殊主题课程:
Extreme Risk & Fractional Finance;
Financial Cyber Risks Management;
Topics in Real Time Trading & Risk Management;
Topics in Financial Risk Management;
Topics in Advanced Credit Risk and Derivatives;
Topics in Actuarial and Insurance Finance;
Topics in Financial Analytics and Big Data;
Topics in Financial Regulation and Compliance;
Financial Risk Management and Incomplete Markets;
Financial Risk Measurement;
3.推荐实验室课程:从以下课程中选择1门
Financial Software Laboratory;
Financial Econometric Laboratory;
Computational Finance Laboratory;
Financial Software Engineering Laboratory;
R in Finance;
Financial Computing;
4.1门终极课程capstone experience
5.终极课程评估Capstone assessment
6.布隆伯格证书Bloomberg Certification
以上是纽约大学金融工程硕士课程设置的相关知识,如果您对美国留学感兴趣,欢迎您在线咨询托普仕留学老师,托普仕留学专注美国前30高校申请,助力国内学子顺利获得美国藤校入读资格。尽早规划和递交申请,对您未来留学会更有帮助!