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纽约大学金融工程硕士课程设置
上传时间: 2023-08-08 16:48:14           浏览量: 1199

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;

纽约大学金融工程硕士课程设置

  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!

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