爱丁堡大学计算数学金融学专业项目网站

Computational Mathematical Finance

英国公立商科

项目背景

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更新时间:2024-07-08

专业排名N/A

大学爱丁堡大学

开学时间9月

课程学制1年

学费38100.00/GBP

专业介绍

The MSc in Computational Mathematical Finance (CMF) is a dynamic new programme with the aim to deliver high quality training in the theory of Mathematical Finance with strong emphasis on computational methods. Currently graduates in this field are expected to have a working knowledge of advanced computational finance (including construction of algorithms and programming skills) as well as a sound knowledge of the theory of Probability and Stochastic Analysis. These are the core theories needed in the modern valuation of complex financial instruments. This MSc programme delivers: a flexible programme of study relevant to the needs of employers such as: top investment banks, hedge funds and asset management firms a solid knowledge in financial derivative pricing, risk management and portfolio management the transferable computational skills required by the modern quantitative finance world

推荐顾问

语言要求

类型
雅思
托福
PTE
Listen
6
20
59
Speak
6
20
59
Read
6
20
59
Write
6
20
59
总分
6.5
92
62

学术要求

专业领域:数学或相关专业(如统计学,物理,工程)。

先修科目:含一学期的编程语言科目(如C, C++, Java, Python)

课程设置

Compulsory couses 必修课 Discrete-Time Finance:离散时间金融 Stochastic Analysis in Finance:金融中的随机分析 Numerical Probability and Monte Carlo:数值概率与蒙特卡罗 Risk-Neutral Asset Pricing:风险中性资产定价 Stochastic Control and Dynamic Asset Allocation:随机控制与动态资产配置 Dissertation (CMF):论文 (CMF) Research Skills for Financial Mathematics:金融数学的研究技能 Python Programming:Python编程 Optional courses 选修课 Computational Stream:计算流 Financial Stream:金融流 Machine Learning Stream :机器学习流