康奈尔大学金融工程硕士课程设置

优化建模课程(Optimization Modeling Courses):

Revenue Optimization and Marketplace Design

Nonlinear Optimization

Discrete Models

Intro to Game Theory

Spreadsheet-Based Modeling and Data Analysis

Inventory Management

Optimization I

Optimization II

Topics in Linear Optimization

Optimization Modeling in Finance

随机建模课程(Stochastic Modeling Courses):

Revenue Optimization and Marketplace Design

ntro to Financial Engineering

OR Tools for Financial Engineering

Inventory Management

Service System Modeling and Design

Prob and Stat II

Simulation Modeling and Analysis

Monte Carlo Simulation

Monte Carlo Methods in FE

Stochastic Processes

Intro to Engineering Stochastic Processes II

Financial Engineering with Stochastic Calculus I

Financial Engineering with Stochastic Calculus II

Credit Risk: Modeling, Valuation, and Mgmt

Quantitative Methods of Financial Risk Mgmt

数据科学与统计建模课程(Data Science and Statistical Modeling Courses):

OR Tools for Financial Engineering

Statistical Data Mining I

Learning with Big Messy Data

Information Theory, Probabilistic Modeling, & Deep Learning with Scientific & Financial Applications

Applied Time Series Analysis

Statistics for Financial Engineering

Machine Learning for Intelligent Systems

Machine Learning for Data Science

Linear Models with Matrices

Theory of Statistics

Data Mining and Machine Learning

Bayesian Data Analysis: Principles and Practice

金融选修课：

Comprehensive Financial Statement Analysis

Investments and Portfolio Analysis

Emerging Markets Finance

International Finance

Fixed-Income Securities and Interest-Rate Options

Behavioral Finance

Evaluating Capital Investment Projects

Valuation Principles

Derivatives Securities

Quantitative Trading Strategies

Bond Math and Mortgage-Backed Securities

Special Topics in FE