纽约大学金融工程硕士课程设置

留学中介2024-10-06 16:20:10留学之路

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;

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

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