近年来，随着数据爆发、金融行业的快速发展、以及计算机技术的迭代，金融、分析和计算机技术的结合越来越受到金融机构的重视。金融工程这个专业就是结合了这诸多方面的综合性的学科，在金融风险的管控，金融产品的开发等领域扮演着重要的角色。
1. What is Financial Engineering?
Investopedia上面给出的定义还是相当清晰和到位的。
Financial engineering is the use of mathematical techniques to solve financial problems. Financial engineering uses tools and knowledge from the fields of computer science, statistics, economics, and applied mathematics to address current financial issues as well as to devise new and innovative financial products.
Financial engineering is sometimes referred to as quantitative analysis and is used by regular commercial banks, investment banks, insurance agencies, and hedge funds.
2. 哪些学校开设金融工程专业？
Baruch College M.S. in Financial Engineering
Columbia University M.S. in Financial Engineering
Cornell University M.S. in Financial Engineering
University of California--Los Angeles M.S. in Financial Engineering
University of California—Berkeley Master of Financial Engineering
University of Southern California M.S. in Financial Engineering
New York University Financial Engineering MS
除此之外，有一些其他专业，比如哥大的金数，MIT的金融，普林斯顿的金融，芝加哥的金数，Duke的量化分析，WUSTL的量化金融，以及南加的金数，NYU的金数，CMU的计算机金融等也都是常申请的专业。
3．一般要求哪些先修课程要求,可以结合MIT和UCB的相关要求
MIT总的来说包含两个部分：Mathematical Background and Programing Skills
Linear algebra:
Calculus:
Probability:
Stochastic processes:
Statistics/econometrics:
Computer literacy: R or Python.
UCB Prerequisites include: Computer Programming Experience, Quantitative Background, Training in Finance, Language Skills.
Computer Programming Experience: Basic C++ Programming, Advanced Python, Advanced R, Advanced Machine Learning with Python
Quantitative Background: A strong quantitative background including multivariate calculus, linear algebra, partial differential equations, numerical analysis, and advanced statistics and probability.
Training in Finance: Sufficient training to undertake graduate study in the chosen field.
Language Skills: Excellent writing, speaking, and presentation skills (in English).
从以上两个学校的先修课程要求大家可以比较清晰的看到相关的偏重。
所以想要申请金工的同学们，除了高的GPA, GT成绩之外，一定要从课程背景上，实习上和科研上面朝相关方向靠拢，才能最优化咱们申请结果。
