英国硕士金融数学专业(5)
专业名称:金融建模与优化
院系:数学
学制:1年(全日制)
开课日期:9月
学术要求:数学或统计学、物理或工程等数学学科的英国 2:1 学位或国际同等学历。
语言要求:雅思学术:总分6.5,单项不低于6.0。
学费:33,500英镑
课程设置:
必修课
l Discrete-Time Finance
l Stochastic Analysis in Finance
l Fundamentals of Optimization
l Research Skills for Financial Mathematics
l Risk-Neutral Asset Pricing
l Numerical Probability and Monte Carlo
l Optimization Methods in Finance
选修课
l Fundamentals of Operational Research
l Stochastic Modelling
l Finance, Risk and Uncertainty
l Python Programming
l Algorithmic Game Theory and its Applications*
l Time Series
l Financial Risk Theory
l Large Scale Optimization for Data Science
l Credit Scoring
l Stochastic Control and Dynamic Asset Allocation
l Machine Learning in Python
l Numerical Partial Differential Equations
就业前景:
毕业生继续在主要金融机构工作或通过加入博士课程继续深造。