申请金工你需要哪些先修课
Pre-requisites of MS in Financial Engineering
申请TOP30 FE programs 你需要哪些先修课？
1 Carnegie Mellon University
统计，概率，微积分，C++，quantitative finance
2 Baruch College, City University of New York
1) Calculus (two semesters)
2) Probability (one semester)
3) Linear Algebra (one semester)
4) C++ (one semester or certificate)
5) Finance (one semester, or relevant work experience)
2 "Columbia University
1) Probability
2) Calculus
3) Linear Algebra
3 University of California, Berkeley
1) Computer programming
2) High-level math and statistics
3) Finance studies
4) Language skills
5) Statistical and econometric applications (Sas, Gauss, RATS, S-Plus, or Garch)
6) Mathematical tools (MatLab, Mathematica, or MathCad)
5 "New York University
1) Multivariate calculus (through partial derivatives, multiple integrals, and Taylor series)
2) Linear algebra (systems of equations, determinants, factorization, range and null space, and eigenvalues of symmetric matrices)
3) Calculus-based course in probability (independence, conditional probabilities, Gaussian distribution, law of large numbers, central limit theorem).
4 Princeton University
At a minimum, we expect applicants to be familiar in mathematics with linear algebra, multivariable calculus, differential equations and with probability and statistics at the level of an intermediate undergraduate course. In addition, we offer incoming MFin students a two-week refresher course in mathematics and probability prior to the beginning of classes in the Fall semester. This course is required
7 Columbia University
Applicants should have a very good working knowledge of calculus, linear algebra, elementary differential equations, probability, and statistics, and a programming language.
Exposure to advanced calculus and mathematical analysis, including measure theory, is desirable but not required.
8 "Cornell University
Basic Engineering Probability and Statistics. At Cornell, the appropriate course is (ENGRD 2700). ENGRD 2700 requires a first year calculus course as a prerequisite. This course should give students a working knowledge of basic probability and statistics as they apply to engineering work. Computer analysis, data and simulation are emphasized. Topics include random variables, probability distributions, expectation, testing, experimental design, quality control and regression.
Intermediate-level computer programming course in a language such as C, C++, Java, or MATLAB, that includes the following topics:
Program organization, user interfaces, and abstract data structures, functional
Recursion (functions or procedures that call themselves recursively), algorithm analysis and implementation.
9 Massachusetts Institute of Technology
1) Linear algebra
2) Calculus
3) Probability
4) Stochastic processes
5) Statistics/econometrics
6) Computer literacy: Basic programming experience and readiness to learn new tools and features; for example, familiarity with programming in MATLAB, Python, Java, or C++.
9 "University of Chicago
1) solid background in mathematics：calculus I, II and III/ linear algebra/ probability and statistics/differential equations
2) candidates with basic computer programming skills, especially in C++ or other object-oriented languages, as well as experience in MATLAB, will have an advantage in the Program
9 University of Toronto
12 "Boston University
A strong undergraduate preparation in mathematics, physics, engineering, or economics is an essential prerequisite for this structured and intense program
12 "University of California, Los Angeles
All prospective students need to have a strong quantitative background including linear algebra, multivariate calculus, differential equations, numerical analysis, and advanced statistics and probability. In addition, applicants should have some experience or coursework in computer programming (C++) plus statistical and econometric modeling (MATLAB). It is important to demonstrate competence in analytical skills in your application, through undergraduate math courses or your GMAT/GRE score.
14 University of Washington
1) Calculus through partial differentiation, matrix algebra, and one-dimensional optimization
2) Probability and statistics at the level of an upper level undergraduate course or entry level graduate course
3) A programming language such as Java or C++, or in a math or a statistics programming language such as Matlab, R/S-PLUS
14 University of Waterloo
16 "Georgia Institute of Technology
Each candidate for the QCF program must have a strong undergraduate quantitative academic history. Through transcripts, applicants must demonstrate a working knowledge of: calculus, including differential and integral calculus of one variable and multivariate calculus, fundamentals of linear algebra and linear systems of equations, differential equations, and probability and statistics. We also prefer that candidates have a working knowledge of a programming language, such as C, C++, R, SAS, etc.
16 NYU Polytechnic School of Engineering
1) Linear Algebra
2) Probability Theory
3) Calculus (Advanced)
4) Applied Statistics
5) Computer Programming
18 Rutgers University
Prospective students with any undergraduate major are welcome to apply if they will have completed the minimum prerequisites prior to entering the program, which include individual one-semester courses on
1) Multivariable calculus
2) Linear algebra
3) Ordinary differential equations
4) Partial differential equations
5) Probability (calculus-based)
6) Computer programming
20 University of Illinois
1) Bachelor's Degree or Bachelor Equivalent - Engineering, Mathematics, Physics, Computer Science, Economics, Finance
2) 1 Year of Calculus
3) 1 Semester of Linear Algebra and Differential Equations
4) 1 Semester of Probability and Statistics
5) 1 Semester of Programming (preferably in C/C++)
21 Fordham University
1) Calculus 1 (Differential Calculus)
2) Calculus 2 (Integral Calculus)
3) Calculus 3 (Multivariate Calculus)
4) Linear Algebra
22 "University of Minnesota
Mathematical background: All applicants should have completed college level courses in single variable and multi-variable calculus and linear algebra. Background in Probability and familiarity with programming language are highly recommended.
23 Johns Hopkins University
Prospective students for our graduate programs should ideally have completed a Bachelor’s level degree in Engineering, Mathematics, the Sciences, Finance* or Economics*. In addition, candidates should ideally have completed undergraduate-level courses in
1) Calculus, through multivariable calculus
2) Linear algebra
3) Differential equations
4) Probability and statistics
5) Microeconomics and macroeconomics*
6) Computer programming (e.g., in C++)
7) At least two proof-writing courses
24 University of North Carolina at Charlotte
1) Calculus I II
2) Matrices and Linear Algebra
3) Probability and Statistics
4) Principles of Microecon
5) Financial Management
6) Programming
25 Claremont Graduate University
1) You must have completed college-level multivariable calculus and linear algebra with a B or better grade.
2) We recommend proficiency in the programming languages C, C++, Visual Basic, Java, or
26 Rensselaer Polytechnic Institute
27 North Carolina State University
•Strong undergraduate mathematics background, including Calculus (NCSU MA 141/241/242), Differential Equations (MA 341 and 401), and Linear Algebra (MA 405).
28 "University of Southern California
29 Illinois Institute of Technology
Students entering the MMF program are expected to have a solid background in undergraduate level probability theory, advanced calculus, linear algebra and (ideally) ordinary differential equations.
30 Stevens Institute of Technology
