【香港】城市大学的金融数学与统计
1.MSc Financial Mathematics and Statistics 金融数学与统计理学硕士
https://www.cityu.edu.hk/pg/programme/p68
1.1课程设置:
Course Description
Students are required to complete a minimum of 30 credit units.
Course Type
Core courses 15 credit units
Elective 15 credit units
Total 30 credit units
Students are required to take the following cores and select courses from a pool of elective courses listed below:
Cores
Financial Mathematics in Derivative Markets
Statistical Data Analysis
Stochastic Analysis in Finance
Advanced Stochastic Analysis in Finance
Statistical Modelling for Data Mining
Electives
Applied Partial Differential Equations
Numerical Partial Differential Equations
Dissertation (6 credit units)
Stochastic Interest Rate Models
Programming and Computing in Financial Engineering
Introduction to Statistical Learning
Special Topics
Statistical Analysis of Financial Big Data
Statistical Methods and Calibration in Finance and Actuarial Science
Corporate Finance (Department of Economics and Finance)
Credit Risk Management (Department of Economics and Finance)
* All courses to be offered or not will be subject to host department's final decision and may vary from term to term.
1.2申请要求:拥有科学与工程(数学、物理、统计学、计算机科学、工程等)或相关学科(经济学、金融、精算科学)的学士学位或研究生学位
1.3学费:HK$192,000
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