项目概况:
M.S. Quantitative Financial Economics开设在Trinity College of Arts & Science下,由Duke Financial Economics Center (DFE) 进行管理,项目相关的Faculty共有56人,第一次的招生计划名额控制在6-10人,小班制的教学模式,能够使每个学生都得到足够的资源和关注。但该项目不提供奖学金,也不提供Part-time的授课模式。
培养目标:
正如官网所说,“If your goal is to prepare yourself and improve your candidacy for a Ph.D. program in finance at a top business school, then this is the program for you. Equally, if you would like to improve your skills in quantitative financial analysis to enter, or move to the next level, in your career in finance, our program can help you to achieve this goal.”无论申请着之后是想要继续申请顶级商学院的金融博士,还是想在金融行业中进一步提升自己的定量分析的能力以拓展自己的职业发展,都是非常好的选择!
课程设置:
课程主体是30学分,其中包括15学分的必修课和15学分的选修课。
Ø 必修课:15 credits, 主要包括投资学、金融经济学、金融市场预测、资产定价实证、 宏观经济金融、连续时间金融,以及没有学分的Ethical Considerations的研讨会。
ECON 571 Investments (3 credits, first semester)
ECON 672 Financial Econometrics (3 credits, first semester)
ECON 623 Forecasting Financial Markets (3 credits, second semester)
ECON 676 Empirical Asset Pricing (3 credits, second semester)
ECON 882 Finance in Macroeconomics (1.5-credit module, third semester)
ECON 885 Continuous Time Finance (1.5-credit module, third semester)
A compulsory, zero-credit seminar series on Ethical Considerations in Finance
Ø 选修课:15 credits, 主要包括固定收益、公司金融理论、金融市场监管、金融衍生品、时间序列。此外,学生可以根据supervisor的建议选修其他master或者Ph.D的课程。
ECON 514 Fixed Income (3 credits)
ECON 573 Theoretical Corporate Finance (3 credits)
ECON 590 Regulation & Ethics in Financial Markets (3 credits)
ECON 674/MATH 582 Derivatives (3 credits)
ECON 883 Time Series (3 credits)
Certain other master's- (ECON 500-699) and Ph.D.-level (ECON 700-999 or Finance 900-level courses at Fuqua) courses may be taken with advance approval from the student's advisor.
另外,学生还需要修一门capstone course (3 credits), with a grade of B or better。Capstone courses包括Economics/Computer Science/Business Administration。
申请要求:
GPA:无最低要求
TOEFL/IELTS:The minimum scores are 90 for the Internet-based TOEFL, 577 for the paper-based TOEFL, and 7.0 for the IELTS test.
Writing Sample:不强制要求,但是建议提交。
GRE/GMAT:GRE分数无最低要求,但Duke的Statistics Section提供的数据显示,最新一季入学的硕士,所有专业的GRE verbal平均分是156,所有Quant的平均分是164,可以预测,M.S. Quantitative Financial Economics的申请者的GRE分数必然越高越好。但是!这个项目是不接受GMAT分数的!但是!这个项目是不接受GMAT分数的!但是!这个项目是不接受GMAT分数的!(重要的事情说三遍!)
申请截止日期:
春季:无春季入学
秋季:01/31/2017(美研部 董老师/整理)