

芝加哥大學(xué)金融數(shù)學(xué)學(xué)什么內(nèi)容?據(jù)托普仕小編了解,芝加哥大學(xué)的金數(shù)項(xiàng)目采用quarter制,在其課程設(shè)置中,秋季著重于數(shù)學(xué)基礎(chǔ)知識(shí)和金融市場的基礎(chǔ)知識(shí)的學(xué)習(xí),冬季和春季重點(diǎn)在統(tǒng)計(jì)風(fēng)險(xiǎn)管理、回歸分析、投資組合理論等數(shù)學(xué)理論在期權(quán)定價(jià)中的應(yīng)用,同時(shí)還有固定收益和外匯衍生工具等課程。在夏季學(xué)生可以通過Project Lab或者是實(shí)習(xí)來接受實(shí)踐培訓(xùn),最后的一個(gè)秋季學(xué)期主要是以選修課為主來完善整個(gè)課程。接下來小編將為詳細(xì)介紹。
金數(shù)項(xiàng)目整個(gè)需要完成1250 units的課程,其中核心課程500 units,計(jì)算機(jī)課程300 units,選修課程450 units.
核心課程:
秋季
Mathematical Foundations of Option Pricing (100 units)
Probability and Stochastic Processes (50 units)
Portfolio Theory and Risk Management I (100 units)
冬季
Numerical Methods (100 units)
Portfolio Theory and Risk Management II (50 units)
春季
Regression Analysis and Quant. Trading Strategies (100 units)
OR
Analysis of Financial Time Series (100 units)
計(jì)算機(jī)課程:
At least 100 units from:
Computing for Finance in Python (100 units) - Autumn
Machine Learning for Finance (100 units) - Spring
At least 100 units from:
Computing for Finance in C++ (100 units) - Winter
Advanced Computing for Finance (100 units) - Spring
Other Computing Courses (if needed to reach 300 units) from among:
Case Studies in Computing for Finance (100 units) - Autumn
Probabilistic Programming and Deep Learning (100 units) - Autumn
選修課程
秋季
Multivariate Data Analysis via Matrix Decomposition (100 units)
Topics in Economics (100 units)
Applied Algorithmic Trading (50 units)
Mathematical Market Microstructure: An Optimized Approach (50 units)
Mathematical Market Microstructure: w/o Rationality Assumptions (50 units)
冬季
Financial Statistics: Time Series, Forecasting, Mean Reversion & High Frequency Data (100 units)
Stochastic Calculus (100 units)
Foreign Exchange: Markets, Products & Pricing (50 units)
春季
Fixed Income Derivatives (100 units)
Corporate and Credit Securities (100 units)
Quantimental Investment (100 units)**
夏季
Introduction to HPC in Finance (50 units)
所有學(xué)期
Project Lab (50 units)
以上講的芝加哥大學(xué)金融數(shù)學(xué)學(xué)什么內(nèi)容介紹,希望能給各位赴美留學(xué)的學(xué)子們指點(diǎn)迷津。托普仕留學(xué)可以為你排憂解難,同時(shí),更多關(guān)于赴美留學(xué)的相關(guān)資訊在等著你,絕對(duì)讓你“瀏覽”忘返。在此,衷心祝愿各位學(xué)子們能夠順利奔赴自己心目中理想的學(xué)校并且學(xué)業(yè)有成!