理学院  

申请要求

全日制，学制1.5年，工程学，数学，物理学等相关专业背景可报名，雅思6.5

专业课程

基础数学课程

1 Quantitative Modeling of Derivatives Securities
2 Quantitative Methods for Fixed-income Instruments
3 Mathematical Models of Investment
4 Advanced Credit Risk Models
5 Software Development with C++ for Quantitative Finance
6 Computational Methods for Pricing Structural Products
7 Special Topics in Financial Mathematics
8 Advanced Numerical Methods I
9 Mathematics Models of Financial Derivatives
10 Interest Rate Models

统计学课程
1 Stochastic Calculus
2 Advanced Probability and Statistics
3 Advanced Data Analysis with Statistical Programming
4 Quantitative Analysis of Financial Time Series
5 Quantitative and Statistical Risk Analysis
6 Advanced Probability Theory I
7 Advanced Mathematical Statistics I