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本人某211财经类学校，本科金工打算申MFE，这几年我们学校暑期学校办的还是挺不错的，请的一些老师还是挺好。现在的问题是我GT都还没考呢（报的5.10的G，T还没上日程），而且实习还没有（因为暑期学校的缘故我们有两个月时间的暑假，参加暑期学校就只剩一个月实习了），我又相中了两个暑期课程，大概需要上一个月（我们7月初放假，暑期课程上到7.25）还请CD上的朋友给参谋一下到底是上不上，或者上哪一门？（主要想混个推荐信什么的，但是不知道作用大不大），所以担心参加暑期课程费时间作用又不大还耽误找实习（万一GT一次没过）
还请麻烦说下原因！急求，今天下午四点就截止了
附（最好能给 说一下课程难度课程，分析建议）
课程1：资产定价（Asset Pricing）
简介：This course serves two functions. First, it provides students with a thorough coverage of the principles of asset pricing with emphasis on applications. It introduces students to basic finance theory that forms the foundation of modern finance. It provides the necessary theoretical background for the second term on empirical asset pricing. Second, the course offers students with hands-on experience of using computable pricing models to analyze and price modern financial instruments such as options.
教授：Dimitrios Tsomocos，Greek，Professor，University of Oxford
个人介绍：http://iss.uibe.edu.cn/Student/schedule/teacher/014.pdf
课程2：金融数学（Models of Financial Economics and Actuarial Applications）
简介：The purpose of this course is to help students develops the theoretical basis of certain financial economic models and the application of those models to insurance and actuarial science areas. It prepares students for SOA Exam MFE or CAS Exam 3F.
Topics covered in this course include binomial tree models and risk-neutral valuation in discrete time, Itô’s lemma and risk-neutral valuation in continuous time, Black-Scholes option-pricing models, further topics on option pricing, and various interest rate models. Simulation of lognormal stock prices and variance reduction techniques will be discussed and delta-hedging in risk management will be demonstrated.
教授：Hua Chen，China，副教授，Temple University
个人介绍：http://iss.uibe.edu.cn/Student/schedule/teacher/112.pdf |
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发表于 2014-2-28 08:42:43
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