FALL SEMESTER ACMS 60901. Mathematical Finance I | 3 | ACMS 60921. Financial Computing | 3 | ACMS 60850. Applied Probability | 3 | ACMS 60690. Numerical Analysis I | 3 | Business Communications | 0.5 | CompFin Seminar | 0 | SPRING SEMESTERACMS 60902. Mathematical Finance II | 3 | ACMS 60932. Statistical Inference for Finance | 3 | Project Preparation | 0 | Two 3-credit approved electives. Recommended electives include: ACMS 60790. Numerical Analysis II ACMS 60882. Linear Statistical Models ACMS 60842. Time Series Analysis ACMS 60212. Advanced Scientific Computing ACMS 60862. Data Mining | 6 | 小菜鸡觉得课程不水啊,fixed income在mathematical finance里会讲到,risk在statistical inference for finance里会讲到。-- by 会员 FruitNut (2012/12/16 8:28:56)
这课程设置可以称之为Master of Financial Engineering in the Jurassic Period 我说的credit指的是credit derivative。。。fixed income是mathematical finance的第一个topic,难道能指望第一课就讲Hull-White、BGM model? 目测是discounted cash flow的难度。 其实偏统计也挺好的,不过收着MFE的学费讲stat的内容就太不厚道了。 -- by 会员 hangli2 (2012/12/16 11:12:11)
我们nd的学费都是差不多一样的,不管是什么系的。 |