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
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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。