- UID
- 837682
- 在线时间
- 小时
- 注册时间
- 2012-12-8
- 最后登录
- 1970-1-1
- 主题
- 帖子
- 性别
- 保密
|
BTW, this program is purely concentrating on math. Unlike the MFE program in NYU-poly and many other MFE programs. I'd like to share the core courses in this program with you guys.
First semester:
MSF 505-Futures, Options and OTC Derivatives ( could be waived if your undergraduate major is related to finance)
MATH 542-Stochastic Processes (pretty hard)
MATH 548-Mathematical Finance I
Second semester
MSF 575-C++ with Financial Applications
MATH 582-Mathematical Finance II
MATH 586-Theory and Practice of Fixed Income Modeling (using EXCEL)
Third semester
MATH 565-Monte Carlo Methods in Finance (using MATLAB)
MSF 526-Computational Finance (using Python) |
|