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MS in Financial Engineering
MS in Computational Finance
MS in Mathematical Finance
金融工学 留学
 就職状況(Job Placement)
金融工学のプログラムは全く就職・転職・インターンシップの心配がいらないほど求人率は高い。就職実績においてはMBA以上の専門職大学院としての地位を得ているのは間違いない。日本の学部レベルで数学・確率・統計・物理などを学んでいた（いる）人は一度熟考したみたらどうか。博士前期課（修士課程）に在籍の院生も相談に来ている。現在のポスドク問題を考えると一部無理からぬところがある。
 Princeton University, Bendheim Center for Finance
Master in Finance
http://www.princeton.edu/bcf/graduate/placement/
Since the MFin program started in 2001, six classes have graduated and The Bendheim Center for Finance has a 100 percent placement record, with every student finding permanent employment.
We are pleased to note that in the challenging year of 2008, 100% of our first-year Master in Finance students have received one or more internship offers, and over 90% of the 2008 graduating students have already received offers of full-time employment as of April 2008.
The firms hiring Bendheim Master of Finance students for fulltime and internships are as follows
JPMorgan Chase: 12 graduates
Asset management in New York
Emerging markets trading in New York
Equity derivatives trading in New York
Fixed income trading in London
Fixed income research in New York (3)
Mortgage-backed securities in New York
Proprietary trading in New York (3)
Structured credit products in New York
Goldman Sachs: 8 graduates
Equity research in Hong Kong
Derivatives trading in London (2)
Options trading in Chicago
Private client strategy in New York (2)
Proprietary trading in New York
Principal strategies in London
Lehman Brothers: 8 graduates
（この後も続々と。詳細は上記のPlacementサイトで）
受験資格（Prerequisites)
受験資格はかなり厳しく、特に出身大学（院）での専攻と履修教科により縛られている。さらに、プログラムの所属するSchoolやDepartment（経営学、金融学、生産工学、OR、数学）によっても違いがある。必要に応じて、カウンセラーに相談のこと。英文の成績証明書があれば持参のこと。受験校に受験資格を問い合わせる英文の雛形が必要な場合は申し出ること。
Princeton
To give you an idea, look at the descriptions of the following Princeton undergraduate courses: in Mathematics, we expect applicants to be familiar at a minimum with the material in: MAT 200 (Linear Algebra and Multivariable Calculus) and in Probability and Statistics at the level of an introductory course such as ECO 200 (Statistics and Data Analysis for Economists) or ORF 245 (Fundamentals of Engineering Statistics).
In addition, we are offering to all incoming MFin students a two-week refresher course in math prior to the beginning of classes in the Fall semester. This course is required.
Stanford
To be eligible for admission, students are expected to have excelled in the following courses or their equivalent.
- Linear algebra at the level of MATH 103 (Matrix Theory and its Applications), and Real Analysis (Advanced Calculus) at the level of MATH 115 (Functions of a Real Variable).
- Basic Ordinary and Partial Differential Equations at the level of MATH 131 (Partial Differential Equations I), and MATH 132 (Partial Differential Equations II).
- Probability at the level of STAT 116 (Theory of Probability), Theory of Statistics at the level of STAT 200 (Introduction to Statistical Inference), and Stochastic Processes at the level of STAT 217 (Introduction to Stochastic Processes) or preferably MATH 136/STAT 219 (Stochastic Processes). The latter course is offered each autumn quarter to prepare students for the required course MATH 236.
- Computer programming at the level of CS106A (Programming Methodology).
Some of these courses (eg. STAT 217 and 218) are offered during the summer quarter so candidates lacking the required background may take them at that time.
Cornell
Prior to entering the Master of Engineering in Financial Engineering program at Cornell, it is expected that students will have taken the following courses or will have equivalent coursework from another institution in the following subject areas:
- Required Courses:
- Engineering Probability and Statistics II (ORIE 560) or Equivalent: A rigorous foundation in theory combined with the methods for modeling, analyzing, and controlling randomness in engineering problems. Probabilistic ideas are used to construct models for engineering problems, and statistical methods are used to test and estimate parameters for these models. Specific topics include random variables, probability distributions, density functions, expectation and variance, multidimensional random variables, and important distributions including normal, Poisson, exponential, hypothesis testing, confidence intervals, and point estimation using maximum likelihood and the method of moments. Prerequisite: ENGRD 270 or equivalent.
- COM S 211(2110) Computers and Programming (also ENGRD 211) or Equivalent: Intermediate programming in a high-level language and introduction to computer science. Topics include program structure and organization, object-oriented programming (classes, objects, types, sub-typing), graphical user interfaces, algorithm analysis (asymptotic complexity, big “O” notation), recursion, data structures (lists, trees, stacks, queues, heaps, search trees, hash tables, graphs), simple graph algorithms. Java is the principal programming language. Prerequisite: COM S 100 or equivalent course in Java or C++.
- Strongly Recommended Courses:
- Managerial Finance (NCC 556) or Equivalent (such as prescribed self-study)
This course provides an introduction to business finance through theory and assignments. Topics include stock and bond valuation, the capital-budgeting decision, portfolio theory, basic asset-pricing models, cost of financing alternatives, basic long term financing, capital structure. Application of theory to practical applications will be stressed in the lectures. Letter grade only, based on a final exam, group homework, quizzes and class participation. This course is similar in content to the MBA core course: NCC 506. For non-Johnson School graduate students and seniors only. Graduate students have first priority in the event the course is oversubscribed.
- Operations Research II: Introductory Engineering Stochastic Processes I (ORIE 523) or Equivalent
Students use basic concepts and techniques of random processes to construct models for a variety of problems of practical interest. Topics include the Poission process, Markov chains, renewal theory, models for queuing, and reliability.
New York
To gain admission, whether full-time, part-time, or non-deGRE®Teste, an applicant must demonstrate a high aptitude for quantitative reasoning. He or she must have a firm grasp of mathematics at a high undergraduate level, which includes at least the following Mathematics courses:
- Multivariate calculus (through partial derivatives, multiple integrals, and Taylor series)
- Linear algebra (systems of equations, determinants, factorization, range and null space, and eigenvalues of symmetric matrices)
- Calculus-based course in probability (independence, conditional probabilities, Gaussian distribution, law of large numbers, central limit theorem).
Work experience is not necessary to gain acceptance into the full-time program, though it can be helpful for finding a job after the program.
Carnegie-Mellon
MSCF is a sophisticated, rigorous course of instruction. Outstanding academic credentials are necessary for admission to the program. Applicants should hold an undergraduate deGRE®Teste in a technical discipline such as mathematics, computer science, engineering or economics. Successful applicants will have taken at least two full semesters of study in differential and integral calculus, the caliber of which is required of engineering, math or science majors (ordinary differential equations, linear algebra, and a calculus based probability course). Applicants should have strong academic performance in mathematics and statistics coursework.
Applicants must be fluent in a general purpose programming language such as C . Familiarity with C++ will be of considerable benefit. Applicants lacking these skills may still be considered, provided they take steps to acquire the necessary skills before entering the program and satisfy the admissions committee requirements.
試験（Tests)
受験する試験は、TOEFL®Testは全てプログラムに共通するとして、GRE®TestかGMATかはプログラムが所属するスクールによって異なる。GRE®Test/GMATどちらでも良いとするプログラムもあるが、原則としてGRE®Test。
- Carnegie
- You are required to submit an official copy of your GMAT or GRE®Test scores (GRE®Test's are preferred) directly from ETS.
Stanford- All external applicants are required to take the General GRE®Test Test, unless they possess a PhD. We do not accept any other tests (such as the GMAT) in lieu of the GRE®Test.
New York- GRE®Test score (note: we do not accept GMAT)
Cornell- GRE®Test’s are required. We do not accept GMAT results. A subject test (preferably in mathematics, engineering, or computer science) is encouraged, but not required.
 
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