MS in Financial Engineering
MS in Computational Finance
MS in Mathematical Finance
金融工学 留学
 プログラム例
以下、プログラム例をあげるが、現在判明している全てのプログラムは教材のCD-ROMに収集されているリスト（金融工学31校・財政学25校）を参照のこと。
 Stanford University, MS in Financial Mathematics
http://finmath.stanford.edu/index.html
 アウトライン
The Departments of Mathematics and Statistics, in close cooperation with the Departments of Economics and Management, Science & Engineering as well as the Graduate School of Business, offer an Interdisciplinary Master of Science DeGRE®Teste in Financial Mathematics. The Financial Math Program provides a masters-level education in applied and computational mathematics, statistics and financial applications to individuals with strong mathematical skills. The program requires completion of 45 units of course work taken in residence at Stanford. Depending on choices it takes between 9 to 15 months to complete the program. The exact cost depends on the choices made by each student. As a guideline, on the average one needs about $60,000 to fund the tuition and living expenses throughout the program.
必修科目
- Stochastic Processes and Statistics:
- MATH 236 Introduction to Stochastic Differential Equations
- STAT 240 Statistical Methods in Finance
Students who have already taken STAT 240 take
STAT 241 Statistical Modeling in Financial Markets
- Differential Equations, Simulation and Computing:
- MATH 227 Partial Differential Equations and Diffusion Processes or
STAT 362 Monte Carlo Sampling
- MATH 239 Computation and Simulation in Finance
- Finance and Economics:
- Choose one:
MATH 240 Topics in Financial Mathematics: Fixed Income Models or
MS&E 242H Investment Science Honors
- MATH 238 (same as STAT 250) Mathematical Finance
選択科目
Princeton University, Bendheim Center for Finance
Master in Finance
http://www.princeton.edu/bcf/
アウトライン
The interdisciplinary Bendheim Center for Finance offers a Master in Finance deGRE®Teste. The distinctive feature of Princeton’s Master in Finance program is its strong emphasis on financial economics in addition to financial engineering and computational methods. The curriculum is designed to be completed in either two or four semesters, with students coming well-prepared able to complete the curriculum in as little as two semesters. The length of study is a function of the student's prior knowledge of the field and experience. It is determined on an individual basis. 授業料は年間$34,000前後
必修科目
Fall Semester
ECO 362: Financial Investments
FIN 501/ORF 514: Asset Pricing I: Pricing Models and Derivatives
FIN 505/ORF 505: Modern ReGRE®Testssion and Applied Time Series
Spring Semester
FIN 502: Corporate Finance and Financial Accounting
FIN 503/ORF 515: Asset Pricing II: Stochastic Calculus and Advanced Derivatives
FIN 504/ORF 504: Financial Econometrics
専攻分野
- Financial Engineering and Risk Management
- Quantitative Asset Management and Macroeconomic
- Forecasting Financial Technologies
Columbia University, The Fu Foundation School of Engineering and Applied Science
Department of Industrial Engineering and Operations Research
M.S. Financial Engineering
http://www.ieor.columbia.edu/pages/graduate/ms_financial_eng/index.html
アウトライン
Financial Engineering is a multidisciplinary field involving financial theory, the methods of engineering, the tools of mathematics and the practice of programming. The Financial Engineering Program at Columbia University provides a one-year full-time training in the application of engineering methodologies and quantitative methods to finance. It is designed for students who wish to obtain positions in the securities, banking, and financial management and consulting industries, or as quantitative analysts in corporate treasury and finance departments of general manufacturing and service firms. 教科書も含めた授業料は年間$42,900前後
履修科目
- Summer Part I: Required Core, 7.5 points
- IEOR E4701: Stochastic Models for Financial Engineering
- IEOR E4702: Statistical Tools for Financial Engineering
- IEOR E4706: Foundations of Financial Engineering
- Fall: Required Core, 12 points
- IEOR E4007: Optimization Models and Methods for Financial Engineering
- IEOR E4703: Monte Carlo Simulation
- IEOR E4707: Financial Engineering: Continuous Time Models
- IEOR E4709: Data Analysis for Financial Engineering
- Spring, 12 points
- Choose three from the courses below, plus one other course
- DRAN B8835: Security Pricing Models
- IEOR E4403: Advanced Engineering and Corporate Economics
- IEOR E4500: Applications Programming for Financial Engineering
- IEOR E4602: Quantitative Risk Management
- IEOR E4708: Seminar on Important Papers in Financial Engineering
- IEOR E4710: Term Structure Modeling
- IEOR E4718: Introduction to the Implied Volatility Smile
- IEOR E4725: Topics in Quantitative Finance: Numerical Solutions of Partial Differential Equations
- IEOR E4726: Topics in Quantitative Finance: Experimental Finance
- IEOR E4727: Topics in Quantitative Finance: Asset Allocation
- IEOR E4729: Topics in Quantitative Finance: Computational Methods in Derivatives Pricing
- IEOR E4731: Credit Risk and Credit Derivatives
- Summer Part II: Electives, 4.5 points
- The Department offers industry specific courses in Foreign Exchange and Related Derivative Instruments, Hedge Fund Management, Risk Management, etc. Specific offerings may vary each term.
 
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