JHU的全稱是Johns Hopkins University的Science in Engineering in Financial Mathematics,即約翰霍普金斯大學(xué)金融數(shù)學(xué),下面將詳細(xì)介紹JHU的的項目特點(diǎn)/院系介紹、JHU的的研究生申請要求。
約翰霍普金斯大學(xué)
At Johns Hopkins, Financial Mathematics continues a rich engineering tradition whereby the strengths of the faculty in research, education and leadership are applied to expand knowledge and apply new knowledge for the benefit of humanity by addressing the complex problems of modern society. Understanding and navigating today’s rapidly evolving, world-wide economic and financial landscape presents one of society’s most challenging, modern problems
The unifying premise for Financial Mathematics is more than just a collection of techniques applied to a common problem area.
1、Investment Science
2、Introduction to Financial Derivatives
3、Interest Rate and Credit Derivatives
4、Financial Engineering and Structured Products
5、Risk Measurement/Management in Financial Markets
6、Stochastic Processes and Applications to Finance
7、Monte Carlo Methods
8、Applied Statistics and Data Analysis
9、Time Series Analysis
10、Optimization in Finance
11、Applied Mathematics and Statistics
12、Financial Mathematics
1、投資學(xué)
2、金融衍生產(chǎn)品簡介
3、利率和信用衍生工具
4、金融工程與結(jié)構(gòu)性產(chǎn)品
5、風(fēng)險度量/管理金融市場
6、隨機(jī)過程及其應(yīng)用金融學(xué)
7、蒙特卡羅方法
8、應(yīng)用統(tǒng)計與數(shù)據(jù)分析
9、時間序列分析
10、優(yōu)化金融
11、應(yīng)用數(shù)學(xué)與統(tǒng)計
12、金融數(shù)學(xué)
托福100或雅思7分,GRE,學(xué)費(fèi)$47,060/年,申請截止日期1月15日
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