The first half of our program is devoted to the tools of the trade and their use in modeling financial markets and instruments. The FE curriculum includes courses in stochastic processes, optimization, numerical techniques, Monte Carlo simulation, and data analysis. They also study portfolio theory, derivatives valuation, and financial risk analysis, making use of the methods they have learned.
The second half of the program gives students the opportunity to take more advanced courses or study specialized topics. We offer a selection of more detailed courses on current subjects of interest, ranging from models of the term structure of interest rates to a study of the implied volatility smile, as well as a course on applications programming for financial engineering. Students can also choose from a variety of courses on particular markets and their models, for example mortgage-backed securities or credit-risk modeling.
1、金融与经济
2、金融衍生品
3、资产管理
4、计算与编程
5、计算金融/交易系统
