The M.A. program in Mathematics of Finance is designed for students who want to work in areas of quantitative finance such as quantitative portfolio management, quantitative trading, risk management, derivatives modeling, structuring and trading, and other related quantitative fields.
In conjunction with the Department of Statistics, the Department of Mathematics offers an M.A. in Mathematics with a specialization in the Mathematics of Finance. The program concentrates on the advanced quantitative methods required for modern finance and draws on the diverse strengths of Columbia in stochastic processes, numerical methods and application to finance.
1、随机过程
2、财务数学简介
3、统计推断/时间序列模型
4、金融中的随机方法
5、金融数值方法
6、从业人员研讨会
7、多资产投资组合管理
8、数学方法 - 财务价格分析
9、债券市场
10、统计机器学习
11、股票衍生产品
12、非线性期权定价
13、线性回归模型
14、数据挖掘
