Administered by the Tepper School of Business, MSCF students enjoy the advantages of the business school environment, including the full resources of the school's career placement services. As a result of the collaborative efforts of these four colleges, MSCF's twenty-five courses are both balanced and deep. Designed expressly for the MSCF student and the needs of the industry, the MSCF curriculumseamlessly integrates instruction in probability, statistical analysis, numerical methods, computation and simulation methods, stochastic processes, economics, and their application in today’s quantitative financial markets.
The MSCF program is intense and extremely demanding - recruiters know the students graduating from MSCF are bright, highly motivated and keenly interested in the financial engineering industry. Our employment rates remain high - even in these challenging times.
1、金融计算 I/Ⅱ/Ⅲ/Ⅳ
2、高级导数模型
3、计算金融硕士概率学
4、统计推理
5、金融时间序列
6、期权定价的模拟方法
7、统计套利
8、多期资产定价
9、随机微积分I/II
10、数值方法
11、风险管理I/ II
12、固定收益
13、计算财务报告
14、计算金融硕士金融学
