Two remarkable changes in the last thirty years have led to the demand for a new kind of scientific skill. Globalization has led to greater interdependence of markets: more distant information from many parts of the world intervenes to determine the prices of commodities and securities on US markets. Markets move faster and are much more volatile. As a result many corporations and financial institutions have found themselves exposed to greatly increased risks that traditional financial instruments were ill equipped to handle.
1、随机微积分和金融数学
2、财务信息与仿真
3、定向研究
4、经济和金融时间序列
5、金融市场的经济学
6、固定收益证券中的应用金融
7、贸易与交流
8、金融风险管理
9、数理统计简介
10、数据分析
11、滤波理论
12、随机微分方程
13、应用概率
14、数值分析
托福，PhD要求最低100分，单项不低于20，MS、MA要求最低90，单项不低于20，GRE，PhD要求递交GRE数学科目考试成绩，GPA要求最低3.0，学费$1,249/学分，申请截止日期12月1日
理科 数学
