

美國卡內(nèi)基梅隆大學Carnegie Mellon University的金融工程專業(yè)MFE項目英文全稱為MSCF(Master of Computational Finance),創(chuàng)建于1994年,為美國最早開設(shè)MFE專業(yè)的大學之一。作為美國四大CS名校(MIT, CMU, Stanford, UCB),其MSCF項目由四大學院聯(lián)合授課(Tepper商學院、數(shù)學系、統(tǒng)計學系、Heinz學院),側(cè)重于數(shù)學、編程及金融三大基石,所以申請者需在這三個領(lǐng)域都有扎實的基本功。
學生可以選擇Tepper商學院的匹茲堡校區(qū)或紐約校區(qū)上課,這樣學生可以充分地分享到Tepper商學院的校友資源及紐約得天獨厚的地理位置。其中,匹茲堡校區(qū)招收40名學生,紐約校區(qū)招收35名學生。紐約校區(qū)在紐約證券交易所旁邊,實習及工作的機會非常多,上課為視頻,每門課meeting 7次,老師2次去紐約校區(qū)上課。
課程設(shè)置
學制為16個月,三個學期。開學日期:每年8月末
學費:MSCF 匹茲堡校區(qū): $75,846; MSCF 紐約校區(qū):$75,390
主修及輔修課程:Advanced Derivative Modeling, Credit Derivatives, Deutsche MSCF Trading Competition, Financial Computing, Financial Economics for Computational Finance,Financial Optimization,Financial Products and Markets,Financial Time Series Analysis,Fixed Income, Macroeconomics for Computational Finance, MSCF Finance, Multi-Period Asset Pricing,Numerical Methods,Options,Presentations for Computational Finance,Probability,Simulation Methods for Option Pricing,Statistical Arbitrage, Statistical Inference,Statistical and Machine Learning Methods for Financial Data,Stochastic Calculus for Finance,Studies in Financial Engineering,Topics in Quantitative Finance.
課程特點:
1.同學可以參加由德意志銀行組織的Deutsche Trading Competition,獲勝者可以得到現(xiàn)金獎勵及在德意志銀行實習的機會
2.MSCF項目顧問團隊成員包括來自Wall St的投行:11-12 MSCF Advisory Board包括: Terry Belton( Managing Director, JPMorgan), Thomas Hartnett (Managing Director, Deutsche Bank), Keishi Hotsuki (Global Head, Morgan Stanley), Jon Kinol (Global Head, Credit Suisse), Paul Russo (Managing Director, Goldman Sachs)
入學標準:
美國卡內(nèi)基梅隆大學(匹茲堡)就讀金融(finance, general)專業(yè)將獲得碩士學位,要就讀卡內(nèi)基梅隆大學(匹茲堡)業(yè)需要雅思或托福成績,要求雅思成績總分為7,要求托福成績總分為79,申請該專業(yè)就讀需要2年的時間,讀該專業(yè)正常需要花費的學費為28367 美元。
1.本科工程方向背景:數(shù)學、計算機、工程學、經(jīng)濟學
2.背景:至少兩學期differential and integral calculus (differential equations, linear algebra, and a calculus based probability course)
3.計算機應(yīng)用:C, C++
4.相關(guān)工作經(jīng)驗優(yōu)先
2.4錄取方式:Rolling basis
FALL 2012申請及回復日期:
1.November 07, 2011?→January 30, 2012
2.January 03, 2012?→ April 02, 2012
3.March 05, 2012→May 21, 2012
國際學生申請截止日期:March 5, 2012.
錄取流程:投遞材料→初審→面試→Offer
材料清單:
1.成績單
2.申請表
3.簡歷
4.工作歷史清單
5.3封推薦信
6.GRE/GMAT (GRE Preferred)
7.TOEFL/IELTS (最遲1月份遞交)
8.申請費:$100
9.Essay
A: What are your reasons for undertaking graduate study in the field of computational finance? Please describe your future career plans and how they relate to your experience, your education and your proposed training at Carnegie Mellon University. Describe your short-term and long-term objectives and how you plan to achieve them.
B: Describe your background and preparation in the four concentration areas of the MSCF program – finance, computer science, math and statistics. In particular, please detail your background in calculus-based probability. If your only exposure to probability was as part of a course that combined probability and statistics, please list the probability topics covered by this course.
C: Please comment on any item(s) in your application you think require further explanation. If there is any additional information or material you would like to include, feel free to provide it. We are particularly interested in having you address any strengths or weaknesses that you believe should be considered in the admission decision.
Note: You must complete this essay if you answered “yes” to either of the ‘a(chǎn)dditional information’ questions above.
就業(yè)前景
MSCF的畢業(yè)生主要從事derivatives pricing and trading, risk management, research, structured products, quantitative portfolio management and analytics software development。其學生畢業(yè)后三個月的就業(yè)率為:2011年畢業(yè)生錄取率為92%,2010年為88%,2009年為83%,2008年為96%。