

紐約大學金融工程碩士專業(yè)(Masters in Finance & Risk Engineering, FRE)是獲得國際量化金融協(xié)會(IAQF) 最早認證的金融工程專業(yè), 隸屬于紐大工程學院(New York University Tandon School of Engineering),是一個融合了統(tǒng)計、計算機科學、數學與金融多個學科的專業(yè)。下面是托普仕留學老師整理的紐約大學金融工程碩士課程設置,一起來看看吧!
一、核心課程:5門
Introduction to Derivative Securities;
Quantitative Methods in Finance;
Valuation for Financial Engineering;
從以下課程中選擇2門:
Financial Economics;
Financial Risk Management;
Machine Learning in Financial Engineering;
二、專業(yè)分支課程:4個專業(yè)分支,每個專業(yè)分支9門課(13.5學分)
(一)Corporate Finance and Financial Markets
1.從以下課程中選擇9門課程
Money, Banking and Financial Markets;
Extreme Risk Analytics;
Financial Econometrics;
Investment Banking and Brokerage;
Financial Market Regulation;
Applied Derivative Contracts;
Econometrics and Time Series Analysis;
Corporate and Financial Strategy;
Contract Economics;
Mergers & Acquisitions;
Fixed Income Securities and Interest Rate Derivatives ;
Behavioral Finance;
Credit Risk & Financial Risk Management;
Asset-backed Securities and Securitization;
Global Finance;
Quantitative Portfolio Management;
Selected Topics in Financial Engineering ;
Algorithmic Portfolio Management;
Topics in Finance and Financial Markets I ;
Topics in Risk Finance I;
Topics in Financial and Risk Engineering I ;
Topics in Financial and Risk Engineering 2;
2.推薦實驗室課程:Financial Econometric Laboratory;
(二)Computational Finance
1.從以下課程中選擇9門
Extreme Risk Analytics ;
Numerical & Simulation Techniques in Finance;
Dynamic Assets and Options Pricing;
Financial Risk Management and Optimization;
Econometrics and Time Series Analysis;
Credit Risk & Financial Risk Management;
Quantitative Portfolio Management;
Selected Topics in Financial Engineering ;
Special Topics in Financial Engineering;
Statistical Arbitrage;
Topics in Risk Finance I;
Topics in Financial and Risk Engineering I;
Topics in Financial and Risk Engineering 2;
2.推薦實驗室課程:從以下課程中選擇1門
Computational Finance Laboratory;
Financial Computing;
(三)Technology and Algorithmic Finance
1.從以下課程中選擇9門課程
Extreme Risk Analytics;
Clearing and Settlement and Operational Risk;
Numerical & Simulation Techniques in Finance ;
Behavioral Finance ;
Derivatives Algorithms ;
Financial Computing;
Statistical Arbitrage;
Forensic Financial Technology and Regulatory Systems;
Big Data in Finance ;
Algorithmic Portfolio Management ;
Algorithmic Trading & High-frequency Finance ;
News Analytics & Strategies ;
Topics in Finance and Financial Markets I;
Topics in Risk Finance I ;
Topics in Financial and Risk Engineering I;
Topics in Financial and Risk Engineering 2;
2.推薦實驗室課程:從以下課程中選擇1門
R in Finance;
Financial ComputingFRE-GY6883, 3 Credits
(四)Risk Finance:從以下課程中選擇9門課程
1.專業(yè)分支課程
Extreme Risk Analytics ;
Insurance Finance and Actuarial Science;
Financial Econometrics ;
Clearing and Settlement and Operational Risk ;
Static and Dynamic Hedging ;
Financial Market Regulation;
Actuarial Models ;
Applied Derivative Contracts ;
Financial Risk Management and Optimization ;
Econometrics and Time Series Analysis ;
Fixed Income Securities and Interest Rate Derivatives;
Credit Risk & Financial Risk Management ;
Market Risk Management and Regulation;
Sp Tpc in Applied Credit Derivatives & Securitization;
Special Topics in Financial Engineering;
Topics in Risk Finance I;
2.多樣的特殊主題課程:
Extreme Risk & Fractional Finance;
Financial Cyber Risks Management;
Topics in Real Time Trading & Risk Management;
Topics in Financial Risk Management;
Topics in Advanced Credit Risk and Derivatives;
Topics in Actuarial and Insurance Finance;
Topics in Financial Analytics and Big Data;
Topics in Financial Regulation and Compliance;
Financial Risk Management and Incomplete Markets;
Financial Risk Measurement;
3.推薦實驗室課程:從以下課程中選擇1門
Financial Software Laboratory;
Financial Econometric Laboratory;
Computational Finance Laboratory;
Financial Software Engineering Laboratory;
R in Finance;
Financial Computing;
4.1門終極課程capstone experience
5.終極課程評估Capstone assessment
6.布隆伯格證書Bloomberg Certification
以上是紐約大學金融工程碩士課程設置的相關知識,如果您對美國留學感興趣,歡迎您在線咨詢托普仕留學老師,托普仕留學專注美國前30高校申請,助力國內學子順利獲得美國藤校入讀資格。盡早規(guī)劃和遞交申請,對您未來留學會更有幫助!