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芝加哥大学金融数学学什么内容?据托普仕小编了解,芝加哥大学的金数项目采用quarter制,在其课程设置中,秋季着重于数学基础知识和金融市场的基础知识的学习,冬季和春季重点在统计风险管理、回归分析、投资组合理论等数学理论在期权定价中的应用,同时还有固定收益和外汇衍生工具等课程。
芝加哥大学金融数学学什么内容?据托普仕小编了解,芝加哥大学的金数项目采用quarter制,在其课程设置中,秋季着重于数学基础知识和金融市场的基础知识的学习,冬季和春季重点在统计风险管理、回归分析、投资组合理论等数学理论在期权定价中的应用,同时还有固定收益和外汇衍生工具等课程。在夏季学生可以通过Project Lab或者是实习来接受实践培训,最后的一个秋季学期主要是以选修课为主来完善整个课程。接下来小编将为详细介绍。
金数项目整个需要完成1250 units的课程,其中核心课程500 units,计算机课程300 units,选修课程450 units.
核心课程:
秋季
Mathematical Foundations of Option Pricing (100 units)
Probability and Stochastic Processes (50 units)
Portfolio Theory and Risk Management I (100 units)
冬季
Numerical Methods (100 units)
Portfolio Theory and Risk Management II (50 units)
春季
Regression Analysis and Quant. Trading Strategies (100 units)
OR
Analysis of Financial Time Series (100 units)
计算机课程:
At least 100 units from:
Computing for Finance in Python (100 units) - Autumn
Machine Learning for Finance (100 units) - Spring
At least 100 units from:
Computing for Finance in C++ (100 units) - Winter
Advanced Computing for Finance (100 units) - Spring
Other Computing Courses (if needed to reach 300 units) from among:
Case Studies in Computing for Finance (100 units) - Autumn
Probabilistic Programming and Deep Learning (100 units) - Autumn
选修课程
秋季
Multivariate Data Analysis via Matrix Decomposition (100 units)
Topics in Economics (100 units)
Applied Algorithmic Trading (50 units)
Mathematical Market Microstructure: An Optimized Approach (50 units)
Mathematical Market Microstructure: w/o Rationality Assumptions (50 units)
冬季
Financial Statistics: Time Series, Forecasting, Mean Reversion & High Frequency Data (100 units)
Stochastic Calculus (100 units)
Foreign Exchange: Markets, Products & Pricing (50 units)
春季
Fixed Income Derivatives (100 units)
Corporate and Credit Securities (100 units)
Quantimental Investment (100 units)**
夏季
Introduction to HPC in Finance (50 units)
所有学期
Project Lab (50 units)
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