美国卡内基梅隆大学金融工程专业入学标准是什么？

　　美国卡内基梅隆大学Carnegie Mellon University的金融工程专业MFE项目英文全称为MSCF(Master of Computational Finance)，创建于1994年，为美国最早开设MFE专业的大学之一。作为美国四大CS名校(MIT, CMU, Stanford, UCB)，其MSCF项目由四大学院联合授课(Tepper商学院、数学系、统计学系、Heinz学院)，侧重于数学、编程及金融三大基石，所以申请者需在这三个领域都有扎实的基本功。

　　学生可以选择Tepper商学院的匹兹堡校区或纽约校区上课，这样学生可以充分地分享到Tepper商学院的校友资源及纽约得天独厚的地理位置。其中，匹兹堡校区招收40名学生，纽约校区招收35名学生。纽约校区在纽约证券交易所旁边，实习及工作的机会非常多，上课为视频，每门课meeting 7次，老师2次去纽约校区上课。

　　课程设置

　　学制为16个月，三个学期。开学日期：每年8月末

　　学费：MSCF 匹兹堡校区： $75,846; MSCF 纽约校区：$75,390

　　主修及辅修课程：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.

　　课程特点：

　　1.同学可以参加由德意志银行组织的Deutsche Trading Competition，获胜者可以得到现金奖励及在德意志银行实习的机会

　　2.MSCF项目顾问团队成员包括来自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)

　　入学标准：

　　美国卡内基梅隆大学(匹兹堡)就读金融(finance, general)专业将获得硕士学位，要就读卡内基梅隆大学(匹兹堡)业需要雅思或托福成绩，要求雅思成绩总分为7，要求托福成绩总分为79，申请该专业就读需要2年的时间，读该专业正常需要花费的学费为28367 美元。

　　1.本科工程方向背景：数学、计算机、工程学、经济学

　　2.背景：至少两学期differential and integral calculus (differential equations, linear algebra, and a calculus based probability course)

　　3.计算机应用：C, C++

　　4.相关工作经验优先

　　2.4录取方式：Rolling basis

　　FALL 2012申请及回复日期：

　　1.November 07, 2011?→January 30, 2012

　　2.January 03, 2012?→ April 02, 2012

　　3.March 05, 2012→May 21, 2012

　　国际学生申请截止日期：March 5, 2012.

　　录取流程：投递材料→初审→面试→Offer

　　材料清单：

　　1.成绩单

　　2.申请表

　　3.简历

　　4.工作历史清单

　　5.3封推荐信

　　6.GRE/GMAT (GRE Preferred)

　　7.TOEFL/IELTS (最迟1月份递交)

　　8.申请费：$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 ‘additional information’ questions above.

　　就业前景

　　MSCF的毕业生主要从事derivatives pricing and trading, risk management, research, structured products, quantitative portfolio management and analytics software development。其学生毕业后三个月的就业率为：2011年毕业生录取率为92%，2010年为88%，2009年为83%，2008年为96%。