纽约大学金融工程硕士课程设置

　　一、核心课程：5门

　　Introduction to Derivative Securities;

　　Quantitative Methods in Finance;

　　Valuation for Financial Engineering;

　　从以下课程中选择2门：

　　Financial Economics;

　　Financial Risk Management;

　　Machine Learning in Financial Engineering;

　　二、专业分支课程：4个专业分支，每个专业分支9门课(13.5学分)

　　(一)Corporate Finance and Financial Markets

　　1.从以下课程中选择9门课程

　　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.推荐实验室课程：Financial Econometric Laboratory;

　　(二)Computational Finance

　　1.从以下课程中选择9门

　　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.推荐实验室课程：从以下课程中选择1门

　　Computational Finance Laboratory;

　　Financial Computing;

　　(三)Technology and Algorithmic Finance

　　1.从以下课程中选择9门课程

　　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.推荐实验室课程：从以下课程中选择1门

　　R in Finance;

　　Financial ComputingFRE-GY6883, 3 Credits

　　(四)Risk Finance：从以下课程中选择9门课程

　　1.专业分支课程

　　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.多样的特殊主题课程：

　　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.推荐实验室课程：从以下课程中选择1门

　　Financial Software Laboratory;

　　Financial Econometric Laboratory;

　　Computational Finance Laboratory;

　　Financial Software Engineering Laboratory;

　　R in Finance;

　　Financial Computing;

　　4.1门终极课程capstone experience

　　5.终极课程评估Capstone assessment

　　6.布隆伯格证书Bloomberg Certification

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