项目介绍:MIT-MSF
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项目介绍:MIT-MSF

2023-12-31...

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2024 QuantNet Rankings of Financial Engineering (MFE) Programs-9名MIT金融硕士详解


项目信息:

项目名称: Master of Finance

所属学院: Sloan School of Management

每年学费: $86,300/118,450

项目时长:12/18 months

入学选择:Fall

项目人数:141

申请要求:

GPA:3.8

标化成绩:GRE 327-336

语言成绩: TOEFL 100, IELTS 7.5

其它要求:

  • Suggested Background
  • Linear algebra: Basic topics, including: matrix/vector notation, operations on matrices and vectors, determinants, eigenvalues and eigenvectors, quadratic forms, and systems of linear equations
  • Calculus: Multivariable differentiation and integration, series expansions, and function approximation and maximization
  • Probability: Sample spaces and random variables, common distributions and densities, moments of distributions, conditional probability and Bayes’ theorem, law of large numbers, central limit theorem, joint distributions, covariance, correlation, and stochastic independence
  • Stochastic processes: Random walks, Bernoulli trials, Markov processes, basic properties of linear time series models, continuous-time processes, and Ito’s lemma
  • Statistics/econometrics: Parameter estimation, confidence intervals, hypothesis tests, linear regression models, ordinary least squares, and likelihood principle
  • Computer literacy: Students entering the MIT MFin program are expected to possess basic programming skills needed for processing and analyzing data. As part of the degree requirements, all students are required to sit for and pass the Programming Literacy Test. Entering students will take the PLT at the beginning of the summer term using any of the following programming languages: R or Python. Those who do not successfully pass the test will be encouraged to attend coding office hours and required to retake the PLT. Coding office hours will be held throughout the summer term
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