哥伦比亚大学
金融数学背景要求
Applicants shoul have a very goo working knowlege of calculus, linear algebra, elementary ifferential equations, probability, an statistics, an a programming language. Exposure to avance calculus an mathematical analysis, incluing measure theory, is esirable but not require. Texts recommene for self-stuy
- Ross: “A First Course in Probability”
- Moo, Graybill & Boes: “Introuction to the Theory of Statistics”
- Ruin: “Principles of Mathematical Analysis”
纽约大学
金融工程背景要求
The Department receives a large number of applications every year. To be consiere for amission into the MS in Financial Engineering program, stuents must have a Bachelor’s Degree from an accreite institution an proven proficiency in:
- Linear Algebra
- Probability Theory
- Calculus (Avance)
- Applie Statistics
- Computer Programming
Applicants must submit official transcripts from each institution attene as well as GRE test scores. Note that the average Quant GRE score of accepte stuents in Fall 2016 was 169.3/170. 金融数学要求
To gain amission, whether full-time, part-time, or non-egree, an applicant must emonstrate a high aptitue for quantitative reasoning. He or she must have a firm grasp of mathematics at a high unergrauate level, which inclues at least the following Mathematics courses:
- Multivariate calculus (incluing partial erivatives, multiple integrals, an Taylor series)
- Linear algebra (incluing linear systems of equations, eterminants, matrix factorization, range an null space, an eigenvalues of symmetric matrices)
- Calculus-base course in probability (inepenence, conitional probabilities, Gaussian istribution, law of large numbers, central limit theorem)
卡内基梅陇大学
计算机金融
Strong acaemic performance in a epth of mathematics an probability coursework Experience with C or C++ programming A strong interest in a career in the quantitative finance fiel
Caniates are require to have complete the following pre-requisite coursework:
Calculus I an II Differential equations Linear algebra Calculus-base probability C or C++ programming
芝加哥大学
金融数学专业背景
Mathematics
All caniates shoul have a soli backgroun in mathematics. The minimal math prerequisites are the successful completion of at least multivariable calculus, linear algebra, an probability. Computer Programming
In aition to acaemic mathematical training an work experience, caniates with basic computer programming skills, especially in C++ or other object-oriente languages, as well as experience in MATLAB, will have an avantage in the Program. All incoming stuents are require to take a computer programming placement exam before the start of the fall quarter. Those who o not pass the exam must take Computing for Finance in C++. All stuents are require to take a minimum of 200 units of Computing coursework.
