金融工程/金融数学 ﹙Master of Financial Engineering，简称MFE﹚ 一直是美国研究生申请的热门项目，金融工程学是以数学工具来建立金融市场模型和解决金融问题的新兴学科。本质上，MFE是利用各种衍生金融工具，如期权，期货，以及互换等，对金融领域中的各种风险进行管理。金融工程硕士名称上有很多叫法，各个学校项目名字有些许细微的差别：Financial Engineering、Financial Mathematics、Mathematical Finance、Quantitative Finance或者Computational Finance等等的叫法都有，本质上课程设置和内容所差不大。工作岗位倾向于后端的数据分析和金融模型。通常，选读这个项目的同学们都是奔着就业去的，因为这类项目不仅仅属于STEM项目（长达36 个月的OPT），同时毕业生的薪资水平都比较高。
这类项目通常由大学的商学院、数学系和工程学院联合授课，这也是由于金融工程的课程横跨了金融经济，数学，工程几个方面的知识。金融工程师被称为“Quants”，毕业后可以从事的职业方向很多，主要为：期货、股指等相关高薪的行业。同时该专业的毕业生有机会进入投资银行、基金公司、风险管理部门等金融服务性行业或其他相关行业从事定量和技术性的工作。譬如：风险管理，优化投资组合，设计开发金融产品，销售与交易等等...就业前景和机会相当不错。
下面，王老师为大家介绍一下哥伦比亚大学的数学金融专业：
哥伦比亚大学（Columbia University），简称哥大，是一所位于美国纽约的私立研究型大学，亦是常春藤盟校之一。该校成立于1754年，原为国王学院（Kings College），是美洲大陆最古老的学院之一。美国独立战争后更名为哥伦比亚学院，1896年成为哥伦比亚大学。哥伦比亚大学是美国大学协会十四所成员大学之一，也是美国第一所授予医学博士的大学。哥伦比亚大学是最早接受中国留学生的美国大学之一。哥伦比亚大学的历届毕业生和教职员中累计共有96名诺贝尔奖得奖者。美国总统罗斯福、奥巴马都毕业于哥大，历经多年，才获得该校博士学位的胡适、李开复、马寅初、冯友兰都是哥大校友。
Mathematics with a Specialization in the Mathematics of Finance
Program Category: MA Programs
Director of Grauate Stuies: Lars Tyge Nielsen
The MA program in Mathematics of Finance is esigne for stuents who want to work in areas of quantitative finance such as quantitative portfolio management, quantitative traing, risk management, erivatives moeling, structuring an traing, an other relate quantitative fiels.
In conjunction with the Department of Statistics, the Department of Mathematics offers an MA in Mathematics with a specialization in the Mathematics of Finance. The program concentrates on the avance quantitative methos require for moern finance an raws on the iverse strengths of Columbia in stochastic processes, numerical methos, an application to finance. The program consists of ten courses, of which six are require an four are electives. Topics covere inclue probability an ranom processes, statistics, partial ifferential equations, financial markets an instruments, valuation an heging techniques, an computational an simulation methos. All require courses are available in the evenings. In aition to the regular course work, stuents atten a weekly seminar in which istinguishe practitioners iscuss their research, give mini-courses, an suggest open problems.
Stuents may register full or part time. Full-time stuents complete the egree in one year; part-time stuents complete the egree in no more than four years.
Special Amissions Requirements:
In aition to the requirements liste below, all stuents must submit one transcript showing courses an graes per school attene, a statement of acaemic purpose, an three letters of evaluation from acaemic sources.
All international stuents whose native language is not English or whose unergrauate egree is from an institution in a country whose official language is not English must submit scores of the ﹙TOEFL﹚ or IELTS.
Other:
Your statement of acaemic purpose shoul aress the following:
· Why o you want to stuy the mathematics of finance, an why o you want to o it in Columbia University’s Mathematics of Finance program?
· How have your activities since finishing high school prepare you to stuy the mathematics of finance?
· How have you satisfie the mathematics, statistics, an programming prerequisites liste onthe program＇s webpage? List mathematics, statistics, computer science, an programming courses you have taken, an list projects an activities where you have use these skills. If you have acquire some of this knowlege by self-stuy, you may ask one or more of the people who write reference letters for you to comment on it.
Recommene prerequisites: Calculus, linear algebra, elementary ifferential equations, probability, an statistics. If possible, exposure to avance calculus an mathematical analysis is esirable.
想要了解更多留学资讯，请联系王老师吧。
