四、帝国理工学院金融数学项目概述
1、项目名称:MSc Mathematics and Finance
2、所属学院:Department of Mathematics
3、项目时长:1 year
4、项目介绍:我们的数学和金融理学硕士课程旨在为您在计量金融和风险管理的广泛职业生涯做好准备。
4.1 数学金融学是一门既具有数学挑战性,又由金融市场上经验丰富的从业人员每天进行部署的学科;
4.2本课程为您提供了进入该领域所需的一切知识,使您能够理解并为行业实践和最新研究做出贡献;
4.3为了实现这一目标,我们的模块非常广泛,涵盖了必要的金融和经济学背景,以及基础数学(包括随机分析)和偏微分方程的教学;
4.4科学计算(c++中的面向对象编程)是程序的一个组成部分;
4.5本课程适合刚毕业的数学科学与工程专业的学生,但我们也欢迎已在金融服务业工作、希望提升技能的申请者。
5、课程设置:
Core modules核心课程
l Computing in C++
l Interest Rate Models
l Mathematical Finance: An Introduction to Option Pricing
l Quantitative Risk Management
l Simulation Methods for Finance
l Statistical Methods in Finance
l Stochastic Processes
Optional modules选修课程
You choose five out of a possible 13 modules to study. 从13门课程里面选5门
Optional modules are grouped into the following three streams. 有三个分支
Derivatives Pricing:
l Malliavin Calculus in Finance
l Topics in Derivatives Pricing
l Selected Topics in Quantitative Finance
l Numerical Methods in Finance
Market Microstructure:
l Convex Optimisation
l Stochastic Control in Finance
l Algorithmic and High-Frequency Trading
l Market Microstructure
l Portfolio Management
Machine Learning in Finance:
l Algorithmic Trading and Machine Learning
l Data Analysis and Machine Learning
l Rough Path Theory in Machine Learning
l Deep learning
教学和考核 Teaching and assessment
Teaching methods 教学方法
l Independent research project
l Lectures
l Problem classes
l Problem sheets
l Tutorials
Assessment methods 考核方法
l Coursework
l Dissertation
l Oral presentations
l Written examinations
6、录取要求:
l 985/211均分80+,preference is given to candidates with 85% or better.
l IELTS 6.5 overall (minimum 6.0 in all elements)/TOEFL (iBT) 92 overall (minimum 20 in all elements)
l Application fee