英国开设金融工程专业的院校在课程设置上各有千秋,但共有的课程有以下几门:
概率微积分
代数和经济学
概率分析学
金融数学和金融学
数学模型风险理论
高级金融衍生品
定价学
高级随机过程学
风险理论
选修课:
数值分析学
功能分析学
优化学
偏微分方程学
测量理论
以下是小编整理的优秀大学的课程设置,如下:
帝国理工学院风险管理与金融工程专业课程
1.选修课
Advanced Corporate Finance 高级企业融资
Advanced Financial Statistics 高级金融统计
Advanced Investments 高级投资
Advanced Options Theory 高级选项理论
Computational Finance with C++ 计算金融学与c++
Credit risk 信用风险
Enterprise Risk Management 企业风险管理
Financial Crises: Regulation and Ethics 金融危机:监管和道德规范
Fixed-Income securities 固定收益证券
International Finance 国际金融
International Elective: Macro and Finance for Practitioners 国际选修:宏观与从业人员金融
Insurance 保险
Numerical Finance 数字金融
Private Equity and Venture Capital 私人股本与风险资本
Structured Credit and Equity Products 结构性信贷与股票产品
Wealth Management and Alternative Investments 财富管理与另类投资
Real Estate Investment 房地产投资
Topics in Corporate Finance 企业融资课题
2.必修课
Empirical Finance Methods and Applications 实证金融方法和应用
Financial statistics 金融统计数据
Financial Engineering 金融工程
Investments and Portfolio Management 投资和投资组合管理
Risk Management and Valuation 风险管理和评估
Stochastic Calculus 随机微积分
Visual Basic for Applications (VBA) 视觉化Basic程式语言应用 (VBA)
Ethics and Professional Standards in Finance (online module) 金融道德规范和专业标准(在线课程)
英国约克大学金融工程专业课程
1.选修课
C++ Programming with Applications in Finance (10 credits, taught module, continues into Term 2)C++编程在金融中的应用
Fixed Income Securities (10 credits, taught module)固定收益证券
Portfolio selecion and Management (10 credits, taught module)投资组合选择与管理
Discrete Time Modelling and Derivative Securities (20 credits, taught module)离散时间模型与衍生证券
Financial Risk Management (10 credits, taught module)金融风险管理
Irreversible Decision Making Under Uncertainty (10 credits, taught module)不确定条件下的不可逆决策
Modelling of Bonds, Term Structure, and Interest Rate Derivatives (20 credits, taught module)债券、期限结构和利率衍生工具的建模
Computational Finance (10 credits, taught module - Terms 1 and 2 from 2016)计算金融
Credit Risk (10 credits, taught module - Term 2)信贷风险
2.必修课
Either Econometric Methods for Research or Econometrics 1 and 2 (20 credits, taught module, continues into Term 2)计量经济学方法研究或计量经济学1和2
Continuous-Time Finance and Derivative Assets (10 credits, taught module)连续时间金融衍生资产
Mathematical Methods of Finance (20 credits, taught module)金融数学方法
Time Series (10 credits, taught module)时间数列
Financial Engineering (10 credits, taught module)金融工程
Topics in Financial Econometrics (10 credits, taught module)金融计量经济学专题
Stochastic Calculus and Black-Scholes Theory (20 credits, taught module)随机微积分与黑斯科尔斯理论
Dissertation (60 credits, independent study module)学位论文