华威大学数学金融学专业 项目网站

Mathematical Finance

英国 公立 科学

项目背景

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更新时间:2024-04-23

专业排名19

大学华威大学

开学时间9月

课程学制1年

学费38850.00/GBP

专业介绍

This unique course provides training from three top departments at the University of Warwick: Mathematics, Statistics and Warwick Business School. Building on your strong mathematical background, you will develop and apply the quantitative skills in machine learning, computational statistics and mathematical finance that are used within the financial markets and finance industry. Our compulsory modules focus on the four elements of the core skill set needed for careers in finance: Financial Statistics, Financial Mathematics, Asset Pricing and Risk, and Simulation and Machine Learning for Finance. In line with these modules, you will also learn programming for Quantitative Finance, focusing on C++, Python, and R.

推荐顾问

世界排名

2020年

19

2019年

20

2018年

33

2017年

40

语言要求

类型
雅思
托福
PTE
Listen
--
21
59
Speak
--
23
59
Read
--
22
59
Write
--
21
59
总分
7
100
70

学术要求

专业领域:数学,统计,物理及其他quantitatively-focused的专业。

先修科目:数学概率论,线性代数,微分+金融+统计或计量经济。

雅思7,两个6或6.5,两个7。

课程设置

Core modules:核心模块 Programming for Quantitative Finance:定量金融规划 Stochastic Calculus for Finance:金融的随机演算 Financial Statistics:金融统计 Simulation and Machine Learning for Finance:金融的模拟和机器学习 Asset Pricing and Risk:资产定价与风险 Financial Econometrics:金融计量经济学 Applications of Stochastic Calculus in Finance:随机演算在金融学中的应用 Dissertation:论文 Optional modules:可选模块 Advanced Risk Management:高级风险管理 Statistical Learning and Big Data:统计学习和大数据 Behavioural Finance:行为金融学 Advanced Trading Strategies:高级交易策略 Partial Differential Equations in Finance:金融中的偏微分方程