JHU金融数学项目详解-新东方前途出国

JHU-Financial Mathematics Master’s Program  

项目简介 

约翰霍普金斯大学的金融数学硕士项目是工学院下应用数学和统计系提供的工程学位硕士。项目的学制是3学期，夏季末开学，第二年12月中旬结束。有较强的定量本科背景的学生鼓励申请此项目。  

项目的目标是培养下一代金融数学领域的领 导者，为此，项目在注重加强学生的定量能力的同时，也注重将现实问题转化为数学模型，以及将此结果传递给专业和非专业人士。  

毫无疑问，熟练计算机知识对金融数学是必要的，因此每个学生要有将计算机用于金融数学的知识。这些知识包括：计算机编程（C++）、数值软件的应用、符号运算、算法和数据接口的实施等。同时需要数学方面多变量微积分、线性代数、微分方程、概率统计课程。有效的沟通能力也很重要，项目会通过研讨会和课程论文的展示报告来加强学生的沟通表达能力。  

Financial Mathematics at Johns Hopkins  

At Johns Hopkins, Financial Mathematics continues a rich engineering tradition whereby the strengths of the faculty in research, education and leadership are applied to expand knowledge and apply new knowledge for the benefit of humanity by addressing the complex problems of modern society. Understanding and navigating today’s rapidly evolving, world-wide economic and financial landscape presents one of society’s most challenging, modern problems.  

FINANCIAL MATHEMATICS  

Financial Mathematics (commonly described using an array of roughly synonymous alternative titles including Financial Engineering, Computational Finance, Mathematical Finance, and Quantitative Finance) is an engineering discipline fundamentally enabled by the intellectual pursuits spanned by the faculty of Applied Mathematics and Statistics (AMS): probability, statistics, optimization, partial differential equations and scientific computing.  

The unifying premise for Financial Mathematics is more than just a collection of techniques applied to a common problem area. Rather, it quantifies and enables much of the modern interplay in global markets among companies, investors, and financial agents; constrained or constructed by the actions of central banks, regulators and governments. Global financial agents, which include broker-dealers on Wall Street, in London, Hong Kong and elsewhere, create and package (or repackage) capital products and services into the instruments that are so vital to the course of world-wide capital allocation, investment, and risk transfer. None of this could occur today without the sophisticated approaches enabled by financial mathematics which have evolved over the past 25 years.  

AT JOHNS HOPKINS  

Because of a strong university-wide commitment to collaboration, we richly benefit from scholarship everywhere at Hopkins, but particularly from scholarship in business, finance, economics, computing and management in the Carey Business School, the Department of Economics in the Krieger School of Arts and Sciences, as well as from the other departments and programs in the Whiting School of Engineering.  

   

课程设置：https://engineering.jhu.edu/ams/graduate-studies/financial-mathematics-masters-program/program-requirements-schedule/  

 

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截止日期  12月15日  

先修课要求：  

Prospective students for our graduate programs should ideally have completed a Bachelor’s level degree in Engineering, Mathematics, the Sciences, Finance* or Economics*. In addition, candidates should ideally have completed undergraduate-level courses in  

·         Calculus, through multivariable calculus  

·         Linear algebra  

·         Differential equations  

·         Probability and statistics  

·         Microeconomics and macroeconomics*  

·         Computer programming (e.g., in C++)  

·         At least two proof-writing courses  

* Considered for applications for our MSE in Financial Mathematics  

Admissions decisions are based on four major factors: Mathematical course background, grades (GPA), Graduate Record Examination (GRE) scores, and recommendation letters.  

免托福要求：  

(a) Received a bachelor's degree or master's degree from an institution in the United States, England or Australia, New Zealand, Canada, Barbados, Bahamas, and Singapore. (b) or is about to complete his/her bachelor's/master's degree at an institution in any country for which English is the official language.  

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