普渡大学计算金融硕士1 数学系不接受GMAT

(CF)ProgramatPurdueUniversityisagroupofacademicdepartmentsthatofferMaster'sandPh.D.degreeswithanemphasisonquantitativefinance,andthatcontainfacultymemberswithacademicandresearchinterestsincutting-edgeinvestmentscience.ThecoreoftheCFProgramiscomprisedofthreeMaster'sdegreeswithSpecializationinComputationalFinance:MBAinManagementwithCFspecializationMSinMathematicswithCFspecializationMSinStatisticswithCFspecialization.Thesedegreesarehighlycoordinated,andshareaminumumof15credithoursofcommonComputationalFinancecourses,ontopofasmanyhoursofstandardcoursesthatarespecifictoeachdepartment.Studentswiththesedegreeshaveacquiredthemathematicalandstatisticaltheoryandtools,thecomputationalexperience,andthefinancialknowledgethatarethebasisoftoday'sinvestmentfinanceindustry,includingderivativepricing,portfoliomanagement,riskmanagement,andtheirassociatednumericalmethods.PurdueUniversity普渡大学综合排名商科排名6136学校主页录取截止(forfellowshipconsideration)March1(forassistantshipconsideration)SpringOctober15(FinancialsupportisgenerallynotavailableforstudentsstartinginJanuary.)OnlyexceptionallydoestheMathematicsDepartmentconsideradmissionintoitsgraduateprogramfortheSpringsemester.(Applicationsandallsupportingdocumentationmustbereceivedonorbeforethedeadlines)GPA:3.0orequivalentrequiredTOEFL/IELTS:77Withthefollowingminimumsectionrequirements:Reading:19Listening:14Speaking:18Writing:18IELTS(AcademicModule):AnalternativetotheTOEFL,scoresof6.5orhigherwillbeacceptedGRE&SUB(GRE):Required--nominimumscorehasbeensetGraduateRecordExamination(GRE)SubjectTest:AdvancedMathematics-stronglyrecommended;requiredforfellowshipconsideration.学院信息CollegeofScienceCollegeofScience专业主页学位信息MSDegreeinMathematicswithSpecializationinComputationalFinance学制奖学金课程设置:RequiredMathCourses(excludingMathFinance)(15credithrs)ProbabilityandAnalysis:MA/STAT519andMA544or[MA504andMA538]LinearAlgebra:MA554orMA511PartialDifferentialEquations:MA523MethodsofAppliedMathematics:3ormorecreditsfromthefollowinglist:MA611,CS514,CS515,CS614,CS615,STAT528orSTAT525GroupII:RequiredCoreCFcourses(16credithrs)MathematicsofFinance:MA515AdvancedProbability,Options,andNumericalMethods:STAT516SimulationDesignandAnalysis:IE581orIntroductiontoComputationalStatisticsSTAT598Gand7ormorecredithoursapprovedbytheCFcommitteefromthefollowinglist:oFinancialManagementI:MGMT610(3cr.)oOptionsandFutures:MGMT641(2cr.)oSecurityAnalysis:MGMT642(2cr.)oFinancialRiskManagement:MGMT643(2cr.)oPortfolioManagement:MGMT614(2cr.)oSpreadsheetModelingandSimulation:MGMT690S/570(2cr.)oSeminarinFinancialMarkets:MGMT616(3cr.)oSeminarinFinancialMarkets:MGMT617(3cr.)oDesignandAnalysisofFinancialAlgorithms:STAT598W(3cr.)oVentureCapitalAndInvestmentBanking:MGMT644(2cr.)GroupIII:Electivecourses(3credithrs)3ormorecredithoursofcoursesrelatedtoCFandapprovedbytheCFcommittee.Thesecanbecoursesfromanydepartmentorschool.TheCFadvisorwillhelpstudentsmakeaselection.Possibledepartmentstochoosefrominclude:Management,Economics,Statistics,ComputerScience,AgriculturalEconomics,andIndustrialEngineering.Possibletopicsinclude:Advancedfinanceseminar,Portfoliomanagement,Securityanalysis,Macroeconomics,Internationalmonetaryproblems,Financialtimeseries,Bayesianstatisticsinfinance,andMonte-Carlomethods.AtypicaldegreeplanfortheMSdegreeinMathematicswithCFspecializationwilllooklikethis:MA511,MA519,MA523,MA544,STAT525,MA515,MA516,IE581,MGMT610,MGMT614,MGMT643,ECON608.教授介绍