(转帖)世界上最好的金融工程硕士项目之一 ————哥仑比亚大学的金融工程硕士项目 课程表:
Financial Engineering Curriculum @ Columbia University
2005-2006 Academic Year
Starting July 2005, the program requires the completion of 36 credits, of which 18 are
required credits and the remaining 18 are elective. The courses will be taken over a 12
month period of full-time studies, starting with a 6 week part I summer session (July 5 -
August 12, 2005), continuing through the 2005-2006 academic year and ending with a 6 week
Part II summer session (approximately May 22 - June 30, 2006). All courses are for 3
credits, unless stated otherwise. Summer Part I: 2 Courses (Required Core)
1. SIEO W4606: Stochastic Processes for Financial Engineering
2. IEOR E4007: Optimization Models and Methods for Financial Engineering
Fall: 4 Courses (Required Core)
3. IEOR E4403: Advanced Engineering and Corporate Economics
4. IEOR E4703: Monte Carlo Simulation
5. IEOR E4706: Financial Engineering: Discrete-Time Asset Pricing
6. IEOR E4707: Financial Engineering: Continuous-Time Asset Pricing
Spring: and Summer Part II: 18 Credits Required (Elective)
At least two courses to be chosen from among the following four:
IEOR E4500: Applications Programming for Financial Engineering
IEOR E4709: Data Analysis for Financial Engineering
IEOR E4710: Term Structure Models
IEOR E4718: Topics in Derivatives Pricing
Course offerings for Summer Part II will be announced shortly.
A variety of courses are also available from other Departments and Schools at Columbia
including the Graduate School of Business, the School of International and Public Affairs,
the Departments of Computer Science, Mathematics, Statistics and Economics.