美国哥伦比亚大学金融工程专业分析

金工专业开设在哥大工程与应用科学学院的工业工程与运筹研究IEOR系下，每年8月份开学，需要完成36学分，一年左右完成的项目。

项目课程的前半部分主要是学习交易工具和其在金融市场建模中的应用。课程的后半部分为学生提供了参加更高级课程或研究特定主题的机会，从利率期限结构模型到隐含波动率的研究，以及关于金融工程应用程序编程的课程。

课程还提供五个方向的分支课程：Computation & Programming计算&编程；Finance & Economics金融&经济；Derivatives衍生品；Asset Management资产管理；Computational Finance & Trading Systems计算金融&交易系统，对于专业方向的设置学校很大程度上参考了金融行业发展的需要。

项目每周都会安排一次研讨会，在研讨会上有机会接触到华尔街以及其他金融从业者，从实际中获得经验，同时哥大也整合了就业资源，给MSFE的同学们提供了更多的渠道，比如往届校友的交流会也会定期举行，让在校生可以更及时了解各大投行的需求，同学们可以及早准备，适时调整自己的求职计划。

课程设置：

Finance & Economics(at least 3 courses):

IEORE4403 Quantitative Corporate Finance

IEORE4708 Seminar on Important Papers in Financial Engineering

IEORE4712 Behavioral Finance (1.5)

IEORE4734 Foreign Exchange & Related Derivatives Instruments (1.5)

FINCB8307 Advanced Corporate Finance (Spring semester)

Derivatives (at least 3 courses):

DROMB8112 Quantitative Finance: Models and Computation

IEORE4500 Applications Programming for Financial Engineering

IEORE4602 Quantitative Risk Management

IEORE4710 Fixed Income and Term Structure Modeling

IEORE4715 Commodity Derivatives (1.5)

IEORE4718 Beyond Black-Scholes: The Implied Volatility Smile

IEORE4731 Credit Risk Modeling and Derivatives

IEORE4732 Computational Methods in Derivatives Pricing

IEORE4735 Structured and Hybrid Products

IEORE4736 Event Driven Finance

Asset Management

For students interested in the Concentration in Asset Management, please take the following electives (at least 3 courses):

IEORE4403 Quantitative Corporate Finance

IEORE4602 Quantitative Risk Management

IEORE4630 Asset Allocation

IEORE4708 Seminar on Important Papers in Financial Engineering

IEORE4731 Credit Risk Modeling and Derivatives

IEORE4733 Algorithmic Trading

IEORE4734 Foreign Exchange & Related Derivatives Instruments (1.5)

Computation and Programming

For students interested in the Concentration in Computation and Programming, please take the following electives:

Note: If you already took IEOR E4738 and/or IEOR E4739, you should not take IEOR E4500.

IEORE4727 Programming for Financial Engineers

IEORE4738 Programming for FE 1: Tools for Building Financial Data and Risk Systems

IEORE4739 Programming for FE 2: Implementing High Performance Financial Systems

Computational Finance/Trading Systems

For students interested in the Concentration in Computational Finance/Trading Systems, please take the following electives (at least 3 courses):

IEORE4500 Applications Programming for Financial Engineering

IEORE4602 Quantitative Risk Management

IEORE4732 Computational Methods in Derivatives Pricing

IEORE4733 Algorithmic Trading

IEORE4736 Event Driven Finance

数理金融 Master in Mathematics of Finance（MAFN）

哥伦比亚大学数学系开设的数理金融项目是与统计系合办的项目。该项目集合了数学、统计、随机过程、数值方法和金融应用程序等多样化的优势。这个项目中，大多数学生有很浅给的数理背景，比如数学，统计，经济，计算机或者工程类的学生，也有很多已经在金融业工作经验丰富的申请者被录取。

Prerequisites先修课

申请人应具备微积分、线性代数、初等微分方程、概率论和统计学的良好知识，以及编程语言。接触一些先进的微积分和数学分析，包括测量理论等，不是必须的。

Statement of Academic Purpose学习计划

Please use your statement of academic purpose to address the following:

Why do you want to study the mathematics of finance, and why do you want to do it in Columbia University’s Mathematics of Finance program?

你为什么想学习金融的数学，为什么你想在哥伦比亚大学的金融课程中学习数学?

How have your activities since finishing high school prepared you to study the mathematics of finance?

你高中毕业后的活动如何让你准备好学习金融数学?

How have you satisfied the mathematics, statistics, and programming prerequisites listed above? We often spend an inordinate amount of time sifting through the application to figure this out. List mathematics, statistics, computer science, and programming courses you have taken, and list projects and activities where you have used these skills. If you have acquired some of this knowledge by self-study, then you may ask one or more of the people who write rerence letters for you to comment on it.

您如何满足上面列出的数学、统计和编程等先修课条件?

我们经常花大量的时间在应用程序中筛选来找出这个问题。

请列出你已经学过的数学、统计学、计算机科学和编程课程，

列出你使用这些技能的项目和活动。

如果你通过自学获得了一些知识，那么你可能会问一个或多个推荐信来证明。