更新時(shí)間：2024-10-06 15:53:55作者：留學(xué)之路
量化金融和風(fēng)險(xiǎn)管理碩士是理學(xué)碩士，屬于數(shù)學(xué)系和統(tǒng)計(jì)學(xué)系共同管理一個(gè)跨學(xué)科的理學(xué)碩士學(xué)位項(xiàng)目。
該課程重點(diǎn)關(guān)注高級(jí)數(shù)學(xué)和統(tǒng)計(jì)方法。畢業(yè)生將擁有復(fù)雜的量化技能，這將使他們能夠?qū)⒆约旱闹R(shí)應(yīng)用于解決現(xiàn)實(shí)世界的金融問題，成為量化分析師、風(fēng)險(xiǎn)經(jīng)理、交易員、開發(fā)人員和金融行業(yè)的其他角色。
量化金融和風(fēng)險(xiǎn)管理課程旨在培養(yǎng)優(yōu)秀的數(shù)學(xué)家在金融行業(yè)工作。除了完成我們要求苛刻的課程外，Quant的學(xué)生還需要在第二和第三學(xué)期之間完成暑期實(shí)習(xí)，以獲得實(shí)際的行業(yè)經(jīng)驗(yàn)。為此，學(xué)生可以獲得密歇根大學(xué)就業(yè)中心和Quant項(xiàng)目工作人員提供的豐富的職業(yè)準(zhǔn)備資源和就業(yè)服務(wù)，包括個(gè)人咨詢、簡歷準(zhǔn)備研討會(huì)、雇主信息會(huì)議和招聘會(huì)，以及校園面試。
該項(xiàng)目的目標(biāo)是為畢業(yè)生提供強(qiáng)大的數(shù)學(xué)背景，并發(fā)展必要的技能，以應(yīng)用他們的專業(yè)知識(shí)來解決現(xiàn)實(shí)世界的金融問題。學(xué)生培養(yǎng)建模技能，使他們能夠從金融語言的描述中形成一個(gè)合適的數(shù)學(xué)問題，使用隨機(jī)分析和概率論的工具進(jìn)行相關(guān)的數(shù)學(xué)分析，使用先進(jìn)的數(shù)值方法實(shí)現(xiàn)結(jié)果，并根據(jù)這些結(jié)果進(jìn)行解釋和決策。
量化項(xiàng)目要求總共36學(xué)分的課程，其中24學(xué)分是必修的核心課程，12學(xué)分是選修課。大多數(shù)學(xué)生在三個(gè)學(xué)期內(nèi)完成課程，但偶爾會(huì)將課程延長到第四個(gè)學(xué)期。碩士加速課程的學(xué)生將以不同的順序完成相同的課程。
結(jié)構(gòu)和必修課程
除特殊情況外，學(xué)生將按照規(guī)定的順序修讀以下核心必修課程:
Semester 1
§ Math 472: Numerical Analysis with Financial Applications§ Math 526: Discrete State Stochastic Processes§ Math 573: Advanced Financial Mathematics I§ Stats 500: Applied Statistics I
Semester 2
§ Math 506: Stochastic Analysis for Finance§ Math 574: Advanced Financial Mathematics II§ Stats 509: Statistical Analysis of Financial Data§ 3 credits of electives
Semester 3
§ Math 623: Computational Finance§ 9 credits of electives This course plan is structured around four course sequences that serve as the foundation of the program. Successful completion of the first course in each sequence is necessary in order to move on to the second. These sequences are described below:I. Math 573 – Math 574 : introduces students to the main concepts of Financial Mathematics and Engineering. II. Math 526 – Math 506: analyzes in more detail the mathematical tools used in Math 573 - Math 574. The two sequences of courses discuss similar problems; however, the coursework in Math 526 – Math 506 focuses on the associated mathematical challenges, while the Math 573 - Math 574 sequence emphasizes the application of mathematical methods to the relevant problems in the financial industry.III. Math 472-Math 623: focuses on the implementation of the models using tools from numerical methods for solving partial differential equations and Monte-Carlo methods. The students will develop computer programs to calculate the prices of financial derivatives and find ways of hedging risk.IV. Stats 500 – Stats 509: introduces the basic statistical tools for financial data, including regression and time series models, as well as various inference techniques.