哥倫比亞大學(xué)金融專業(yè)詳解(共7頁)

1、 哥倫比亞( ln b y)大學(xué)金融專業(yè)(zhuny)詳解學(xué)校(xuxio)簡介：綜合排名第四，finance專業(yè)排名第四，建于1752年，哥大位于紐約州的哈密爾頓市，是一所培養(yǎng)高級(jí)知識(shí)分子的大學(xué)，而不是職業(yè)人才培訓(xùn)機(jī)構(gòu)。盡管有60%的學(xué)生是沖著法學(xué)院和醫(yī)學(xué)院而來的（這兩個(gè)學(xué)院錄取學(xué)生的入學(xué)率高達(dá)90%），但是就算是工程和應(yīng)用科學(xué)的學(xué)生在追求“技術(shù)教育”的同時(shí)，也注意培養(yǎng)自己的人文底蘊(yùn)。學(xué)生會(huì)選擇哥倫比亞大學(xué)無疑是沖著它開設(shè)的各項(xiàng)充滿生機(jī)的專業(yè)項(xiàng)目，但是這里沒有書呆子的容身之處。學(xué)生必須學(xué)會(huì)如何在這座現(xiàn)代化大城市中生存，其中包括與人相處，共同解決現(xiàn)實(shí)生活中遇到的問題。哥大放任自己的學(xué)生在大蘋果

2、城中體驗(yàn)生活，但是，在他們承受不了生活壓力時(shí)，它又會(huì)給他們提供避風(fēng)塘。哥大學(xué)生很容易融入“現(xiàn)實(shí)世界”，但同時(shí)他們又沉浸在頂級(jí)的教育氛圍里?！叭绻慵认虢邮芤涣鹘逃窒朐谶@個(gè)全世界最棒的城市中體驗(yàn)生活享受這里的資源，那么哥大將是你的最優(yōu)選擇?！表?xiàng)目一：名稱：Master of Science in Financial Economics (MSFE)旨在培養(yǎng)具備強(qiáng)大數(shù)理能力和過硬金融商科理論知識(shí)的金融人才。畢業(yè)生供職于以下這些領(lǐng)域: investment and commercial banks, pension funds, hedge funds, mutual funds, consult

3、ing firms, and policy-oriented organizations.一個(gè)兩年的項(xiàng)目，由哥倫比亞大學(xué)的Finance and Economics學(xué)院開設(shè)。該學(xué)部是哥倫比亞大學(xué)商學(xué)院最大的學(xué)部，其校友網(wǎng)絡(luò)非常強(qiáng)大。教授團(tuán)隊(duì)不乏華爾街實(shí)干者，他們將在金融領(lǐng)域?qū)嶋H工作中的收獲與見識(shí)與同學(xué)分享。學(xué)校地理位置的優(yōu)越性，讓該項(xiàng)目的課程也具備了無與倫比的優(yōu)越性，視角廣闊又極具針對(duì)性，能夠幫助學(xué)生培養(yǎng)自己的專業(yè)興趣，為將來的職業(yè)奠定專業(yè)基礎(chǔ)。項(xiàng)目最大的特點(diǎn)是比MBA更專，比PhD耗費(fèi)時(shí)間更短并與經(jīng)濟(jì)活動(dòng)緊密結(jié)合。通過精心設(shè)計(jì)的課程，學(xué)生可以學(xué)習(xí)一些PhD和MBA項(xiàng)目的課程，它的curric

4、ulum與PhD有很大的重疊性，但是他們不需要花費(fèi)4到5年的時(shí)間去攻讀一個(gè)PhD項(xiàng)目，僅需要接受2年嚴(yán)格的課程教育，便可以學(xué)到同樣多的知識(shí)。畢業(yè)要求(yoqi)：至少修完16門graduate-level的課程，此外(cwi)，需要完成一個(gè)industry-focused科研課題（research seminar）和一個(gè)(y )與課題緊密聯(lián)系的實(shí)習(xí)，實(shí)習(xí)時(shí)間至少6周，可以在企業(yè)中完成，也可以是協(xié)助教授的research assistance work。以下是其curriculum：Required Ph.D. Courses:(Ph.D.) B8207 Microeconomic Analys

5、is I (Fall first year)(Ph.D.) B8208 Microeconomic Analysis II (Spring-first year)(Ph.D.) B9311 Introduction to Econometrics (Fall first year)(Ph.D.) B9311 Financial Econometrics (Spring first year)(Ph.D.) B9302 Finance Theory I (Spring first year)(Ph.D.) B9311 Asset Pricing Theory (Second year)(Ph.D

6、.) B9311 Empirical Asset Pricing (Second year)(Ph.D.) B9311 Corporate Finance Theory (Second year)(Masters) B9312 Thesis Seminar and MS Thesis (Spring, second year)Required MBA level courses:(MBA) B6302 Capital Markets (Fall, first year)*(MBA) B6013 Accounting I (Financial Accounting) *(MBA) B8309 D

7、ebt markets (First year)(MBA) B8323 Asset Management (Spring first year or Fall second year)申請(qǐng)情況如下：截止日期：Early Decision早申請(qǐng): January 1, 2013（強(qiáng)烈建議早申請(qǐng)）Regular Decision常規(guī)申請(qǐng): January 31, 2013預(yù)備知識(shí)Prerequisites:學(xué)校有預(yù)修課程的要求，如下：Probability 概率Statistics 統(tǒng)計(jì)學(xué)Microeconomics 微觀經(jīng)濟(jì)學(xué)Two semester of Calculus 兩學(xué)期的微積分學(xué)Li

8、near Algebra and Matrix Theory 線性代數(shù)和矩陣(j zhn)理論Computer programming計(jì)算機(jī)編程Application ChecklistNonrefundable application fee $100Two essays，通過(tnggu)網(wǎng)申上傳Essay 1：In 250-500 words please describe your educational goals and those academic and/or professional achievements which have contributed most to yo

9、ur development. Essay 2：In 250-500 words please indicate your expected career track (examples include, but are not limited to, consulting, banking, asset management, research and modeling, risk management, etc.) and describe how the Master of Science in Financial Economics will help you attain your

10、career goals. Please be specific.Rsum or CVTwo letters of recommendation：需要(xyo)網(wǎng)推Transcripts from all institutions attended after high school申請(qǐng)時(shí)在線提交掃描件，錄取后再補(bǔ)寄官方紙質(zhì)成績；GMAT or GRE scores網(wǎng)申時(shí)提交分?jǐn)?shù)，錄取后才要求寄送官方score report；TOEFL scores 網(wǎng)申時(shí)提交，錄取后才要求寄送score report工作經(jīng)驗(yàn)不要求2012 Entering Class：Early DecisionRegul

11、arDecisionTotalApplications Received322120442Applications Accepted7512Acceptance Rate2.1%4.1%2.7%Class Size538Average Age222624Male to Female Ratio2:22:24:4AverageGMAT Quantitative %94.6N/A94.6Average GMAT Verbal %93%N/A93%Average GMAT Total732N/A732Average GRE Quantitative %91%95%93%Average GRE Ver

12、bal %85%93%89%Average TOEFL Total103101102Average GPA項(xiàng)目(xingm)二：名稱(mngchng)：M.S. in Financial Engineering 金融(jnrng)工程項(xiàng)目一年制full-time 項(xiàng)目，要求36個(gè)學(xué)分，分為兩部分，第一部分是summer session (July 2- August 24, 2012)，第二部分一個(gè)academic year，學(xué)生可以在三個(gè)時(shí)間點(diǎn)結(jié)束項(xiàng)目：May，August或December。共有4個(gè)Concentrations可以選擇，針對(duì)每個(gè)concentration，

13、學(xué)院都會(huì)有推薦相應(yīng)的選修課程，細(xì)節(jié)信息如下：Finance & Economics concentrationIEOR E4403: Advanced Engineering & Corporate EconomicsIEOR E4721: Global Capital Markets & InvestmentsFINC B8301: Advanced Corporate FinanceIEOR E4723: Behavioral FinanceIEOR E4708: Seminar on Important Papers in FEIEOR E4727: Foreign Exchange a

14、nd Related Derivatives InstrumentsDerivatives concentrationIEOR E4718: Introduction to Implied Volatility SmileIEOR E4710: Term Structure ModelingIEOR E4731: Credit Risk Modeling and Credit DerivativesIEOR E4602: Quantitative Risk ManagementIEOR E4721: Computational Methods in Derivatives PricingDRA

15、N B8835: Quantitative Finance: Models and ComputationIEOR E4726: Experimental FinanceIEOR E4724: Structured and Hybrid ProductsIEOR E4720: Commodity DerivativesIEOR E4500: Applications Programming for FEAsset Management concentrationIEOR E4630: Asset AllocationIEOR E4602: Quantitative Risk Managemen

16、tIEOR E4721: Global Capital Markets & InvestmentsIEOR E4722: Algorithmic TradingIEOR E4710: Term Structure ModelingIEOR E4731: Credit Risk Modeling and Credit DerivativesIEOR E4708: Seminar on Important Papers in FEIEOR E4727: Foreign Exchange and Related Derivatives InstrumentIEOR E4403: Advanced E

17、ngineering & Corporate EconomicsComputational Finance/Trading Systems concentrationIEOR E4500: Applications Programming for FEIEOR E4721: Computational Methods in Derivatives PricingIEOR E4726: Experimental FinanceIEOR E4722: Algorithmic TradingIEOR E4602: Quantitative Risk Management如下是Curriculum 2

18、012-2013供參考：The curriculum below assumes that the student will complete the degree by May 2013Summer Part I:Required Core, 7.5 points：IEOR E4701: Stochastic Models for Financial EngineeringIEOR E4706: Foundations of Financial EngineeringIEOR E4729: Financial Markets, Institutions and Risk要求成績?cè)贐-或以上。

19、FallRequired Core Courses & Electives, 12-15 points：IEOR E4007: Optimization Models and Methods for Financial Engineering (G. Iyengar)IEOR E4707: Financial Engineering: Continuous Time Models (M. Haugh)IEOR E4703: Monte Carlo Simulation (T. Leung)Required Semi-Core Elective, 3 points：IEOR E4403: Adv

20、anced Engineering and Corporate Economics (Fall Semester Only) (A. Sadighian)IEOR E4500: Applications Programming for Financial Engineering (Fall or Spring Semester) (D. Bienstock)SpringRequired Core Course & Electives, 12-15 points：IEOR E4709: Data Analysis for Financial Engineering (S. Kou)Require

21、d electives, select from the list below (9 points):DRAN B8835: Quantitative Finance: Models and Computation (C. Moallemi)IEOR E4602: Quantitative Risk Management (M. Haugh)IEOR E4630: Asset Allocation (G. Iyengar)IEOR E4708: Seminar on Important Papers in Financial Engineering (E. Derman)IEOR E4710:

22、 Term Structure Modeling (T. Leung)IEOR E4718: Introduction to the Implied Volatility Smile (E. Derman)IEOR E4721: Topics in Quantitative Finance: Computational Methods in Derivatives Pricing (A. Hirsa)IEOR E4722: Topics in Quantitative Finance: Algorithmic Trading (I. Kani)IEOR E4723: Topics in Qua

23、ntitative Finance: Foreign Exchange &Related Derivatives Instruments (D. DeRosa)IEOR E4724: Topics in Quantitative Finance: Introduction to Structured & Hybrid Products (I. Kani)IEOR E4726: Topics in Quantitative Finance: Experimental Finance (M. Lipkin& P. Mody)IEOR E4731: Credit Risk Modeling and

24、Credit Derivatives (X. He)注：August 2013 Completion和December 2013 Completion的curriculum不再(b zi)單獨(dú)列出 Tuition & Fees 2012-2013MS in FE or MSE Student Budget 2012-13Tuition (36 pts at $1578 per point)$56,808Mandatory fees$3,392Health services & insurance$2,762Books and supplies$1,654Room and board$24,61

25、2Personal expenses$5,166Total Year Budget$94,394申請(qǐng)(shnqng)要求如下：截止(jizh)日期：summer only只有(zhyu)夏季（7月）入學(xué)，相較往年，2013年截止日期延長至January 1.專業(yè)背景要求：Students entering the MS in Financial Engineering program should have an appropriate mathematical background in probability, calculus and linear algebra.申請(qǐng)者本科專業(yè)背景多為engineering, mathematics, computer science, statistics, economics, finance, or other similar quantitative fields.Completed applications must contain the following:Three (3)