项目一:ms in financial engineering 哥伦比亚大学的金融工程硕士项目开设于department of industrial engineering and operations research。分5个方向:计算与编程、金融与经济、金融衍生物、资产管理、计算金融与交易系统。秋季学期开学,需修满36个学分。申请要点 不接受gmat,接受gre toefl 99分以下 和ielts 6.5分以下会被要求进行语言课程的学习 最好有相关全职工作经验或者实习经验,但非必须 申请截止日期:每年1月6日 学费:17-18学年度,$**,732($1937/学分,共36学分) 课程设置 核心课程: mathematics of financial engineering primer optimization models and methods stochastic models foundations of financial engineering professional development monte carlo simulation financial engineering:continuous time models stat**tical analys** and time series 选修课: quantitative corporatefinance applications programming for financialengineers the contemporary financial systems:introductions forfinancial engineers r**k management and the financialsystem programming for financialengineering computational methods in derivatives pricing algorithmic trading event driven finance r**k management machine learning for or&fe quantitative r**k management asset allocation beyond black-scholes:the implied volatilitysmile big data in finance foreign exchange&related derivatives programming for fe 2:implementing high performancefinancial systems advanced corporate finance quantitative finance:models and computation 项目二:master of science in financial economics(msfe)哥伦比亚大学的金融经济学硕士(msfe)开设于哥伦比亚大学商学院下(columbia business school),学制2年(4学期)全日制硕士项目,每年秋季学期入学。该项目中有很多phd和m**程,但相比phd项目,msfe时间更短,更偏向实践与就业。学生至少要学16门课程,完成一次行业研究课题,并且完成一次至少6周的暑期实习,实习要与学生的研究课题紧密相连。该项目属于stem专业。申请要点 接受托福和雅思,无专业背景要求,不要求面试,不要求工作经验。往届录取情况(2017年):申请人数:576人录取人数:32人录取率:5% 班级规模:25人班级平均年龄:24 男女比例:16:8 gre quantitative 平均得分率:93% gre verbal 平均得分率:77% toefl 平均分:110 申请截止日期:2018秋季学期:2017年8月1日开始接受申请,结束时间未定(预测为2018年1月初截止) 学费:每学年55,728美元(2017-2018年数据) 课程设置 前置本科课程的要求: probability stat**tics microeconomics two semester of calculus linear algebra and matrix theory computer programming 必修phd课程: microeconomic analys** i microeconomic analys** ii finance theory i introduction to econometrics andstat**tical inference financial econometrics-timeseries financial econometrics-panel data asset pricing theory empirical asset pricing corporate finance theory thes** seminar and msthes** computing for business research 选修phd课程 microstructure theory empirical asset pricing ii computational methods forbayesian inference computational finance empirical methods in corporatefinance beh**ioral finance models and methods of continuoustime finance 必修m**程 capital markets debt markets asset management 选修m**程 quantitative finance:models andcomputation derivatives advanced derivatives fixed income derivatives international financialmanagement r**k management advanced corporate finance corporate finance