[原创]我在TU Delft的Computational Finance专业的研究生课表

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Required total number of EC points:  120 EC

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* Mandatory (18EC):

 

1 Scientific Computing (6EC)

1 Stochastic Processes (6EC)

1 Applied Functional Analysis (6EC)

 

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* Orientation Part ( mandatory: 12EC)

 

2 Stochastic Differential Equations (6EC)

1 Risk Analysis (6EC)

 

   == Alternatives Orientation Part:

      * Advanced Modeling (6EC)

      * Applied Finite Elements (6EC)

      * Continuous Optimization (6EC)

      * Discrete Optimization (6EC)

 

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* Mathematics Electives (18-30 EC)

 

必修：Computational Aspects of Stochastic Differential Equations (6EC)

五选三：1 Non-linear Differential Equations (6EC)

2 Computational Finance (6EC)

2 Financial Mathematics (6EC)

2 Extreme Value Theory and Ruin Models (6EC)

2 Uncertainty and Sensitivity Analysis (6EC)

 

   == Alternatives Math Electives:

      * Advanced Numerical Methods (6EC)

      * Reliability Theory and Sustainability Modeling (6EC)

      * Monte Carlo Methods, Linear Models, Time Series (6EC)

 

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* Non-Mathematics Electives (18-30 EC):

 

- Internship at a bank  (two months = 15EC, 3 months = 22EC)

2 Advanced Course C++ (3EC)

1 Dutch for Beginners course (3EC)

 

   == Alternatives Non-Math Electives:

      * High Performance Computing (6EC)

      * Bedrijfseconomie

 

* MSc Thesis  (42EC)-----(at a bank)

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关键词：Computation Finance Comput Financ Finan Finance 研究生 专业 课表 Delft

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