Aloft.E 发表于 2010-9-22 16:30
1061美元/学分,那要多少学分才能拿到硕士学位呢?
The MS in Quantitative Finance Program is a one-year program consisting of
55 credit hours. The curriculum is spread over three terms (fall term beginning in September, spring term, and summer term ending in early August). Refresher classes are offered in mathematical and statistical foundations, financial accounting, micro and macro economics, and introductory finance for those who need it during the summer semester before the regular program begins.
MSQF Core Courses
All courses in Fall and Spring terms are 2 credits each
Fall Term – Module I
Financial Modeling
Applied Micro-Economics
Global Financial Markets
Basics of Derivatives
Introduction to Stochastic Calculus
C++ for Quantitative Finance (3 credits - full Fall Term)
Fall Term – Module II
Financial Statement Analysis
Finance Theory I
Statistical Inference
Equity Style Derivatives
Simulation Applications
Spring Term – Module I
Fixed Income Securities
Equity Portfolio Management
Financial Econometrics
Interest Rate Derivatives
Risk Management
Verbal & Written Communications (3 credits - full Spring Term)
Spring Term - Module II
Fixed Income Portfolio Management
Finance Theory II
Large-scale Data Modeling
Credit Risk Management
Applied Global Macro-Economics
Summer Term
Summer Project* & Project Report (6 credits)
* Required Summer Project
All students participate in a MSQF capstone project during the Summer term. It gives students the opportunity to apply the financial theory and quantitative skills they have learned in the classroom and to get hands-on experience solving real-world financial problems in a business setting. Most students complete the project at a major financial institution. The summer project can be a paid or unpaid internship at a financial firm either arranged by the faculty or by the student him / herself. In the unlikely event that a student is not able to obtain an internship from any financial firm, a suitable research project will be designed for the student by the MSQF faculty.