越来越多学生选择金融工程专业，其实该专业除了就业率高，淘汰率也很高，因为该专业对学生的数学和计算机的要求非常高。下面针对该专业整理了具体的课程设置，感兴趣的同学可以了解下，相信对该专业的认识也会更加的清晰。

美国金融工程专业 大致课程有：

微积分（尤其是多元微积分）

线性代数（包括特征值与特征向量）

概率统计

数值方法

数值统计

微分方程（常微分方程、还有偏微分方程很重要）

实变函数、随机过程

C++编程

算法与数据结构

美国研究生 金融专业 相关课程介绍：

哥伦比亚大学

综合排名4    商科9    金融5

Master in Mathematics of Finance

Prerequisites （预备知识）

Applicants should have a very good working knowledge of

Calculus (three semesters, at least) 微积分 至少学习了三个学期Linear Algebra at the level of V2010 "Linear Algebra"  线性代数Elementary Differential Equations （微分方程基础 ）at the level of V3027 "Ordinary Differential Equations" （常微分方程式） and Math V3028 "Partial Differential Equations"（偏微分方程式）Probability at the level of W4105 "Probability" 概率Statistics at the level of W4107 "Statistical Inference" 统计推断If possible, an exposure to advanced calculus and mathematical analysis at the level of W4061-4062 "Principles of Mathematical Analysis".数学分析

Applicants should also have facility with an operating system, such as Windows or LINUX, and with one of programming language such as C, C++, C#, Visual Basic, Matlab, Fortran etc. 编程语言Academic Requirements and Courses

Requirements:

Ten courses, or which seven are required and three are electives.十门课，其中七门是必修课，三门是选修课

Mandatory Courses: 强制性的课程

The seven required courses are MATH W4071 (Mathematics of Finance), STAT G6503 (Time-Series Modeling), STAT W6501 (Stochastic Processes), STAT W4315 (Linear Regression Models), MATH G6071 (Numerical Methods in Finance), STAT G6505 (Stochastic Methods in Finance), and MATH G8210 (Practitioners' Seminar). Though the number of mandatory courses is seven, for advanced students with solid knowledge of linear regression mandatory course Linear Regression Models can be substituted by another course with a strong Mathematical/Statistical load. The request to take a substitution course must be approved by the director of the program. 金融数学、时间数列建模、随机程序、线性回归建模、金融计算方法、Stochastic Methods in Finance（金融随机方法）、实习讨论

Electives: 选修课

Students choose electives from a set of approved courses. Examples of approved elective courses are given later on this page. Each student must get approval for his choice of electives from the director of the program. The set of approved electives includes courses from the Mathematics and Statistics departments, as well as programs and departments such as Computer Science, Economics, Industrial Engineering and Operations Research, the Business School, and the School of International and Public Affairs. 数学与统计学、计算机科学、经济、工业管理学、运筹学、国际公共关系等

Other Requirements:

Course plans of every student and all subsequent changes must be approved by the director of the program.

Full-time students complete the program in two semesters. Part-time students must complete the program within four years (eight semesters).

All courses must be taken for a letter grade. Courses taken for R and Pass/Fail credit do not count toward the degree. Students must maintain a grade point average of B (3.0) or better to remain in good academic standing. Those who do not maintain a satisfactory average may be asked to discontinue their studies. 绩点要求在3.0或者以上。

Typical Program For a Full-Time Student. First Semester, Fall，课程设置:

1.Mathematics W4071 INTRODUCTION TO THE MATHEMATICS OF FINANCE M W 7:40pm-8:55pm Professor Mikhail Smirnov 数学

2.Statistics G6503 STAT INF/TIME-SERIES MODELLING Tu Th 6:10pm-7:25pm Professor Richard Davis 统计学-序列法

3.Statistics W6501/G6501 STOCHASTIC PROCESSES M W 6:10pm-7:25pm Professor Hongzhong Zhang 统计学-随机系统

4.Statistics W4315 LINEAR REGRESSION MODELS Tu Th 9:10am-10:25am Professor Frank D. Wood  统计学-线性回归模型

5. Elective. Can be Business School course with Business School approval, can be Economics department or SIPA course 4000 and higher, and any Math, Stat, Applied Math, Engineering course with course number 4000 and higher. Research seminars can not count as electives. 选修课程

Second Semester, Spring:

6.Mathematics G6071 NUMERICAL METHODS IN FINANCE M W 7:40pm-8:55pm Professor Tat Fung 数学-金融数值方法

7.Statistics G6505 STOCHASTIC METHODS IN FINANCE Tu Th 6:10pm-7:25pm Professor Gerardo Hernandez del Valle 统计学- STOCHASTIC METHODS IN FINANCE

8.Mathematics G8210 MATHEMATICS OF FINANCE PRACTITIONERS SEMINAR Tu Th 7:40pm-8:55pm Professor Mikhail Smirnov 金融数学 实践研讨

9. Elective. Can be Business School course with Business School approval, can be Economics department or SIPA（国际公共事务） course 4000 and higher, and any Mathematics, Stat, Applied Math, Engineering course with course number 4000 and higher. Research seminars can not count as electives. 选修课

10. Elective. Same requirements.

纽约大学

综合排名33、商科10、金融3

Master in Mathematics in Finance

申请此专业只接受GRE，GMAT不接受

Background Required

To gain admission, whether full-time, part-time, or non-degree, an applicant must demonstrate a high aptitude for quantitative reasoning. He or she must have a firm grasp of mathematics at a high undergraduate level, which includes at least the following Mathematics courses:

Multivariate calculus多变量微积分(through partial derivatives偏导函数, multiple integrals多重积分, and Taylor series泰勒级数)

Linear algebra 线性代数(systems of equations方程组, determinants行列数, factorization因式分解, range and null space零空间, and eigenvalues of symmetric matrices)

Calculus-based course in probability (independence, conditional probabilities, Gaussian distribution, law of large numbers, central limit theorem).  微积分

Work experience is not necessary to gain acceptance into the full-time program, though it can be helpful for finding a job after the program.

Full Time Masters in Mathematics in Finance: A three semester professional masters degree with the expectation that students are seeking positions in the financial industry. Entry into the full-time MS program can be made ONLY in the fall. Students take 4 courses per semester, participate in the weekly Masters Seminar, and usually do an internship during the summer between the second and third semesters. While the program is not able to guarantee placement in summer internship positions, we do have strong contacts within the financial community and offer significant help by distributing resumes to prospective employers and hosting on-campus interviews. The track record of our students receiving summer internships is extremely strong. We place heavy emphasis on job placement, with assistance given to resume preparation, interviewing skills, and access to our growing network of contacts.

Courses

Full-time students follow the schedule of Level 1 Fall courses, the Level 2 Spring courses, the Level 3 Fall courses.

Courses Offered Fall Semester

Courses Offered Spring Semester

Level 1

1. Derivative Securities衍生证劵

2.  Risk & Potfolio Mgmt with  Econometrics 风险管理、计量经济学

3. Stochastic Calculus 随机微积分

4. Computing in Finance

1. Derivative Securities

2. Risk & Potfolio Mgmt with  Econometrics

3. Stochastic Calculus

Level 2

6. Credit Markets and Models(1,4)信贷市场

7. Scientific Computing (4)科学计算

5. PDE for Finance  (3)偏微分方程

6. Int Rates & FX Models(1,3,4)外汇

7. Scientific Computing (4)

8. Advanced Risk Management (1, 2, 4)

9. Continuous Time Finance (1,3)连续时间金融

Level 3

10. Time Series Analysis And

Statistical Arbitrage (1,3,4,7)时序分析 统计套利

11. Case Studies in Financial 案例学习Modeling(3,4,9)

12. Computational Methods in Finance (7,9)

13. Project & Presentation

14. Fin Eng Models for Corp Finance (1,2)

15. Algorithmic Trading And Quantitative Strategies (2,4)算法交易和量化战略

16. Mortgage-Backed Securities and Energy Derivatives (1,3)按揭证劵和能源衍生

17. Active Portfolio Management (1, 2, 4)

下面再例举MSF专业的课程设置情况，方便学生对MFE和MSF做个对比。

波士顿学院

综合排名31  商科34  金融20

Master of Science in Finance (MSF)

GMAT和GRE都可以接受

此专业设在Carroll School of Management

一年毕业，分三个学期

Prerequisites

In order to be considered for the Quantitative Track MSF, students must complete the following courses prior to submitting their application:

Three semesters of Calculus 三个学期的微积分

One semester of Linear Algebra 一个学期的线性代数

One semester of Mathematical Statistics 一个学期的数理微积分

Curriculum

FALL

COURSE

CREDITS

MF801

Investments投资

3

MF807

Corporate Finance公司融资

3

MF820

Management of Financial Institutions金融机构管理

3

MF852

Financial Econometrics金融计量经济学

3

SPRING

COURSE

CREDITS

MF881

Corporate Finance Theory

3

Two of the following three:

MF803

Portfolio Theory最佳证劵投资理论

MF860

Derivatives & Risk Management

MF880

Fixed Income Analysis固定收益分析

6

Elective

Any 600 or 800-level CSOM course

3

SUMMER

COURSE

CREDITS

MF808

Financial Policy金融政策

3

Elective

Any 600 or 800-level CSOM course

3

TOTAL CREDIT HOURS

30

As notated above, all MSF students must complete 2 electives.  These electives can be any 600 or 800-level course offered in the Graduate School of Management.

COMMUNITY SERVICE REQUIREMENT

The Carroll School is committed to instilling a strong sense of community service in its students. In an effort to align this commitment with the program, all MSF students must complete 10 hours of service to others through meaningful work as volunteers.