新加坡国立大学2022年QS排名:17 随着金融市场变得越来越纷繁复杂,需要更高层次的数学知识来更好地理解和分析金融模型和产品,并降低风险。在过去的三十年里,量化金融已经发展成为一个活跃的、成熟的数学分支。 NUS的量化金融硕士Master of Science in Quantitative Finance 开设在科学学院之下,由科学学院数学系,经济学系和统计与数据科学系三系联合授课;
专业:Master of Science in Quantitative Finance 项目长度:1年(2学期); 开学季:只有8月; 课程设置:40学分, 10门课;; 1) 必须课:5门; Stochastic Analysis in Mathematical Finance; Structured Products; Risk Management; Financial Derivatives: Modelling and Computation; Financial Time Series: Theory and Computation; 2)5门选修课:从以下课程中选择5门课程; Foundations of Machine Learning; Data Science in Quantitative Finance; Modeling and Numerical Simulations; Computational Mathematics; Interest Rate Theory and Credit Risk; Numerical Methods in Quantitative Finance; Topics in Quantitative Finance I; Topics in Quantitative Finance II; Investment and Portfolio Selection; AI & FinTech; Monte Carlo Methods in Quantitative Finance; Graduate Internship in Quantitative Finance I; Macroeconomics; Quantitative & Computing Methods; Machine Learning and Economic Forecasting; Corporate Finance; Non-parametric regression; Applied Data Mining; 录取要求: 1)本科学历:4年制本科/或者荣誉学位; 2)专业背景:很强的量化和数学和统计背景,如数学,统计学,经济学,金融,计算机,工程,物理等; 3)语言要求:TOEFL85+;IELTS6.0+; 4)推荐信:不需要; 5) GRE:不需要; 6)资金证明; 申请时间: 提前批:6.1-7.31; 常规:10.15- 1.31; 学费:SGD51,000/年; |