卞同学 于2个月前 提问

本科纯金融专业,研究生想转方向到金融工程,量化投资需要做哪些准备?有哪些学校推荐?
本人读了三年纯金融专业,觉得金融工程量化投资更适合我。本科期间自学了matlab,R,python,spss等分析软件,可以独立的实现论文的思路,数学功底也很扎实,并且也很对数学感兴趣,但只学了高数线代概率论和运筹学。现在在考虑转方向留学,目前还不知道自己在数学和编程方面还需要补习哪些课程知识,以及还没有比较清晰的择校目标。因此来此求各位大V分享学习和择校经验

于洋老师美国留学顾问

关于课程方面的补充,我建议可以先看看美国金融工程或金融数学的课程设置情况。我觉得你如果数学功底也不错,R,Python等主流的工具都学习过或接触过,应该集中注意力在实习或数模大赛等软实力提升方面。
金融工程/金融数学硕士Program课程设置介绍
•Stochastic Calculus & Black Scholes –
•The core of nearly all MFE courses is a solid grounding in stochastic calculus techniques as applied to options pricing theory, the theory of Black-Scholes and subsequent models.
•Fixed Income Derivatives –
•Fixed income derivatives modelling is an advanced area of options pricing, requiring more sophisticated mathematical tools and models.
•Numerical Options Pricing –
•Monte Carlo and Finite Difference Method techniques are often used to numerically price options. These courses tend to have a strong practical/computational component.
•Portfolio Optimization –
•Modern Portfolio Theory is an extremely important part of the asset management landscape and as such it gets a lot of attention in MFE courses.
•Risk Management –
•Many programs provide technically detailed courses on market, counter-party/credit and operational risk for both banking and asset management firms.
•Time Series Analysis/Forecasting/Regression –
•These are probably the most important courses for pure quantitative trading research. However, they don't seem to have as much prominence as the courses outlined above.
•Programming –
•Most courses provide a computational aspect. Often this is in C++ or VBA. Sometimes this includes modeling languages such as Matlab.
•Corporate Finance/Accounting –
•These tend to be optional courses in most MFE programs, but because of the pervasive nature of investment banking jobs they are still considered highly useful skillsets.
•Entrepreneurial Finance –
•Private equity, venture capital & technology startups are hot topics recently with the rise of entrepreneurial hotspots such as Silicon Valley (in San Francisco) and Silicon Roundabout (in London).

于洋老师 于 2个月前 回复
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