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商业与经济

金融数学

 学校:  

波士顿大学

   硕士生项目

MS in Mathematics Finance

标准考试成绩要求

TOFEL:90

IELTS:6.5

学年学制

17-month

学年学费

$ 71,211

奖学政策

暂无

所在校区

暂无

专业排名

暂无

招生人数

暂无

录取要求

The Questrom School of Business requires that applicants have completed the following prerequisite courses to be considered for admission. You will be asked to highlight your coursework within the online application.

Calculus I: Limits; derivatives; differentiation of algebraic functions. Applications to maxima, minima, and convexity of functions. The definite integral, the fundamental theorem of integral calculus, and applications of integration.
Calculus II: Logarithmic, exponential, and trigonometric functions; Sequences and series, and Taylors series with the remainder; Methods of integration.
Calculus III: Vectors, lines, and planes. Multiple integration, and cylindrical and spherical coordinates. Partial derivatives, directional derivatives, scalar and vector fields, the gradient, potentials, approximation, multivariate minimization, Stokes’s, and related theorems.
Linear Algebra: Matrix algebra, solution of linear systems, determinants, Gaussian elimination, fundamental theory, and row-echelon form. Vector spaces, bases, and norms. Computer methods. Eigenvalues and eigenvectors, and canonical decomposition. Applications.
Differential Equations: First-order linear and separable equations, Second-order equations and first-order systems, Linear equations and linearization, Numerical and qualitative analysis, Laplace transforms, Applications and modeling of real phenomena throughout.
Basic computer programming skills

申请材料清单

Application Fee ($125)

Credit/debit cards only

One Required Essay

Upload in the “Documents” section of the “Program Materials” portion of the application.

Video Interview

In the “Documents” section of the “Program Materials” portion of the application, respond to three video interview questions to help us get to know you better.

Resume

Current resume, as required in the “Experiences” section of the online application. Upload in the “Supporting Information” section of the online application.

Prerequisite Form

Enter your prerequisite course information in the “Questions” section of the “Program Materials” portion of the application.

Two Letters of Recommendation

In the “Recommendations” section of the “Program Materials” portion of the application.

University-Level Transcripts

Transcripts for any coursework completed, including study abroad and post graduate work, in the “Academic History” portion of the application.

GMAT Results or GRE Results

We accept either GMAT or GRE score reports for applications to the MSMF program. BU’s GMAT codes vary by program, so please see the GMAT Code chart below for your degree. BU’s GRE code is 3087.GMAT and GRE test scores are valid for 5 years and you should upload an unofficial copy with your online application. You can register for the GMAT exam at mba.com, and the GRE at ets.org. You may also wish to familiarize yourself with these tests by viewing free GMAT sample questions and practice tests, as well as free GRE preparation materials, though we do not endorse any particular prep source and encourage you to do your own research.GRE Math Subject test (Optional).

GMAT CODE
MS in Mathematical Finance: P42-5K-30
GRE CODE
MS in Mathematical Finance: 3087

ENGLISH LANGUAGE PROFICIENCY:

Candidates who have earned or will have completed at least two years of a bachelor’s or master’s degree at an institution in which the language of instruction was solely based in English are eligible for an automatic TOEFL/IELTS/PTE waiver. Candidates must present evidence of language of instruction with the application for admission. Appropriate documentation includes a transcript coversheet, an official statement from the university, or a link to the institution’s website that specifies that the mode of instruction is English. Additionally, candidates who have or will have worked for at least two years in a full-time, post-bachelor’s degree position in the US are eligible for an automatic waiver. If you do not meet this criteria but would like to be considered for a waiver, you can submit a written request highlighting your experience with and proficiency in the English language to msmf@bu.edu prior to the submission of your application. The Admissions Committee will consider these requests on a case by case basis. If you are submitting test results with your application, please be advised that tests are valid for two years.

TOEFL: BU’s TOEFL code is 3087. Minimum Scores of 600 on the PBT or 90 on the iBT are recommended.
IELTS: A student must score a minimum of 6.5 across each band.
PTE: As more candidates submit the PTE, we are developing updated standards for our requirements. As new information becomes available, it will be posted here.

UNDERGRADUATE DEGREES:
We require that applicants hold a four-year bachelor’s degree from an accredited US institution or its international equivalent. If you have earned a three-year degree that is the equivalent of a four-year degree in the US, it will be accepted in the admissions process. For example, if you earned a three-year degree in India, your degree will qualify you to be considered for admission. If you are uncertain whether your undergraduate degree meets our qualifications, please contact msms@bu.edu before starting the application process.

PERMANENT RESIDENTS:
Permanent residents should submit a copy (front and back) of their permanent resident card.

截止申请时间:

8-Nov,1-Feb

专业介绍

A distinguishing characteristic of the MSMF is the careful integration of certain practical domains of mathematics with an in-depth study of the theory and practice of modern finance. Our view of the field of mathematical finance has always been that “mathematical” modifies “finance” and that understanding the nature of the Brownian motion, while instrumental, does not amount to an understanding of finance. The net-net? This program focuses on the unique field of mathematical finance rather than treating mathematics and finance as separate entities.

The MSMF is a full-time, three-semester, 36-credit program. In your first semester you chose a concentration. The Asset Management, Quantitative Analytics, and Risk Management concentrations share a common core. The core for the Analytics & Research concentration overlaps with the other concentrations with one exception.

In addition to our comprehensive curriculum, you’ll have the opportunity to complete a two-month summer internship, allowing you to put your newly developed skills to the test, add real-world experience to your resume, and expand your network.

推荐课程

  • Asset Management:
  • Fundamentals of Finance (QSTMF702)
  • Programing for Mathematical Finance (QSTMF703)
  • Statistics for Mathematical Finance (QSTMF793)
  • Methods of Asset Pricing I (QSTMF795)
  • Fixed Income Securities (QSTMF728)
  • Advanced Topics in Investments (QSTFE825)
  • Data Analysis and Financial Econometrics (QSTMF840)
  • Mf Internship (QSTMF650)
  • Portfolio Theory (QSTMF730)
  • Accounting Risk Management (QSTAC860)
  • Quantitative Analytics:
  • Fundamentals of Finance (QSTMF702)
  • Programing for Mathematical Finance (QSTMF703)
  • Statistics for Mathematical Finance (QSTMF793)
  • Methods of Asset Pricing I (QSTMF795)
  • Fixed Income Securities (QSTMF728)
  • Methods of Asset Pricing II (QSTMF794)
  • Computational Methods of Mathematical Finance (QSTMF796)
  • Algorithmic and High-Frequency Trading (QSTMF821)
  • Portfolio Theory (QSTMF730)
  • Advanced Derivatives (QSTMF770)
  • Credit Risk (QSTMF772)
  • Advanced Computational Methods (QSTMF850)
  • Risk Management:
  • Fundamentals of Finance (QSTMF702)
  • Programing for Mathematical Finance (QSTMF703)
  • Statistics for Mathematical Finance (QSTMF793)
  • Methods of Asset Pricing I (QSTMF795)
  • Fixed Income Securities (QSTMF728)
  • Futures, Options and Financial Risk Management (QSTFE829)
  • Computational Methods of Mathematical Finance (QSTMF796)
  • Credit Risk (QSTMF772)
  • Corporate Risk Management (QSTMF731)
  • Analytics & Research:
  • Programing for Mathematical Finance (QSTMF703)
  • Statistics for Mathematical Finance (QSTMF793)
  • Methods of Asset Pricing I (QSTMF795)
  • Doctoral Seminar in Finance (QSTFE918)
  • Fixed Income Securities (QSTMF728)
  • Advanced Capital Markets (QSTFE920)
  • Portfolio Theory (QSTMF730)
  • Advanced Derivatives (QSTMF770)
  • Advanced Corporate Finance (QSTMF930)
波士顿大学攻略

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