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伦敦政治经济学院金融数学硕士课程
课程类型: 硕士课程
会计 / 金融 / 经济硕士
学校名称: 伦敦政治经济学院 LSE
学校位置: 伦敦
课程长度: 10个月
开学日期: 9月
伦敦政治经济学院 LSE
www.lse.ac.uk
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入学要求 Requirement:

学术要求: 2:1 degree in mathematics or another mathematics based subject.

英语要求:IELTS 7.0 or internet-based TOEFL 107.

学费 Tuition Fee:2012/2013   £21,312

 
课程特征 Course Features:

This programme aims to develop students' understanding of the foundations of financial mathematics, and to equip them with knowledge of a range of mathematical and computational techniques that are required for a variety of quantitative positions in the financial sector.

It draws on LSE's strengths in finance and related areas, and includes compulsory and optional courses given by the Department of Mathematics, the Department of Finance and the Department of Statistics.

 
课程内容 Course Content :

Core modules

Pre-sessional:introduce some key concepts and techniques of relevant mathematical theory,and also includes an introduction to programming in C++.
The Mathematics of the Black and Scholes Theory
The Foundations of Interest Rate, Foreign Exchange, and Credit Risk Theory
Stochastic Processes
Fixed Income Markets
Computational Methods in Finance

Elective modules
Preferences, Optimal Portfolio Choice, and Equilibrium
Probability and Measure
Stochastic Analysis
Computational Learning Theory and Neural Networks
Game Theory I
Algorithms and Computation
Continuous-Time Optimisation
Information, Communication and Cryptography
Search Games
Financial Risk Analysis
Forecasting Financial Time Series
Derivatives
Quantitative Methods for Finance and Risk Analysis
Portfolio Management
International Finance
Principles of Finance
Time Series

 

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