2023年11月16日

美国金融数学专业就业分析

作者 admin
下面就给大家详细解析一下金融数学/金融工程这个专业,希望对大家有所帮助。 

金融工程

金融工程Finance Enginerring:Learning methods for monitoring financial markets and evaluating financial assets and organization是研究如何监督,管理,评估金融市场,金融工具以及金融机构的一门学科。

如果你缺乏一个直观的认识,那么举几个金融工程/数学金融里面的题目框架出来。

Theories and Practice of Risk Management研究风险管理(risk management)以及模拟证券投资(simulate equity investment)的基本理论.

Evaluation and Measurement of Organizational Performance依据公司的财务金融数据(股价,公司债券价格等等)研究公司(corporate) 和证券市场( security market) 的关系研究非营利机构的金融管理

Methodology of Evaluation评估的方法,理论,发展。

计量金融

计量金融(Quantitative Finance)专为金融市场而设的一门应用数学。计量金融本义上与金融经济学的范畴有密切的关系,然而前者所涉及的领域比较狭隘,理念也比后者抽象。一般而言,若金融经济学家研究一所企业当前股价的结构性原因,数学家(或计量金融学家)所做的便是利用当前股价作参考,利用或然率微积分去计算并取得相关衍生工具的公平价格(应值价格)。

毕业出来能做什么样的工作排除人脉,门道,运气等等因素,根据国际金融工程研究会报:

QUOTE:

Financial engineers use the skills they acquire during their degree programs toward a broad selection of careers in finance, including the trading of securities, financial modeling, sales, risk management and portfolio management. We believe that the skill sets acquired in a financial mathematics masters program are sufficiently broad to prepare students for many interesting fields. Moreover as it is increasingly recognized in financial firms that computational and mathematical skills are critical to the success of all organizations, the market for students with financial mathematics degrees continues to broaden.

In the 2002 Survey, 38% of students stated that they want a career in some sort of job related to derivatives pricing, while 21% said risk management and 18% said trading derivative instruments (14% of students did not respond).

Its vey likely a student in FE becomes an expert at evaluation such as a certified accountant (CPA), a financial analyst (CFA and CMA), a valuation actuary, an estate surveyor, or managing positions at companies, governments, educational organizations, and NPOs including religious corporations.

学这些专业需要怎样的背景background

并非只有金融,数学,经济,统计,经济计量的的人才能申请这个专业的硕士和博士。

从伯克利大学的统计数据上看,除了以上专业,背景是计算机,物理,化学的人也可以申请并被录取。

对于申请的有利条件

1,数学理论和应用数学/工程学(pure and applied mathematics and engineering)

2,经济,金融基本知识

3,计算机能力

4,对金融市场,工具,机构强烈的兴趣