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[金工金数] Rutgers math Finance 课程列表以及历史资料【新生向

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乌崩 发表于 2014-4-18 14:20:19 | 显示全部楼层 |阅读模式

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本帖最后由 乌崩 于 2014-4-22 14:17 编辑

如题。楼主下学期也会占便宜上Math finance这个项目的课。鉴于RU的网站通常比较老而且有些不便寻找,现在把里面的资料做一个整理,供今年秋天入学的同学们做一个参考。会慢慢更新。希望秋天入学的同学们积极回复相应,同时也欢迎前辈们多拍砖提建议 :)
修课篇:. visit 1point3acres.com for more.
. 鐣欏鐢宠璁哄潧-涓浜╀笁鍒嗗湴
一般要求是6节必修课+4节选修课,每节各3学分。(其他要求包括每学期参加seminar,第一年参加实习项目, 最后有master essay). 1point3acres.com/bbs
鏉ユ簮涓浜.涓夊垎鍦拌鍧.
必修课程:. 1point3acres.com/bbs

Unit
Course
Title
Semesters
Prerequisites
Comments

Math-google 1point3acres
16:642:621
Mathematical Finance I
Fall. 鍥磋鎴戜滑@1point 3 acres

Required
Math
16:642:622
Mathematical Finance II
Spring. more info on 1point3acres.com
Math 621
Required
Econ
16:220:507
Econometrics II (pdf)
Fall

Required. No credit with Stat 563.鏈枃鍘熷垱鑷1point3acres璁哄潧
Econ
16:220:508 鏉ユ簮涓浜.涓夊垎鍦拌鍧.
Econometrics II (pdf)
Spring
Econ 507
No credit with Stat 565 or ISE 530. 鍥磋鎴戜滑@1point 3 acres
Select two (2) of the following three required courses
Math
16:642:573
Numerical Analysis I
Fall

Required
Math
16:642:574
Numerical Analysis II
Spring 鏉ユ簮涓浜.涓夊垎鍦拌鍧.

Required
Math
16:642:575
Numerical Solution of Partial Differential Equations
Spring
Math 573 or 574
Required.
来源: http://www.finmath.rutgers.edu/i ... ics&p=degreeprogram


其中prerequisite意思是必须要修了这节课才可以修下一阶段的课。比如没有修过math621,就不能修622. 因为学校的课程设置比较固定(比如621, 573等仅在秋季学期提供,所以基本上第一个学期可以选修的课程是固定的)

选修课列表就很长了,目测方向很多。欢迎上过课的前辈来交流经验。
优先选修:
Strongly recommended elective
ECE
16:332:503Programming Methodology for Numerical Computing and Finance (C++)Fall

Strongly recommended . 鐗涗汉浜戦泦,涓浜╀笁鍒嗗湴
Select one (1) or more of the following electives
Math16:642:623
Computational FinanceSpring
Math 573, 621, ECE 503
Corequisites: Math 622 & 575
Strongly recommended
Math
16:642:624
Credit Risk ModelingFall (odd years)
Math 573, 621
Corequisite: Math 622
Recommended
. 涓浜-涓夊垎-鍦帮紝鐙鍙戝竷
Math
. 鐗涗汉浜戦泦,涓浜╀笁鍒嗗湴
16:642:625. From 1point 3acres bbs
Portfolio Theory and ApplicationsFall
Math 621, Econ 507.
Co-requisite:Econ 508
Recommended.

.1point3acres缃. 鐗涗汉浜戦泦,涓浜╀笁鍒嗗湴

后面的大批清单:
Math
16:642:611
Selected Topics in Applied Mathematics: Variational Inequalities, Obstacle and Free Boundary Problems in Mathematical Finance
Fall (odd years)
Math 16:640:501
Corequisites:
Math 16:640:517
Recommended for prospective Ph.D. students
Math
16:642:627
High-Frequency Finance and Stochastic Control . visit 1point3acres.com for more.
Fall (even years)
ECE 503, Math 573, Math 621, Econ 507 . 鐗涗汉浜戦泦,涓浜╀笁鍒嗗湴
Corequisite: 鏉ユ簮涓浜.涓夊垎鍦拌鍧.
Econ 508
Recommended
Math
16:642:626
Fixed income Securities and Derivative ModelingSpring (odd years)Math 573, 621 .鏈枃鍘熷垱鑷1point3acres璁哄潧
Corequisites:Math 622. Waral 鍗氬鏈夋洿澶氭枃绔,
Recommended
Math
16:642:628
Topics in Mathematical Finance: Quantitative Risk ManagementFallMath 621, 622
Recommended
Math
16:642:628
Topics in Mathematical Finance: Energy Risk, Commodities, and Derivative ModelingFall (even years)Math 573, 621
Recommended
Stat
16:960:583
Methods of Statistical InferenceFall, Spring, Summer
No credit with Stat 567 or Econ 506
Stat
16:960:567
Applied Multivariate AnalysisSpringStat 563No credit with Stat 583
Stat
16:960:588
Data MiningFallStat 567, 587
Stat
22:960:641
Topics: Analytics for Business IntelligenceFall, Spring
(Livingston)
... or from the following CS and ECE courses
ECE.鐣欏璁哄潧-涓浜-涓夊垎鍦
16:332:566Introduction to Parallel and Distributed Programming
Fall
Consult online schedule
Elective
ECE
16:332:567
Software Engineering I
Fall
ECE 503. 1point 3acres 璁哄潧
Elective
ECE
16:332:569
Database System Engineering
Infrequent

Elective. No credit with CS 541
CS
16:198:541
Database Systems
Spring
CS 513 and C++ or JavaElective. No credit with ECE 569. 1point 3acres 璁哄潧
CS. 鐣欏鐢宠璁哄潧-涓浜╀笁鍒嗗湴
22:198:603
Business Data Management
Fall
(Livingston)
. 鐣欏鐢宠璁哄潧-涓浜╀笁鍒嗗湴
CS. 鐗涗汉浜戦泦,涓浜╀笁鍒嗗湴
26:198:622
Machine Learning
Spring
(Newark)

-google 1point3acres
CS
22:198:660
Business Analytics Programming 鏉ユ簮涓浜.涓夊垎鍦拌鍧.
Spring
(Newark)

CS
26:198:685. from: 1point3acres.com/bbs
Special Topics in Information Systems: Big Data MGMT, Analysis, and Application
Spring
(Newark)

Required seminar and special projects courses
Math
16:642:629
Special Research Projects in Mathematical Finance (1 credit)
Fall, Spring, Summer. 鍥磋鎴戜滑@1point 3 acres

Required in conjunction with certain internships
Math
16:642:630
Seminar in Mathematical Finance (1/2 credit)
Fall, Spring

Required


据了解到这个项目也可以算是programming intensive的,大家可以参考其中的一节课的课程安排来复习准备下C++。
Programming Methodology for Numerical Computing and Computational Finance
LectureTopicsReading Assignments
1Overview of C++ basics: syntax, control structures, data types, code compilation
2C++ basics: loops, functions ¨C call by reference, call by value,
3 and 4C++ basics: arrays, pointers, recursion, mathematical functions
5Introduction to classes & object oriented programming
6 and 7Operator overloading & memory management.
8Inheritance & Polymorphism.
9Advanced Inheritance.
10Templates & The Standard Template Library
11 and 12Abstract Data Types: lists, linked list, stack, queues, trees
13 and 14Data Structures for Financial Engineering Applications
15Quantitative Finance Application I
16Review, Final Project & Final Examination


从标题目测内容都还算基础,希望有上过课的同学可以来介绍一下。

先更新到这里。
===================下面是露出真实面目的分割线============. 1point3acres.com/bbs
. more info on 1point3acres.com
其实我主要目的还是想求个室友从8月底开始租房子=。= 目测大多数同学应该都还是在8月来学校,而楼主虽然目前已经在RU,但因为暑假回国所以比较倾向于从8月底开始租房子,所以也算和新生们一样吧。
楼主可以提供学校周边房子的地段信息等等,大家若是初来乍到有【学术之外】的问题也可以私信或者回复问我。 =.=. from: 1point3acres.com/bbs
. 涓浜-涓夊垎-鍦帮紝鐙鍙戝竷
找房的具体信息:
http://bbs.rcssa.org/forum.php?mod=viewthread&tid=16194&extra=page%3D1

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hannah_tian 发表于 2014-4-20 23:37:23 | 显示全部楼层
我和另一个准备去Rutgers MSMF的小伙伴也想在校外租房子的说~楼楼加个q联系下吧
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redemptionnuo 发表于 2014-9-4 22:58:56 | 显示全部楼层
ECE 16:332:503 今年换老师,但是感觉依然会很简单。以往这门课就是给没有C++背景同学的一个入门级课程,每周作业有编程经验的同学可以2小时内完成。由于上课人数多,所以答案代码丰富。缺点是比较难选。
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