Rutgers math Finance 课程列表以及历史资料【新生向

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：

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）

必修课程：

Unit

Course

Title

Semesters

Prerequisites

Comments

Math	16:642:621	Mathematical Finance I	Fall		Required
Math	16:642:622	Mathematical Finance II	Spring	Math 621	Required
Econ	16:220:507	Econometrics II (pdf)	Fall		Required. No credit with Stat 563
Econ	16:220:508	Econometrics II (pdf)	Spring	Econ 507	No credit with Stat 565 or ISE 530
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		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	16:332:503	Programming Methodology for Numerical Computing and Finance (C++)	Fall		Strongly recommended
Select one (1) or more of the following electives
Math	16:642:623	Computational Finance	Spring	Math 573, 621, ECE 503 Corequisites: Math 622 & 575	Strongly recommended
Math	16:642:624	Credit Risk Modeling	Fall (odd years)	Math 573, 621 Corequisite: Math 622	Recommended
Math	16:642:625	Portfolio Theory and Applications	Fall	Math 621, Econ 507. Co-requisite:Econ 508	Recommended.

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	Fall (even years)	ECE 503, Math 573, Math 621, Econ 507 Corequisite: Econ 508	Recommended
Math	16:642:626	Fixed income Securities and Derivative Modeling	Spring (odd years)	Math 573, 621 Corequisites:Math 622	Recommended
Math	16:642:628	Topics in Mathematical Finance: Quantitative Risk Management	Fall	Math 621, 622	Recommended
Math	16:642:628	Topics in Mathematical Finance: Energy Risk, Commodities, and Derivative Modeling	Fall (even years)	Math 573, 621	Recommended
Stat	16:960:583	Methods of Statistical Inference	Fall, Spring, Summer		No credit with Stat 567 or Econ 506
Stat	16:960:567	Applied Multivariate Analysis	Spring	Stat 563	No credit with Stat 583
Stat	16:960:588	Data Mining	Fall	Stat 567, 587
Stat	22:960:641	Topics: Analytics for Business Intelligence	Fall, Spring (Livingston)
... or from the following CS and ECE courses
ECE	16:332:566	Introduction to Parallel and Distributed Programming	Fall	Consult online schedule	Elective
ECE	16:332:567 . ----	Software Engineering I	Fall	ECE 503	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 Java	Elective. No credit with ECE 569
CS	22:198:603	Business Data Management	Fall (Livingston)
CS	26:198:622	Machine Learning	Spring (Newark)
CS	22:198:660	Business Analytics Programming	Spring (Newark)
CS	26:198:685	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		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

Lecture	Topics	Reading Assignments
1	Overview of C++ basics: syntax, control structures, data types, code compilation
2	C++ basics: loops, functions ¨C call by reference, call by value,
3 and 4	C++ basics: arrays, pointers, recursion, mathematical functions
5	Introduction to classes & object oriented programming
6 and 7	Operator overloading & memory management.
8	Inheritance & Polymorphism.
9	Advanced Inheritance.
10	Templates & The Standard Template Library
11 and 12	Abstract Data Types: lists, linked list, stack, queues, trees
13 and 14	Data Structures for Financial Engineering Applications
15	Quantitative Finance Application I
16	Review, 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============

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。 =.=

找房的具体信息：
http://bbs.rcssa.org/forum.php?mod=viewthread&tid=16194&extra=page%3D1

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

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。