
纽约大学金融工程硕士培育种植提拔方案.doc
5页NEW YORK UNIVERSITYCURRICULUM - FINANCIAL ENGINEERING, MSTo earn a Master of Science in Financial Engineering, you must complete 33 credits. You must also select 1 of 4 tracks to follow. Tracks have unique requirements in addition to the general degree requirements described below.5core courses , each 3 credits 五门核心课Track-required coursestotaling 7.5 credits四门分方向必修课1 required applied labworth 1.5 credits上机实验课4elective courses , each 1.5 credits四门选修课1capstone experience of 3 credits实践课Total # of credits: 33You must also complete the Bloomberg Essentials Online Training Program to qualify for graduation. The Department will support your efforts to complete the training program by providing many Bloomberg terminals and laboratory assistants to answer your questions. This is a zero-credit requirement, listed as FRE 5500.Core Courses (15 Credits)FRE 6003Financial Accounting, Credits: 3.00 [Video ]FRE 6023Economic Foundations in Finance, Credits: 3.00[Video ]FRE 6083Quantitative Methods in Finance, Credits: 3.00 [Video ]FRE 6103Corporate Finance, Credits: 3.00 [Video ]FRE 6123Financial Risk Management and Asset Pricing, Credits: 3.00 [Video ]Track-Required Courses (7.5 Credits)Financial Markets and Corporate Finance TrackRequiredFRE 6273 Valuations & Corporate Finance, Credits: 3.003 of the Following Courses:FRE 6041 Risk Management in the Real World, Credits: 1.50FRE 6091 Financial Econometrics, Credits: 1.50FRE 6111 Investment Banking and Brokerage, Credits: 1.50FRE 6291 Applied Derivative Contracts, Credits: 1.50FRE 6351 Advanced Financial Econometrics, Credits: 1.50FRE 6391 Mergers & Acquisitions, Credits: 1.50FRE 6411 Fixed Income Securities and Interest Rate Derivatives, Credits: 1.50FRE 6611 Credit Derivatives, Credits: 1.50FRE 6711 Investment Theory & Applications, Credits: 1.50FRE 6731 Basel 2 and Value At Risk, Credits: 1.50Computational Finance TrackRequiredFRE 6233 Options Pricing & Stochastic Calculus, Credits: 3.003 of the Following 5 Courses:FRE 6041 Risk Management in the Real World, Credits: 1.50FRE 6251 Numerical & Simulation Techniques in Finance, Credits: 1.50FRE 6311 Dynamic Assets and Options Pricing, Credits: 1.50FRE 6331 Financial Risk Management and Optimization, Credits: 1.50FRE 6351 Advanced Financial Econometrics, Credits: 1.50Technology and Algorithmic Finance TrackRequiredFRE 6153 Foundations of Financial Technology, Credits: 3.003 Courses From the Following:FRE 6041 Risk Management in the Real World, Credits: 1.50FRE 6131 Clearing and Settlement and Operational Risk, Credits: 1.50FRE 6251 Numerical & Simulation Techniques in Finance, Credits: 1.50FRE 6451Behavioral Finance, Credits: 1.50 [Video ]FRE 6511Derivatives Algorithms, Credits: 1.50 [Video ]FRE 7211 Forensic Financial Technology and Regulatory Systems, Credits: 1.50FRE 7221 Big Data in Finance, Credits: 1.50FRE 7241 Algorithmic Portfolio Management, Credits: 1.50FRE 7251Algorithmic Trading & High-Frequency Finance, Credits: 1.50FRE 7261News Analytics & Strategies, Credits: 1.50Risk Finance Track (Credit Risk, Financial Management, and Insurance)RequriedFRE 6051 Insurance Finance and Actuarial Science, Credits: 1.50 [FRE 6491 Credit Risk & Credit Derivative, Credits: 1.50FRE 6611 Credit Derivatives, Credits: 1.50FRE 6671 Global Finance, Credits: 1.50 [ Video ]FRE 6731 Basel 2 and Value At Risk, Credits: 1.50Video ]Recommended Labs (1.5 credits)*FRE 6821 Financial Econometric Laboratory, Credits: 1.50FRE 5500 Bloomberg Certification, Credits: .00Recommended Electives (6 credits)*FRE 6041 Risk Management in the Real World, Credits: 1.50 FRE 6231 Please Refer to Catalog (phased out in spring 2013) FRE 6351 Advanced Financial Econometrics, Credits: 1.50 FRE 6791 Please Refer to Catalog (phased out in spring 2013) FRE 7801 Topics in Finance and Financial Markets I, Credits: 1.50 Other appropriate special topics courses, each being 1.5 credits* - Students may, of course, choose elective courses from the entire portfolio of FRE graduate courses and with their advisor's permission may choose courses from otherdepartments of the School of Engineering or schools of NYU. Those courses listed here are suggestions.Applied Lab (1.5 Credits)Students from all tracks except Risk Finance must choose 1 lab from the following:FRE 6811 Financial Software Laboratory, Credits: 1.50FRE 6821 Financial Econometric Laboratory, Credits: 1.50FRE 6831 Computational Finance Laboratory, Credits: 1.50FRE 6861 Financial Software Engineering Laboratory, Credits: 1.50Required Certification (0 Credits)F。












