金融工程（MFE）硕士专业先修课要求申请解析

广义的金融工程专业可以再细分为金融工程 ( 狭义 ) 即 Financial Engineering 、金融数学 Mathematics in Finance or Financial Mathematics 、计算金融 Computational Finance or Quantitative Finance 。金融数学更基础些，强调吃透理论后适应特定需求的建模能力 ; 计算金融则更多编程上的课程，强调用计算机来处理金融上的诸多问题，如金融交易系统的构建与维护等等 ; 而金融工程，与金融数学与计算金融都有交叉，只不过数学程度不及金融数学，编程深度不及计算金融。这只是整体的情况，但事实上，有些学校在这三者之间的区分并不明显，尤其是金融工程与金融数学之间，并且他们的就业领域其实相差不大。

申请美国大学的金融工程专业往往都有先修课程方面的要求即 P rerequisiteC ourse. 结合以往查询到的金融工程典型学校对于先修课程的要求，今天为大家总结一下美国大学金融工程专业对于先修课程的要求。

Calculus I an Calculus II （微积分）

Linear algebra （线性代数）

Real Analysis （实变函数）

Differential equations （微分方程）

Probability （概率）

Statistics （统计学）

Financial Accounting （财务会计）

Investments （投资）

Corporate Finance （公司财务）

Programming languages such as Java or C++, or in a math or a statistics programming language such as Matlab, R/S-PLUS （各种编程语言）

有关金工申请的先修课要求

哥大

先修课：概率论，线性代数，微积分

Applicants shoul have a very goo working knowlege of calculus, linear algebra, elementary ifferential equations, probability, an statistics, an a programming language. Exposure to avance calculus an mathematical analysis, incluing measure theory, is esirable but not require. Texts recommene for self-stuy

Ross: “A First Course in Probability”
Moo, Graybill & Boes: “Introuction to the Theory of Statistics”

Ruin: “Principles of Mathematical Analysis”

斯坦福大学

先修课推荐：线性代数，数值方法，推断统计学，计算机能力如C++， Matlab

纽约大学

先修课：线性代数，概率论，应用统计学，计算机相关能力

The Department receives a large number of applications every year. To be consiere for amission into the MS in Financial Engineering program, stuents must have a Bachelor’s Degree from an accreite institution an proven proficiency in:

Linear Algebra
Probability Theory
Calculus (Avance)
Applie Statistics
Computer Programming
Applicants must submit official transcripts from each institution attene as well as GRE test scores. Note that the average Quant GRE score of accepte stuents in Fall 2016 was 169.3/170. 金融数学要求

To gain amission, whether full-time, part-time, or non-egree, an applicant must emonstrate a high aptitue for quantitative reasoning. He or she must have a firm grasp of mathematics at a high unergrauate level, which inclues at least the following Mathematics courses:

Multivariate calculus (incluing partial erivatives, multiple integrals, an Taylor series)
Linear algebra (incluing linear systems of equations, eterminants, matrix factorization, range an null space, an eigenvalues of symmetric matrices)
Calculus-base course in probability (inepenence, conitional probabilities, Gaussian istribution, law of large numbers, central limit theorem)

芝加哥大学

申请要求：数学背景（多变量微积分，线性代数，概率论），及计算机能力

金融数学专业背景

Mathematics

All caniates shoul have a soli backgroun in mathematics. The minimal math prerequisites are the successful completion of at least multivariable calculus, linear algebra, an probability. Computer Programming

In aition to acaemic mathematical training an work experience, caniates with basic computer programming skills, especially in C++ or other object-oriente languages, as well as experience in MATLAB, will have an avantage in the Program. All incoming stuents are require to take a computer programming placement exam before the start of the fall quarter. Those who o not pass the exam must take Computing for Finance in C++. All stuents are require to take a minimum of 200 units of Computing coursework. 

约翰霍普金斯

先修课：微积分（多变量微积分），线性代数，微分方程，概率论和统计，微观经济学&宏观经济学，计算机技能，至少两门分析实证类课程

加州伯克利

先修课: 这个学校先修课介绍的比较详细。总的包括数学，计算机和工作实习方面的要求

康奈尔大学

先修课：概括为数学，计算机能力和随机过程

卡内基梅陇大学

每年8月为学生提供先修课学习

Strong acaemic performance in a epth of mathematics an probability coursework Experience with C or C++ programming A strong interest in a career in the quantitative finance fiel

Caniates are require to have complete the following pre-requisite coursework:

Calculus I an II Differential equations Linear algebra Calculus-base probability C or C++ programming 

南加州大学

先修课程：概率论，线性代数

由此可见，申请美国金融工程研究生的学生，除了专业能力之外，最好具备以下2个方面的能力：

1.数学能力。以下几门数学课的成绩要比较好：微积分、概率统计、线性代数、微分方程、概率统计、数值方法。如果在学校要求的课程中，申请者没有学过其中的某门或某几门课程，那么可以在学习专业课程前先去补上这些课，再进行专业学习。 2.计算机能力。如C++、Fortran、Pascal、Java、VBA，以及数学软件Matlab、Mathematica、Mathca等这些课程，也会为申请者加分，增加录取几率。