Financial Engineering (MS)

专业介绍

金融工程理学硕士为跨学院项目，由 Viterbi 工程学院、Marshall 商学院与 Dornsife 文理学院经济系共同参与，面向具备工程、应用数学或物理背景的学生，训练其把数学与工程工具应用于金融领域。项目使用金融与经济学、工程、应用数学与统计的工具，处理衍生证券定价、战略规划与动态投资策略、风险管理等问题，服务投资银行、商业银行、交易公司、对冲基金、保险公司、企业风险经理与监管机构等。共需至少 33 学分：6 门必修课（含 GSBA 548 公司金融、ISE 563 金融工程、EE 503 概率、EE 512 随机过程、EE 518 数学与工具、EE 590 定向研究）加两个选修清单中的 3 门课；全部学位课程 GPA 不低于 3.0；每个培养计划均须事先获得项目负责教师书面批准。

The objective of this program is the training of graduate students with engineering, applied mathematics or physics backgrounds in the application of mathematical and engineering tools to finance. Financial engineering is a multidisciplinary education program that involves the Viterbi School of Engineering, the USC Marshall School of Business and the USC Dornsife College of Letters, Arts and Sciences (Department of Economics). Financial engineering uses tools from finance and economics, engineering, applied mathematics and statistics to address problems such as derivative securities valuation, strategic planning and dynamic investment strategies, and risk management, which are of interest to investment and commercial banks, trading companies, hedge funds, insurance companies, corporate risk managers and regulatory agencies.