Financial Mathematics
专业详情
The financial mathematics master’s program at Johns Hopkins is offered through the Department of Applied Mathematics and Statistics as a Master’s of Science in Engineering (MSE) degree. The program takes three semesters to complete, with students starting in the later summer and finishing in mid-December. Students with a strong quantitative undergraduate background are encouraged to apply for admission to the program.
The Master’s program in Financial Mathematics will provide a solid foundation in applied mathematics, providing the basis for an understanding and appreciation of existing models commonly used in financial applications and inferential and computational tools for developing their solution. The program will also furnish the appropriate insights in Finance where quantitative skills are most germane. The combination of these elements will create a springboard for addressing today’s quantitative challenges in finance as well as provide the preparation to meet the challenges of the future.
In order to be consistent with our aim of producing the next generation of leaders in financial mathematics, while we focus on the enhancement of students’ already considerable quantitative abilities, the program will also emphasize mastery of the abilities to translate real-world problems into mathematical ones and to communicate the solutions obtained to specialists and non-specialists alike. Accordingly there are two complementary skills that the program will ensure.
First, there is no question that mastery of computing is essential to Financial Mathematics. Thus, every graduate must have a working knowledge of the utilization of computers in Financial Mathematics. This includes such topics as: computer programming (in C/C++), use of numerical software packages, symbolic computations, and the implementation of interfaces between algorithms and data.
As important as computing, so also is the need for effective communication. We will require that students refine their communication skills by frequently making presentations in a seminar setting or similar forum, and acquire the critical technical and oral presentation skills through coursework and from the expertise available in Johns Hopkins’ Professional Communications program.
