专业介绍
量化与计算金融理学硕士由工业与系统工程学系(ISYE)开设,与数学学院和商学院合办,属于职业型学位项目,需 36 学分,没有论文选项。核心课包括金融与投资基础、衍生证券、金融数值方法、金融随机过程,其余选修来自工业与系统工程学系及佐治亚理工其他工程与科学类学院。适合本科为工程、科学、数学等量化背景,且概率、统计、线性代数和微积分基础扎实的人;背景不足者可能要先补前置课程。
官方专业介绍
The School of Industrial and Systems Engineering (ISYE) offers eight master’s degrees: Master of Science in Industrial Engineering (MS IE); Master of Science in Operations Research (MS OR); Master of Science in Supply Chain Engineering (MS SCE); Master of Science in Statistics (MS STAT); Master of Science in Health Systems (MS HS); Master of Science in Quantitative and Computational Finance (MS QCF); Master of Science in International Logistics (MS IL) that is part of the executive program; and Master of Science in Computational Science and Engineering (MS CSE). Three of these programs are interdisciplinary: MS QCF (joint with School of Mathematics, College of Business), MS STAT (joint with School of Mathematics) and MS SCE (joint with College of Computing, School of Mathematics). All proposed master’s degree programs require thirty semester credit hours with the exception of MS IL and MS QCF (thirty-six credit hours) and MS HS (thirty-three credit hours). None of these MS programs contains a thesis option. A student seeking a master’s degree must have a bachelor’s degree and typically one earned in engineering, science, mathematics, or some other field that provides an adequate background for the successful completion of one of ISyE’s programs. Students having backgrounds from unaccredited degree programs or in programs that are found lacking in relative substance can expect to first take preliminary coursework in order to elevate their preparation to the level required. The
官方项目页:Master of Science in Quantitative and Computational Finance