纽约大学 金融工程硕士培养方案.docx

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 requiredapplied labworth 1.5 credits 上机实验课 4elective courses, each 1.5 credits 四门选修课 1capstoneexperience 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 VideoFRE 6023Economic Foundations in Finance, Credits: 3.00 VideoFRE 6083Quantitative Methods in Finance, Credits: 3.00 VideoFRE 6103Corporate Finance, Credits: 3.00 VideoFRE 6123Financial Risk Management and Asset Pricing, Credits: 3.00 VideoTrack-Required Courses (7.5 Credits)Financial Markets and Corporate Finance TrackRequiredFRE 6273Valuations & Corporate Finance, Credits: 3.003 of the Following Courses:FRE 6041Risk Management in the Real World, Credits: 1.50FRE 6091Financial Econometrics, Credits: 1.50FRE 6111Investment Banking and Brokerage, Credits: 1.50FRE 6291Applied Derivative Contracts, Credits: 1.50FRE 6351Advanced Financial Econometrics, Credits: 1.50FRE 6391Mergers & Acquisitions, Credits: 1.50FRE 6411Fixed Income Securities and Interest Rate Derivatives, Credits: 1.50FRE 6611Credit Derivatives, Credits: 1.50FRE 6711Investment Theory & Applications, Credits: 1.50FRE 6731Basel 2 and Value At Risk, Credits: 1.50Computational Finance TrackRequiredFRE 6233Options Pricing & Stochastic Calculus, Credits: 3.003 of the Following 5 Courses:FRE 6041Risk Management in the Real World, Credits: 1.50FRE 6251Numerical & Simulation Techniques in Finance, Credits: 1.50FRE 6311Dynamic Assets and Options Pricing, Credits: 1.50FRE 6331Financial Risk Management and Optimization, Credits: 1.50FRE 6351Advanced Financial Econometrics, Credits: 1.50Technology and Algorithmic Finance TrackRequiredFRE 6153Foundations of Financial Technology, Credits: 3.003 Courses From the Following:FRE 6041Risk Management in the Real World, Credits: 1.50FRE 6131Clearing and Settlement and Operational Risk, Credits: 1.50FRE 6251Numerical & Simulation Techniques in Finance, Credits: 1.50FRE 6451Behavioral Finance, Credits: 1.50 VideoFRE 6511Derivatives Algorithms, Credits: 1.50 VideoFRE 7211Forensic Financial Technology and Regulatory Systems, Credits: 1.50FRE 7221Big Data in Finance, Credits: 1.50FRE 7241Algorithmic 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 6051Insurance Finance and Actuarial Science, Credits: 1.50 VideoFRE 6491Credit Risk & Credit Derivative, Credits: 1.50FRE 6611Credit Derivatives, Credits: 1.50FRE 6671Global Finance, Credits: 1.50 VideoFRE 6731Basel 2 and Value At Risk, Credits: 1.50Recommended Labs (1.5 credits)*FRE 6821Financial Econometric Laboratory, Credits: 1.50FRE 5500Bloomberg Certification, Credits: .00Recommended Electives (6 credits)*FRE 6041Risk Management in the Real World, Credits: 1.50FRE 6231 Please Refer to Catalog (phased out in spring 2013)FRE 6351Advanced Financial Econometrics, Credits: 1.50FRE 6791 Please Refer to Catalog (phased out in spring 2013)FRE 7801Topics in Finance and Financial Markets I, Credits: 1.50Other 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 advisors permission may choose courses from other departments 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 6811Financial Software Laboratory, Credits: 1.50FRE 6821Financial Econometric Laboratory, Credits: 1.50FRE 6831Computational Finance Laboratory, Credits: 1.50FRE 6861Financial Software Engineering Laboratory, Credits: 1.50Required Certification (0 Credits)FRE 5500Bloomberg Certification, Credits: .00Capstone (3 Credits)Choose 1 capstone option: FRE 7003 Please Refer to Catalog (required for potential PhD candidates) FRE 7023Financial Engineering Capstone: Internship, Credits: 3.00 (200 hours at least; 2 reports to the faculty are required) FRE 7043Financial Engineering Capstone: Project, Credits: 3.00 (project under faculty supervision) 2 special topics courses at 1.5 credits each, with a capstone paper submitted to the facultyElectives (6 Credits)4 Courses From the FollowingFRE 6031Money, Banking and Financial Markets, Credits: 1.50FRE 6111Investment Banking and Brokerage, Credits: 1.50FRE 6131Clearing and Settlement and Operational Risk, Credits: 1.50FRE 6163Life Contingencies II, Credits: 3.00FRE 6171Management of Financial Institutions, Credits: 1.50FRE 6191Advanced Topics in Financial Technology, Credits: 1.50FRE 6211Financial Market Regulation, Credits: 1.50FRE 6243Credibility and Loss, Credits: 3.00FRE 6251Numerical & Simulation Techniques in Finance, Credits: 1.50FRE 6291Applied Derivative Contracts, Credits: 1.50FRE 6311Dynamic Assets and Options Pricing, Credits: 1.50FRE 6321Casualty I, Credits: 1.50FRE 6331Financial Risk Management and Optimization, Credits: 1.50FRE 6341Casualty II, Credits: 1.50FRE 6351Advanced Financial Econometrics, Credits: 1.50FRE 6371Contract Economics, Credits: 1.50FRE 6391Mergers & Acquisitions, Credits: 1.50FRE 6411Fixed Income Securities and Interest Rate Derivatives, Credits: 1.50FRE 6451Behavioral Finance, Credits: 1.50FRE 6471Applied Financial Econometrics, Credits: 105.00FRE 6491Credit Risk & Credit Derivative, Credits: 1.50FRE 6513Interm Deriv Valuat & Applic, Credits: 3.00FRE 6551Accounting For Financial Products, Credits: 1.50FRE 6571Asset-Backed Securities and Securitization, Credits: 1.50FRE 6591Real Estate Finance and Mortgage-Backed Securities, Credits: 1.50FRE 6611Credit Derivatives, Credits: 1.50FRE 6631Applied Derivatives and Real Options Finance, Credits: 1.50FRE 6651Term Structure Modeling and Advanced Interest Rate Derivatives, Credits: 1.50FRE 6671Global Finance, Credits: 1.50FRE 6691Intermediate Credit Derivatives Valuation and Applications, Credits: 1.50FRE 6711Investment Theory & Applications, Credits: 1.50FRE 6731Basel 2 and Value At Risk, Credits: 1.50FRE 675