金融工程（MFE）硕士专业先修课要求

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 and 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 should have a very good working knowledge of calculus, linear algebra, elementary differential equations, probability, and statistics, and a programming language. Exposure to advanced calculus and mathematical analysis, including measure theory, is desirable but not required. Texts recommended for self-study

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

Rudin: “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 considered for admission into the MS in Financial Engineering program, students must have a Bachelor’s Degree from an accredited institution and proven proficiency in:

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

To gain admission, whether full-time, part-time, or non-degree, an applicant must demonstrate a high aptitude for quantitative reasoning. He or she must have a firm grasp of mathematics at a high undergraduate level, which includes at least the following Mathematics courses:

Multivariate calculus (including partial derivatives, multiple integrals, and Taylor series)
Linear algebra (including linear systems of equations, determinants, matrix factorization, range and null space, and eigenvalues of symmetric matrices)
Calculus-based course in probability (independence, conditional probabilities, Gaussian distribution, 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 candidates should have a solid background in mathematics. The minimal math prerequisites are the successful completion of at least multivariable calculus, linear algebra, and probability. Computer Programming

In addition to academic mathematical training and work experience, candidates with basic computer programming skills, especially in C++ or other object-oriented languages, as well as experience in MATLAB, will have an advantage in the Program. All incoming students are required to take a computer programming placement exam before the start of the fall quarter. Those who do not pass the exam must take Computing for Finance in C++. All students are required 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 academic performance in a depth of mathematics and probability coursework Experience with C or C++ programming A strong interest in a career in the quantitative finance field

Candidates are required to have completed the following pre-requisite coursework:

Calculus I and II Differential equations Linear algebra Calculus-based 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、Mathcad等这些课程，也会为申请者加分，增加录取几率。