• 专业概况
• 所属院系
• 中国学生入学要求
• 课程信息

专业概况

在这里学什么？

The Master of Science in Computational Finance provides students the ability to understand existing financial models in a quantitative and mathematical way. Graduates will be able to apply these quantitative tools to solve complex problems in the areas of portfolio management, risk management and financial engineering. Offered as a joint degree of the College of Computing and Digital Media and the Kellstadt Graduate School of Business, the program is designed to meet the industry-wide need for financial professionals with exceptional programming skills, as well as in-depth understanding of financial concepts and business language.

Program Features

Taught by faculty members with both industry and academic expertise, this degree will help you to develop skills to:

• Build a trading engine.
• Implement financial concepts into computer programs.
• Develop and use numerical algorithms and analytical techniques.
• Explore pricing of derivative securities.
• Understand and analyze simulation of financial systems.

Learning Outcomes

Students will be able to:

Analyze and simulate time series data using a stochastic process.

Implement a portfolio optimization algorithm based on Modern Portfolio Theory.

Demonstrate an in-depth knowledge of:

• Bond Valuation Models.
• Stock Valuation Models.
• Options Valuation Models.

所属院系

进入哪个院系学习？ Driehaus College of Business

中国学生入学要求

为来自中国的学生设计 Applicants must possess the equivalent of a U.S. bachelor’s degree from a regionally accredited institution.TOEFL – minimum score of 80 iBT TOEFL with no section lower than 17; minimum score of 550 on the paper-based exam; IELTS & IELTS Indicator – minimum overall score of 6.5 on the IELTS Academic. Pearson Test of English (PTE) – minimum English academic score of 53.

课程信息

学制：全日制(52 小时)

学费：

开学时间：预计在八月 2022

申请截止日期：预计在February, April 2023

留学地点：DePaul UniversityLoop Campus,1 East Jackson Blvd,CHICAGO,Illinois,60604, United States