加州大学伯克利分校-金融工程硕士培养方案

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1、UniversityofCaliforniaatBerkeley- MScFinancialEngineeringBerkeley,CA,UnitedStatesProgramContacts: lindak@haas.berkeley.edu (Dr.LindaKreitzman)UpdatedOct2009TheSummary:OnApril14,1998,thefinancefacultyatUCBerkeley’sHaasSchoolofBusiness,undertheguidanceofProfessorEmeri

2、tusDavidPyle,presentedtheschoolwithaproposalfortheMaster'sinFinancialEngineeringProgram,thefirsteverprogramofitskindofferedatabusinessschool.Dr.PyleandtheFinancegroupwantedtoofferaprograminfinancialeconomicsthatwould:·1.offerpragmaticandtimelyengineeringsolutionstos

3、ophisticatedissuesinfinancialmarketsandmanagement.·2.meetthepractitionerneedsforcareer-longlearningandstrengthenthepracticeofriskmanagementandquantitativefinance.·3.provideeducationinafieldinwhichtheycollectivelyholdaleadershipposition.StudentsintheMFEprogramlearnto

4、employtheoreticalfinanceandcomputermodelingskillstomakepricing,hedging,tradingandportfoliomanagementdecisions.Coursesandprojectsemphasizethepracticalapplicationsoftheseskills. CourseStructure/Topics:March23,2009-March12,2010Thefullprogramconsistsof28requiredunitsinc

5、ludinganAppliedFinanceProject(1unit=15classhours).Pleasenotethatnotallelectiveswillbeofferedeveryyear.Thisscheduleistentativeandwillbeupdatedeveryterm.Spring2009:March23-May25,2009(8weeks)FundamentalsofFinancialEconomics (2units)-JohnMartinezEmpiricalMethodsinFinanc

6、e (3units)-TBAIntroductiontoStochasticCalculus (2units)-AlexeiTchstyiFinancialInstitutionsSeminarISummer2009:June1-July30,2009(8weeks)Derivatives:EconomicConcepts (2units)-MarkRubinsteinDerivatives:QuantitativeMethods (2units)-DomingoTavellaFixedIncomeMarkets (2unit

7、s)-RichardStantonAccountingandTaxationofDerivatives (1unit)-SuneelUdpa FinancialInstitutionsSeminarIIFall2009:August10,2009-October9,2009(8weeks)RequiredCourse:FinancialRiskMeasurementandManagement (2units)-Yuqing(Jeff)ShenChoose5unitsofelectives:AdvancedComputation

8、alFinance (2units)-DomingoTavellaSuccessandFailureinFinancialInnovation (1unit)-JohnO'BrienTheDesignofSecuritiesforCorporateFinancing (1un