南加州大學(xué)金融數(shù)學(xué)

Two remarkable changes in the last thirty years have led to the demand for a new kind of scientific skill. Globalization has led to greater interdependence of markets: more distant information from many parts of the world intervenes to determine the prices of commodities and securities on US markets. Markets move faster and are much more volatile. As a result many corporations and financial institutions have found themselves exposed to greatly increased risks that traditional financial instruments were ill equipped to handle.

1、Stochastic Calculus and Mathematical Finance

2、Financial Informatics and Simulation

3、Directed Research

4、Economic and Financial Time Series

5、Economics of Financial Markets

6、Applied Finance in Fixed Income Securities

7、Trading and Exchanges

8、Managements of Financial Risk

9、Introduction to Mathematical Statistics

10、Data Analysis

11、Filtering Theory

12、Stochastic Differential Equations

13、Applied Probability

14、Numerical Analysis

1、隨機(jī)微積分和金融數(shù)學(xué)

2、財務(wù)信息與仿真

3、定向研究

4、經(jīng)濟(jì)和金融時間序列

5、金融市場的經(jīng)濟(jì)學(xué)

6、固定收益證券中的應(yīng)用金融

7、貿(mào)易與交流

8、金融風(fēng)險管理

9、數(shù)理統(tǒng)計簡介

10、數(shù)據(jù)分析

11、濾波理論

12、隨機(jī)微分方程

13、應(yīng)用概率

14、數(shù)值分析