金融工程(Financial Engineering)是一門結合了金融理論、工程原理、數學工具和程序實踐建立的一種金融模型,并進而計算金融收益與風險的一門交叉學科。因此,不同大學開設的專業有不同稱謂:數學金融、計算金融等。在現代金融實踐中有重要的作用。從事金融計算和管控風險的專業人員稱為數量分析師(Quantitative Analyst,或簡稱Quant)。
金融工程不屬于工程學傳統領域,美國工程與技術評估委員會(ABET)并不認可金融工程學位。該學位受國際金融工程師協會The International Association of Financial Engineers (IAFE) 的認可。*(1)
金融工程是一門交叉學科,通常由大學的商學院、數學系和工程學院聯合授課,其課程由于集中于金融領域,所以深度遠遠超過MBA金融方面的課程,通常包括股票市場分析、投資組合分析、期貨和期權、資產定價、資本預算、固定收益分析、利率模型、金融風險管理等課程。
就業展望
金融工程碩士的學習時間一般為全日制1年,同MBA一樣,是一種職業教育(Professional Education)而非學術研究教育(Academic Research Education),因此無需撰寫碩士論文。其全部課程均圍繞金融學的應用展開,具有實用性很強的特點,最適合那些立志于從事金融工作的年輕人。在美國,持有金融工程碩士學位的人才在市場上炙手可熱,基本上全部被各大投資銀行、基金管理公司、保險公司、風險投資公司所聘用——
- 成本評估師Cost Estimators:$63,080
- 估價師Appraisers and Assessors of Real Estate:$55,180
- 預算分析師Budget Analysts:$72,100
- 金融分析師Financial Analysts:$89,410
- 個人理財顧問Personal Financial Advisors:$90,820*(7)
選校分析
據IAFE數據統計,提供金融工程專業的美國大學有:
學校名稱 | 所在地 | 項目名稱 |
紐約市立大學博魯克學院 | Baruch College,NYCU | Masters in Financial Engineering |
Boston University | MS Mathematical Finance | |
Carnegie Mellon University | Masters in Computational Finance | |
克萊蒙特研究生大學 | Claremont Graduate University | Graduate School of Management |
福德漢姆大學 | Fordham University | Master of Science in Quantitative Finance |
George Washington University | MSF | |
Georgia Institute of Technology | Master of Science in Quantitative and Computational Science | |
Johns Hopkins University | Master of Science in Engineering in Financial Mathematics | |
North Carolina State | MS Financial Mathematics | |
紐約大學數學科學學院 | NYU Courant Institute | MS Mathematics in Finance |
紐約大學波利理工學院 | NYU Poly | Masters in Financial Engineering |
倫斯樂理工學院 | Rensselaer Polytechnic Institute | MS Financial Engineering and Risk Analytics |
羅格斯新澤西州立大學新不倫瑞克分校 | Rutgers Business School | Master of Quantitative Finance |
羅格斯新澤西州立大學新不倫瑞克分校 | Rutgers University | Masters of Financial Statistics and Risk Management Program |
UC Berkeley | Masters in Financial Engineering | |
UCLA | Masters in Financial Engineering | |
University of Chicago | MS Financial Mathematics | |
University of Connecticut | Masters in Applied Financial Mathematics | |
University of Illinois | MS Financial Engineering | |
University of Minnesota | Master of Financial Mathematics |
*(8)
QUANTNET金融工程專業排名:
學校 | 英文名 | 專業 | |
1 | Carnegie Mellon University | Computational Finance | |
2 | Columbia University | Financial Engineering | |
2 | Master in Finance | ||
4 | 紐約市立大學博魯克學院 | Baruch College, City University of New York | Financial Engineering |
4 | 加州大學伯克利分校 | University of California, Berkeley | Financial Engineering |
6 | 紐約大學 | New York University | Mathematics in Finance |
7 | 哥倫比亞大學 | Columbia University | Mathematics of Finance |
8 | Massachusetts Institute of Technology | Master of Finance | |
9 | Cornell University | MEng, FE concentration | |
10 | Georgia Institute of Technology | Quantitative and Computational Finance | |
10 | 加州大學洛杉磯分校 | University of California, Los Angeles | Financial Engineering |
12 | 羅格斯新澤西州立大學新不倫瑞克分校 | Rutgers University | Mathematical Finance |
12 | University of Toronto | Mathematical Finance | |
14 | 波士頓大學 | Boston University | Mathematical Finance |
14 | 芝加哥大學 | University of Chicago | Financial Mathematics |
16 | NYU-Poly | Financial Engineering | |
16 | 羅格斯新澤西州立大學新不倫瑞克分校 | Rutgers University | Quantitative Finance |
18 | 福德漢姆大學 | Fordham University | Quantitative Finance |
19 | John Hopkins University | Financial Mathematics | |
20 | 伊利諾伊大學厄本那-香檳分校 | University of Illinois | Financial Engineering |
20 | University of Michigan | Financial Engineering | |
20 | University of Minnesota | Financial Mathematics | |
20 | University of Washington | Computational Finance & Risk Management | |
20 | 克萊蒙特研究生大學 | Claremont Graduate University | Financial Engineering |
25 | Illinois Institute of Technology | Mathematical Finance |
*(2)
參考資料
(1) Financial engineering Wikipedia
(2) 2013-14 Ranking of Financial Engineering programs QuantNet
(3) Occupational Employment and Wages, May 2012 13-1051 Cost Estimators U.S. Bureau of Labor Statistics
(4) Occupational Employment and Wages, May 2012 13-2021 Appraisers and Assessors of Real Estate U.S. Bureau of Labor Statistics
(5) Occupational Employment and Wages, May 2012 13-2031 Budget Analysts U.S. Bureau of Labor Statistics
(6) Occupational Employment and Wages, May 2012 13-2051 Financial Analysts U.S. Bureau of Labor Statistics
(7) Occupational Employment and Wages, May 2012 13-2052 Personal Financial Advisors U.S. Bureau of Labor Statistics
(8) Academic Affiliate Members IAFE
學校列表
美國
本科
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