关于金融数学，数学金融，金融工程

什么是金融数学，金融工程mathematical finance/finance engineering

金融工程Finance Enginerring:

Learning methods for monitoring financial markets and evaluating financial assets and organization是研究如何监督，管理，评估金融市场，金融工具以及金融机构的一门学科。

如果你缺乏一个直观的认识，那么举几个金融工程/数学金融里面的题目框架出来。

Theories and Practice of Risk Management

研究风险管理（risk management）以及模拟证券投资（simulate equity investment）的基本理论.

Evaluation and Measurement of Organizational Performance
依据公司的财务金融数据（股价，公司债券价格等等）研究公司（corporate）和证券市场（ security market）的关系
研究非营利机构的金融管理

Methodology of Evaluation

评估的方法，理论，发展。

计量金融(Quantitative Finance)

专为金融市场而设的一门应用数学。计量金融本义上与金融经济学的范畴有密切的关系，然而前者所涉及的领域比较狭隘，理念也比后者抽象。一般而言，若金融经济学家研究一所企业当前股价的结构性原因，数学家(或计量金融学家)所做的便是利用当前股价作参考，利用或然率微积分去计算并取得相关衍生工具的公平价格(应值价格)。

毕业出来能做什么样的工作 careers

排除人脉，门道，运气等等因素，根据国际金融工程研究会报：

QUOTE:

Financial engineers use the skills they acquire during their degree programs toward a broad selection of careers in finance, including the trading of securities, financial modeling, sales, risk management and portfolio management. We believe that the skill sets acquired in a financial mathematics masters program are sufficiently broad to prepare students for many interesting fields. Moreover as it is increasingly recognized in financial firms that computational and mathematical skills are critical to the success of all organizations, the market for students with financial mathematics degrees continues to broaden.

In the 2002 Survey, 38% of students stated that they want a career in some sort of job related to derivatives pricing, while 21% said risk management and 18% said trading derivative instruments (14% of students did not respond).

It's vey likely a student in FE becomes an expert at evaluation such as a "certified accountant (CPA)", a "financial analyst (CFA and CMA)", a "valuation actuary", an "estate surveyor", or managing positions at companies, governments, educational organizations, and NPOs including religious corporations.

学这些专业需要怎样的背景background

并非只有金融，数学，经济，统计，经济计量的的人才能申请这个专业的硕士和博士。

从伯克利大学的统计数据上看，除了以上专业，背景是计算机，物理，化学的人也可以申请并被录取。

但有几个对于申请的有利条件

1，数学理论和应用数学/工程学（pure and applied mathematics and engineering）

2，经济，金融基本知识

3，计算机能力

4，对金融市场，工具，机构强烈的兴趣

有哪些学校提供这些专业

这个专业在美国最多；英国，澳大利亚也有；欧洲不是很多。

Ball State University
BS Financial Mathematics

Baruch College
Masters of Science in Applied Mathematics for Finance

Bogazici University
MS Financial Engineering

Boston University
MA Mathatical Finance

Polytechnic University
MS Financial Engineering

Carnegie Mellon University
MS Computational Finance

Carnegie Mellon University
PhD Mathematical Finance

Cass Business School
MS Mathematical Trading and Finance and
MS in Finance, Economics and Econometrics

City University of Hong Kong
MS Financial Engineering

Claremont Graduate University
MS Financial Engineering

Columbia University
MS Financial Engineering
MA, Mathematics, with specialization in the Mathematics of Finance

MS, Industrial Engineering and Operations Research
Financial Engineering courses available

Cornell University
MBA Financial Engineering

Cornell University
M. Eng in Operations Research & Industrial Eng.

DePaul University
MS Finance/Risk Management/Financial Engineering

Dublin City University - Ireland
MS Investment and Treasury
MSc Financial & Industrial Mathematics

Erasmus University Rotterdam
Master in Quantitative Finance

FAME: International Center for Financial Asset Management and Engineering - Geneva
Executive Education Program, including courses in Alternative Investments and Financial Engineering.

Florida State University
MS & PhD Financial Mathematics

George Washington University
MS, Finance

Georgia Institute of Technology
MS Quantitative and Computational Finance

Georgia State University
Mathematical Risk Management

Glasgow Caleonian University
BS Financial Mathematics

HEC, Montreal
MS Financial Engineering

Illinois Institute of Technology
MS Finance
MS Financial Markets

Imperial College of Science, Technology and Medicine
MSC Mathematics and Finance

James Madison University
BS Quantitative Finance

Johns Hopkins University Graduate School of Business
MS Finance

The Karol Adamiecki Academy of Engineering
MS Financial Engineering and Banking

Kent State University
MS Financial Engineering

Lavel University
MS Financial Engineering

London Business School
Masters in Finance

Massachusetts Institute of Technology
MBA with Financial Engineering Track

Multimedia University, Malaysia
Bachelor of Financial Engineering

Nanyang Technological University
MS Financial Engineering

National University of Singapore
BS and MS Financial Engineering

New York University
MS Statistics and Operational Research, Financial Engineering Specialization

New York University, Courant Institute of Mathematical Sciences
MS Mathematics in Finance

North Carolina State University
MS, Financial Mathematics

Northwestern University
MS, Industrial Engineering and Management Sciences
Financial Engineering Concentration available

Oklahoma State University
MS Quantitative Financial Economics

Princeton University
MSE, Ph.D Operations Research and Financial Engineering

Purdue University
MS Computational Finance

Rutgers Business School
Master of Quantitative Finance
MS Quantitative Finance

Rutgers University (New Brunswick/Piscataway campus)
MS in Mathematical Finance

Stanford University
MS, Financial Mathematics
MS, Management Science & Engineering

Stevens Institute of Technology
Graduate Certificate in Financial Engineering
MS, Financial Engineering

State University of New York at Buffalo
MS, Finance

University of Alabama
MA in Banking and Finance

University of California at Berkeley
MS Financial Engineering
Certificate in Financial Engineering, Executive Education

University of Chicago
MS Financial Mathematics

University of Connecticut
MS Applied Financial Mathematics

University of Dayton
Masters of Financial Mathematics

University of Edinburgh
in partnership with Heriot Watt University
MS Financial Mathematics

University of Florida
Warrington College of Business Administration
MS, Finance

University of Hong Kong
Masters of Finance - Financial Engineering and Risk Management Tracks

University of Illinois at Urbana-Champaign
College of Business
MS, Finance

University of Karlsruhe
MSc, Financial Engineering

University of London
Birbeck College
M.Sc. in Financial Engineering

University of Michigan
Financial Engineering Program

University of Manchester
Manchester Business School
M.Sc. Quantitative Finance

University of North Carolina, Charlotte
M.S. Mathematical Finance

University of Oxford
Diploma in Mathematical Finance

University of Pretoria
MS Mathematics of Finance

University of Reading
ISMA Centre, the Business School for Financial Markets
MS Financial Engineering and Quantitative Analysis

University of Rochester
Simon School of Business Administration
MS, Finance

University of Southern California
Professional MS in Mathematical Finance

University of St. Gallen
Master Quantitative Economics and Finance

University of Technology, Sydney
Master of Quantitative Finance

University of Torino, Italy
Masters in Quantitative Finance

University of Toronto
Master of Mathematical Finance

University of Tulsa
MS in Finance / Risk Management

University of Twente, the Netherlands
Masters in Financial Engineering

University Of Valencia, Spain
PhD, Quantitative Finance

University of Warwick
MS Financial Mathematics

University of Waterloo
Mathematical Finance

University of the Witwatersrand-Johannesburg
MCom Finance

Virginia Commonwealth University
Bachelor of Science in Financial Technology

Vrije Universteit Amsterdam, Universiteit Utrecht & Universiteit van Amsterdam
MSc in Stochastics and Financial Mathematics

York University
MS Financial Engineering

如何在学校之间做出选择

1,课程设置：

课程是否全面，是否涵盖了数学，计算机，金融，是否可以为你以后的就业，提供一个坚实的学术基础。如果你本身金融知识薄弱，可以重点看那些通过选课，增加金融理论和应用课程学习的学校。

可能会有的课很多很多，详情参看各个上一楼中，各个学校专业介绍。比如：
INTRODUCTION TO FINANCIAL ENGINEERING:
FINANCIAL ENGINEERING,
FINANCIAL ECONOMICS,
MANAGEMENT SCIENCE,
NONPROFIT AND GOVERNMENTAL ACCOUNTING,
CORPORATE AND MARKET SIMULATION,
COUNTRY RISK ANALYSIS,
PROJECT EVALUATION,
BUSINESS ANALYSIS AND VALUATION,
POPULATION DYNAMICS,
MICRO ECONOMY
QUANTATIVE ECONOMIC ANALYSIS
COMPLEXITY AND GAME THEORY,
EVALUATION AND ASSESSMENT OF EDUCATION,
MODERN MATHEMATICS,
MATHEMATICAL PHENOMENA,
NUMERICAL ANALYSIS,
MATHEMATICS FOR INFORMATICS
MATHEMATICAL MODELS
MULTI-VARIABLE STATISTICAL ANALYSIS,
INTRODUCTION TO TIME-SERIES ANALYSIS,
STATISTICAL ANALYSIS,
DATABASE ARCHITECTURE