Forum |  HardWare.fr | News | Articles | PC | S'identifier | S'inscrire | Shop Recherche
2897 connectés 

  FORUM HardWare.fr
  Emploi & Etudes
  Etudes / Orientation

  Master MSCF - Computational Finance - Carnegie Mellon, USA

 


 Mot :   Pseudo :  
 
Bas de page
Auteur Sujet :

Master MSCF - Computational Finance - Carnegie Mellon, USA

n°1088768
coolio1
Posté le 05-06-2007 à 18:24:59  profilanswer
 

http://f9g.yahoofs.com/groups/g_19928464/.HomePage/__sr_/b599.jpg?grAMuiGB3ztzYlYS
 
En quelques mots, c'est un Master américain en "Computationnal Finance/ Financial Engineering" dont les cours se déroulent sur le campus de Carnegie Mellon à Pittsburgh ou bien à NYC par connexion live Satellite depuis un batiment de Wall Street (pour les part time).
Il est organisé par les départements de Mathematiques, Statistiques, Computer Science et par la Tepper Business School.
 
Lien vers la page du Master: http://business.tepper.cmu.edu/default.aspx?id=141030
 
Voila quelques Infos en Anglais sur ce Master. (source: le site Global Derivatives )
 
Points Positifs
 
•   Excellent placement services, Housed in the Tepper Business school
•   Business perspective
•   Computational finance focused
•   Tailored FE program is helpful to students with non-finance background
•   Excellent reputation in NYC
•   Manageable class size split (35+35)
•   Strong alumni network
•   Special Networking opportunities for NYC campus
•   Financial aid/waiver available for some
 
Autres caractéristiques
 
•   Program fee ~ $63,000 (partial internship offset + aid/schol for some)
•   1.5 year program, September to January session
•   Limited access to professors (NYC Campus)
 
Best suited for:
•   Mid-career professionals with some prior work exprerience (relevant preferred)/Fresh graduates with steller academic records
 
The Summary:
 
The Master of Science in Computational Finance program is a three semester (seventeen month, including summer internship) course of study focused on the use of quantitative methods and information technology in the field of finance.
 
Graduates from MSCF work almost exclusively in the financial services industry. Careers are varied but usually revolve around deriva-tives pricing and trading, financial risk management, derivatives-related software development, and quantitative portfolio management.
 
Both theoretical and applied, the MSCF curriculum provides an in-depth understanding of the mathematics employed to model security prices, the statistical tools needed to summarize and predict the behavior of financial data, the computer science skills needed to understand the technology employed in the financial industry, and the corporate finance needed to ultimately employ all these skills in finding innovative solutions to business needs.
 
Course Structure/Topics:
 
Fall 1: August 28 to October 20, 2007
 
* Introduction to Probability
* Financial Products and Markets
* Introduction to MSCF Finance
* Presentations for Computational Finance
* Financial Computing I
 
Fall 2: October 24 to December 18, 2007
 
* Introduction to Statistical Inference
* Introduction to Fixed Income
* Financial Computing II
* Multi-Period Asset Pricing
 
Spring 3: January 14 to March 7, 2008
 
* Linear Financial Models
* Financial Computing III
* Stochastic Calculus for Finance I
* Options
 
Spring 4: March 17 to May 7, 2008
 
* Financial Time Series Analysis
* Macroeconomics for Computational Finance
* Stochastic Calculus for Finance II
* Simulation Methods for Option Pricing
 
Fall 1: August 25 to October 18, 2008
 
* Statistical Arbitrage
* Topics in Quantitative Finance
* Numerical Methods
* Derivatives Accounting
 
Fall 2: October 22 to December 17, 2008
 
* Credit Derivatives
* Dynamic Asset Management
Financial Computing IV
* Studies in Financial Engineering
 
Global Derivatives View:
 
Without a doubt, CMU has one of the top CF programs in the world and is a pioneer of quantitative finance. The program was ranking joint 5th in last year's survey based on the results taken. Although the survey results for this year's survey will not be published, we can note that there have been in favourable responses for the CMU program; which would have likely boosted it up a notch or two. Although this is a high-level quantitative program, there is still a reasonable dose of practical financial study found within the course - a fact which we feel positively about.
 
If you work in New York and don't fancy studying in Pittsburgh for the duration of the program, there is also an option to study at the New York campus.
 
A couple of factors which we would like to point out which may deter some applicants is the cost of the program being relatively high, and the duration of the program at 17 months is slightly longer than some of the other QF/CF programs in the US.
 
Key Stats:
 
Acceptance Rate: 6%
Annual Intake: 35
Application Deadline: April for fall entry
Average Age at Entry: 28
Average Compensation Upon Graduation: $90,118 Annually
Average Years of Work Experience of Class: 6
Dissertation/Thesis: No
Duration of Program: 17 Months (including internship), 32 Months (Part Time)
Entry Requirements:
--- Basic ability to program in a general purpose programming language such as C and at least two full semesters of study in differential and integral calculus, the caliber of which is required of engineering, math or science majors (most of our students have taken engineering level math courses beyond calculus, such as differential equations and linear algebra). Familiarity with C++ will be of considerable benefit
GMAT: Average - 688: 34 Verbal, 49 Quant, 4.6 AWA
GPA: Average -
GRE: Average - 576 Verbal, 784 Quant, 718 Analytical
TOEFL: Average - 633
International Students: 50%
Male-Female: 86:14
Placement Rate:
Required Courses for Completion: 25 (150 units)
Student-Teacher Ratio:
Tuition (07-08): $22,625/semester (Full Time), $2,970 per course (Part Time)
 
Additional Information:
 
Faculty includes Steven Shreve.
 
Autres Master similaires: Berkeley, Columbia, Nyu ...
 
Liens vers forums en anglais:
•   http://www.global-derivatives.com/ [...] pic=1751.0
•   http://www.global-derivatives.com/ [...] pic=1808.0
•   http://www.global-derivatives.com/ [...] pic=3438.0
•   http://www.global-derivatives.com/ [...] pic=2181.0
•   http://www.global-derivatives.com/ [...] opic=519.0
•   http://www.global-derivatives.com/ [...] pic=1967.0
•   http://www.global-derivatives.com/ [...] pic=1835.0
•   http://www.global-derivatives.com/ [...] pic=3468.0


Message édité par coolio1 le 02-07-2007 à 18:23:42
mood
Publicité
Posté le 05-06-2007 à 18:24:59  profilanswer
 

n°1157635
coolio1
Posté le 02-07-2007 à 18:12:15  profilanswer
 

Pour les curieux/intéressés il y a une reunion d'information à Londres le 12 juillet 2007.
 

Citation :

Please join us in London as we showcase our part- and full-time Computational Finance program offered at our campus in downtown New York City and Pittsburgh, Pennsylvania. Our program's Executive Director, Rick Bryant and John Lehoczky, Thomas Lord Professor of Statistics will be our hosts and will be available to answer any questions you may have. A number of alums will also be in attendance to offer you their first-hand insights. The presentation will take place on July 12, 2007 from 5:30pm -7:00pm at the Tower Thistle Hotel, St. Katharine's Way, East London (E1W 1LD). If you'd like to join us in London and find out more about the Carnegie Mellon's MSCF program please register for this event at the link below:
 
http://register.applyyourself.com/ [...] 8313&rid=1

n°3981586
john6401
QUANT
Posté le 09-08-2012 à 13:48:21  profilanswer
 

En effet cest le meilleur master de finance type quant au monde, loin devant les grands noms de harvard et MIT et aussi le plus selectif
 
vous avez ici le classement des top 10 master in finance dans le monde:
 
http://www.financeinsiderasia.com/ [...] COjTfbiaZc
 


---------------
Jonathan

Aller à :
Ajouter une réponse
  FORUM HardWare.fr
  Emploi & Etudes
  Etudes / Orientation

  Master MSCF - Computational Finance - Carnegie Mellon, USA

 

Sujets relatifs
Test séléction master 2 ToulouseMaster COSI à Paris 1
HEC Lausanne : Master en financeMaster 2 à distance
Master analyse financiere internationale, esc lille, votre avisMaster management international et e-business
Master management international et e-business!Entretien IAE grenoble - master SIO
MASEF,MMME, quel master pour les maths financières en // avec Supélec? 
Plus de sujets relatifs à : Master MSCF - Computational Finance - Carnegie Mellon, USA


Copyright © 1997-2022 Hardware.fr SARL (Signaler un contenu illicite / Données personnelles) / Groupe LDLC / Shop HFR