复旦大学金融学专业课程设置

Discussion in 'Quantum and Mind' started by hylt, Jun 17, 2006.

  1. 本科:
    国际金融学、货币银行学、金融市场学、中央银行学、商业银行经营学、保险学、国际金融管理、投资银行业务、国际贸易学、证券投资分析、公司财务分析、国际结算、国际保险、金融英语等。

    研究生:
    国际金融专题、货币银行学专题、金融市场学专题、金融政策专题、金融博弈分析、金融风险管理专题、金融工程专题、投资学专题、金融经济学专题、金融市场计量经济学专题、风险投资专题、商业银行管理专题、跨国公司与金融市场管理等。
     
  2. 奇怪,好象没有金融数学及软件。
     
  3. 数学系有几个老师
    是金融数学方向的
     
  4. 南开的金融数学是不是国内比较领先?
     
  5. http://business.ustc.edu.cn/bsweb/jxyl/specialty_m.asp?id=29

    中国科学技术大学金融学专业研究生培养方案

    一.培养目标
    本专业培养能综合金融学、数学和计算机知识的复合型人才,使学生能掌握现代金融基本理论知识和各种金融实务操作,既能在宏观领域进行定性研究和描述,又能在微观方面进行数据的定量分析和处理。学生毕业后可从事金融、证券、公司财务管理、保险管理等方向的理论研究和实务工作。
    研究方向
    本专业现有现代金融与保险精算两个大方向,具体可分为:金融工程、风险管理、投资理论、微观金融、金融市场、金融中介、金融管理八个方向。
    二.学制及学分
    获得硕士学位一般需要2-3年。
    研究生在申请硕士学位前,必须按规定修完所需课程,总学分至少修满35分。
    三.科研能力
    1、应了解所从事研究方向的发展动态,掌握相关领域的基础理论与方法,熟悉相关文献;
    2、掌握一门外国语,能顺利阅读本专业的科技文献,初步具备写外文论文及进行口头报告的能力;
    3、在学期间取得一定的科研成果。在申请硕士学位前必须在国内外核心期刊(由学位分委员会认定)上发表(或接收发表)至少1篇论文。
    四.课程设置
    英语、政治等公共必修课和必修环节按研究生员要求。
    学科基础课和专业课见相关网页。
    五.学位论文及相关要求
    对学位论文的具体要求参照研究生院有关规定。
    六.教学大纲
    各门课程的内容简介、任课教师、学时分配、教学和考核方式、预修课程、授课教材、主要参考文献等参见商学院课程简介以及《中国科技大学研究生课程教学大纲》

    金融学(硕士)专业学位课
    高等宏观经济学 Advanced Macroeconomics
    高等计量经济学 Advanced Econometrics
    金融经济学 Financial Economics
    金融中介理论(基础课) Financial Intermediaries
    中级国际金融(基础课) Intermediate International Finance
    高等微观经济学 Advanced Microeconomics

    金融学(硕士)专业选修课
    金融工程理论与方法 Theory and Methods of Financial Engineering
    国际经济学 International Economics
    寿险精算学 Life Actuarial Science
    固定收益证券 Fixed Income Securities
    行为金融学 Behavioral Finance
    利息理论 Theory of Interest
    现代金融理论讲座 Financial Lectures
    财务分析与决策 Finanical Analyses and Decisions
    产业组织理论 Industrial Organization
    公司控制权分析 The Analysis of Corporate Control
    风险投资 Venture Capital
    金融风险管理 Financial Risk Management
    金融市场微观结构理论 Finance Market Microstructure Theory
    信用评级 Credit Evaluation
    资产定价(专业课) Financial Asset Pricing
    随机分析(专业课) Stochastic Analysis
     
  6. Ohio State University Finance PhD Program
    http://www.cob.ohio-state.edu/fin/PhDprogram/coursewk.htm

    The formal coursework in a PhD program is critical because it provides students an efficient way to learn frontier developments in the fields of interest and serves as a foundation for further scholarly research.

    Microeconomic Theory

    Finance doctoral students will take in their first year, a three-course sequence in microeconomic theory at the Economics Department. At the end of the first year, they will sit for the microeconomics theory qualifying examination and must achieve a minimum grade of an "M.A. Pass" on the examination.

    Research Tools Requirements

    They would also undertake a research tool sequence of mathematical methods in economics, probability theory, and econometrics. This sequence extends into more advanced courses in the second year such as time series analysis and advanced econometrics.

    Finance Major Field Coursework Requirements

    The first year would also include a three-course sequence in the finance major field. These courses are MBA 820 level courses covering Investments, Advanced Corporate Finance, and Derivatives. At the end of the first year, students will sit for a qualifying exam on the areas covered by these courses.

    The second year features the Finance 920 course sequence. These covers the theoretical foundations of Asset Pricing and research methods in finance. After a student passes the general exam (discussed below) and attains candidacy, he/she will progress to take Finance 923, a seminar series on Research in Finance.

    The Finance General Exam

    The Finance General Examination is a single examination, consisting of written and oral portions, administered under the auspices of the Graduate Education Committee in conjunction with the student's Advisory Committee and the Graduate School. The General Examination is a test of the student's knowledge of the field and allied areas of study, of the capacity to undertake independent research, and of the ability to think and express ideas clearly.

    The written portion of the Finance General Examination consists of the Finance Field Examination and the student's original research paper. The field examination covers the subject matter in the Finance 920 course sequence and other current developments in the finance literature. The original research paper will serve to the student's ability to conceive and complete a significant contribution to the field of study.

    The oral portion of the General Examination, which lasts approximately two hours, is held after completion of the written portion. The oral portion normally must be completed within one month of completion of the written portion. The oral portion of the General Examination includes the content of the Finance Field Examination, The Research Paper, and the student's knowledge of the field.

    Sample Coursework Schedule

    Year One
    Autumn
    Econ700 - Mathematical Techniques for Economics
    Econ804 - Microeconomic Theory I
    Fin821 - Advanced Corporate Finance

    Winter
    Econ805 - Microeconomic Theory II
    Econ740 - Statistical Inference
    Fin822 - Investments

    Spring
    Econ808 - Microeconomic Theory III
    Econ741-Econometrics
    Fin823 - Derivatives

    End of Year One Examinations
    Finance Qualifying Exam
    Microeconomics Qualifying Exam


    Year Two
    Autumn
    Fin920 - Asset Pricing Theory
    Econ742 - Advanced Econometrics
    Econ818 - Information Economics

    Winter
    Fin921 - Empirical Asset Pricing
    Econ840 - Time Series Econometrics
    Fin922 - Corporate Finance

    Spring
    Fin924 - Behavioral Finance
    Econ842 - Advanced Econometrics

    End of Year Two Examination
    General Examination

    Year Three
    Autumn
    Fin923 - Research in Finance

    Winter
    Fin923 - Research in Finance