8DP 发表于 2009-3-3 12:36 AM
排名6：Stanford Financial Mathematics
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1. 项目简介
The Departments of Mathematics and Statistics, in close cooperation with the Departments of Economics and Management, Science & Engineering and the Graduate School of Business, offer an Interdisciplinary Master of Science Degree in Financial Mathematics. The Financial Math Program provides a masters-level education in applied and computational mathematics, statistics and financial applications to individuals with strong mathematical skills.
Of the program graduates, 15-20% continue on to higher education (PhD or faculty positions) and 80-85% assume positions in the financial industry, typically as quantitative modelers, or traders. These alumni are employees of companies such as Morgan Stanley, Goldman Sachs, Deutsche Bank, Credit Suisse, Barclays, JP Morgan, Citi, and UBS, as well as hedge funds, banks and other firms. Many of our alumni are based in New York, but some are based in London, some in Asia and some in the San Francisco Bay Area.
History
Stanford's FM-MS program started in September 1999 with a few Stanford students from other programs in the university. Enrollment of non-Stanford students began in September 2000, and the first regular size class of such students started the FM-MS program in September 2001.
Current Students/Alumni
There are roughly 80 students in the program. About 60% of these are external students who come to Stanford for the sole purpose of pursuing the FM-MS degree, 30% are current Stanford PhD students (from fields such as Mathematics, Statistics, Management Science & Engineering (MS&E), Institute for Computational and Mathematical Engineering (ICME), Economics and Business), and 10% are current Stanford undergraduates pursuing a Coterminal FM-MS degree. This breakdown also reflects the composition of the program alumni (173 as of January 2009). For more details, see our external Student Profile.
Admissions
We admit roughly 15% of external applicants to our program each December. Most of those we admit are also admitted to some of the other top U.S. programs in financial mathematics.
Program Length
About 85% of the incoming class begins classes in the autumn quarter (late September), with 15% opting to start in the summer quarter (late June).
With the advice of our faculty and peer students, each student selects his/her own set of electives and pace of study. Depending on these choices it takes 9 to 15 months to complete the program.
Accelerated load (9 months): September-June; typically 5 courses per quarter for 3 quarters
Normal load (12 months): September-August or June-June; 3-4 courses per quarter for 4 quarters, including one summer quarter
Normal load (15 months - the most common scenario): September-June, summer internship, September-December. This allows for greater flexibility in choosing electives and a lighter course load in the last quarter (which can then be dedicated to job interviewing).
8DP 发表于 2009-3-3 12:39 AM
2. 入学要求
Admissions Prerequisites
We expect entering students to have mastered the following prerequisites -- a combination of courses and work experience. We discuss our admissions criteria further in the Frequently Asked Questions section.
Courses
To be eligible for admission, students are expected to have excelled in the following courses or their equivalent.
For course descriptions, see the Stanford Bulletin -- Math, Statistics, Computer Science.
Linear algebra at the level of MATH 104 (Applied Matrix Theory), and Real Analysis (Advanced Calculus) at the level of MATH 115 (Functions of a Real Variable).
Basic Ordinary and Partial Differential Equations at the level of MATH 131 (Partial Differential Equations I), and MATH 132 (Partial Differential Equations II).
Probability at the level of STATS 116 (Theory of Probability), Theory of Statistics at the level of STATS 200 (Introduction to Statistical Inference), and Stochastic Processes at the level of STATS 217 (Introduction to Stochastic Processes) or preferably MATH 136/STATS 219 (Stochastic Processes). The latter course is offered each autumn quarter to prepare students for the required course MATH 236.
Computer programming at the level of CS106A, B or X (Programming Methodology).
Some of these courses (eg. STATS 217 and 218) are offered during the summer quarter so candidates lacking the required background may take them then. While the program may admit students whose background is weaker in a prerequisite area, students should anticipate that in order to acquire that knowledge (particularly in the area of programming), they may have an increased course load that would extend their program beyond three quarters.
We strongly recommend that current Stanford students apply after mastering the majority of material covered in the prerequisites, and after completing two of the required or elective courses.
8DP 发表于 2009-3-3 12:40 AM
3. 学位要求
Program Requirements
The program requires completion of 45 units of course work taken in residence at Stanford. Ordinarily, four quarters are needed to complete all requirements. Students admitted after April 2005 must meet the requirements within two years of entering the program (four academic quarters for those already at Stanford).
Of these 45 units, six courses must be taken from the list of required courses and six must be taken from the list of elective courses. These courses must be taken for letter grades, but students may elect to take one of the 12 courses CR/NC. An overall grade point average (GPA) of 2.75 is required. A seminar in Financial Mathematics is an integral part of the program and an opportunity to interact with leading academic and industry speakers (for credit, enroll in STATS 239AB). There is no thesis requirement.
Any remaining units required to complete the 45 total must be taken from the following options, and may be taken for letter grades or CR/NC:
from the approved list of electives with emphasis on computation, information technology, or finance
STATS 200, STATS 217, STATS 218, MATH 131, MATH 132, MATH 202 or ECON 140
additional (practical) CS courses
in the form of an industrial internship in the Bay Area or elsewhere, with the approval and supervision of a faculty member. A written report must be submitted upon completion of the internship. Students who choose to take credit for practical training must sign up for STATS 297 (1-3 units).
All courses must be numbered above 100.
Guests may search the Stanford Bulletin (course catalog) for descriptions of the prerequisite and elective courses.
Guests may search the quarterly schedule of classes via Axess.
All students are expected to abide by the Honor Code and the Fundamental Standard.
Masters Advisor
Students' academic progress is monitored by the faculty program director, currently Tze Lai.
8DP 发表于 2009-3-3 12:41 AM
Contact Us
Financial Math Program
Sequoia Hall
390 Serra Mall
Stanford University
Stanford, CA 94305-4065
(650) 723-1796
Fax (650) 725-8977
[email]finmathinfo@lists.stanford.edu[/email]
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