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  • 2# 发表于 2009-3-21 12:56 PM  只看该作者
    2. 入学申请

    Admission to Graduate Study
    Financial Mathematics

    Preparation. To accommodate students from a variety of backgrounds, we have set up a flexible program with some course choices based on previous preparation. The typical first Fall semester courses in the program require good knowledge of undergraduate mathematics, including:   multivariate calculus  
      linear algebra  
      differential equations  
      probability, and  
      upper division advanced calculus.  
       
    In addition,   students must have some corporate finance background to satisfy the prerequisites of the Fall course FIN 5515 (see the FIN 5515 course description for more details), and  
      before the first Spring semester, as a prerequisite for MAP 5611 Computational Finance, students must have a working knowledge of a high level programming language such as C++, Fortran, or Java.  
       
    However, students without corporate finance or adequate programming skills may fill in this background in the Summer before the first Fall -- see Entry Date below.


    Applications. If you are interested in this program, go to Academics/Graduate/ and follow links until you have completed the application steps for Stage I. International applicants should apply by December 15 for the following Summer or Fall if they want priority consideration for financial assistance; domestic applicants by January 15. Later applications are also considered when space is available.

    Please apply for the degree (MS or PhD) you currently intend to be your terminal degree. However, note that both MS and PhD students follow the Master's course program in the beginning; PhD students are expected to satisfy the requirements of the MS degree; and MS students may petition to transfer to the PhD program if their record is strong.

    To be considered for admission, you must submit   official GRE scores, with a minimum of 700 Quantitative and 1100 combined Quantative + Verbal,  
      current transcripts from all attended post-secondary institutions  
      letters of recommendation sent directly to us from the recommender  
      a completed online Departmental application form (see above).  
       
    Additionally, if your native language is not English and you have not previously completed at least two years of study in the US, you will need to submit   TOEFL scores.  
       

    Entry Date. Normal admission to the program is granted for either Summer or Fall each academic year. Because of the demands of graduate courses in and outside mathematics, most students need to enter the program at the beginning of one of the summer terms (around May 10 or June 20) to fill in needed background. E.g. it is common for mathematics students not to have yet taken corporate finance; such students should plan to arrive for the second summer term when they can be placed in FIN 3403 to prepare for the Fall course FIN 5515.

    In rare cases students have begun the program in January; PhD applicants with an advanced background should consult the Director of Financial Math before applying for a January admission.
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    3# 发表于 2009-3-21 12:58 PM  只看该作者
    3. 学位要求


    [size=+2]Degree Requirements
    Financial Mathematics



    Supervisory Committee — Individually planned programs selected with the Program Director follow the first year courses. In the first semester the Director will appoint a Chair of the MS Supervisory Committee for both MS and PhD students; the Chair will take over as the primary advisor, in consultation with the Director, until completion of the MS degree (or, for PhD students, until appointment of a PhD major professor). The student and Chair will select two more faculty, one in Mathematics, and one from another participating department, to complete a three-member MS Supervisory Committee. This committee should be formed no later than the end of the third semester.
    Requirements. The Master’s (MS) option in Financial Mathematics is a course-type option requiring 36 letter-graded graduate hours, comprising 12 letter-graded 3 hour semester courses, of which at least seven 3-hour courses are among specified courses in the Department of Mathematics and at least one 3-hour course each is from the Departments of Economics, Finance, and Statistics. Additionally, the student will normally complete, in each Fall and Spring semester until earning the MS degree, the 1-hour professional seminar, (see below MAT 5939r). Substitutions requested due to student backgrounds or course availabilities will be determined by appropriate Graduate Advisors to the program and the Director. Up to 6 hours of courses equivalent to listed courses may be transferred, subject to university requirements, from another United States university, provided they were not previously used as credit toward a degree at any institution.
    For the PhD, the courses for the Master’s as listed below are to be completed at FSU (or waived if there is previous equivalent study) by PhD intending students. In addition to satisfying the Master’s degree requirements, students must pass two approved qualifiers as part of advancement to doctoral candidacy. PhD students must also pass the two semester course sequence MAA 5616-5617 Measure & Integration I & II prior to completing the PhD degree, unless waived by prior equivalent study.
    A Note About Computing. Facility with computer programming is required. By the second semester students are expected to be familiar with a high level programming language such as C, C++, Java, or Fortran. The Program has a computational emphasis, especially in the courses Computational Finance and Current Topics. Students enter with a variety of computing skills and are encouraged to extend them; a laptop computer very helpful and most students acquire one by the end of their first year.


    Financial Mathematics Master’s Degree Checklist


    Here are typical schedules leading to the MS degree after two years; these choices can be modified with permission depending on a student's background. Actual schedules are planned with the Director, and then with the Supervisory Committee when available. Note: both tracks allow for either continuing on to the PhD, or stopping with the MS.
    Standard M.S. track:
    1st Fall1st SpringSummer2nd Fall2nd Spring
    MAP5601 Intro to Financial MathematicsMAP5611 Intro to Computational FinanceSTA5807 Stochastic ProcessesMAP6621 Financial Engineering IMAP6437 Current Topics (Projects)
    FIN5515 InvestmentsECO5281 Financial Economics I(optional approved internship)(Approved Math Elective I)(Approved Math Elective II)
    STA5326 Distribution Theory and InferenceMAD5932 Methods for Interdisc. Applications
    (Approved Elective)(Approved Elective)

    Advanced track, for Ph.D. preparation:
    1st Fall1st SpringSummer2nd Fall2nd Spring
    MAP5601 Intro to Financial MathematicsMAP5611 Intro to Computational FinanceSTA5807 Stochastic ProcessesMAP6621 Financial Engineering IMAP6437 Current Topics (Projects)
    FIN5515 InvestmentsECO5281 Financial Economics I
    STA5326 Distribution Theory and InferenceMAD5932 Methods for Interdisciplinary Applications
    (Qualifier Course)(Qualifier Course)
    (Qualifier Course)(Qualifier Course)



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    4# 发表于 2009-3-21 12:59 PM  只看该作者
    4. 主要课程

    Guidelines for student programs.

    Requirements:

    Each of the following eight courses is required for master’s and doctoral students unless the student has equivalent credit previously or has the Director's permission for a substitute:

      MAP 5601, Introduction to Financial Mathematics (3, Fall)  
      MAP 5611, Introduction to Computational Finance (3, Spring)  
      ECO 5281, Financial Economics I (3, Spring)  
      FIN 5515, Investment Management Analysis (3, Fall, Spring)  
      STA 5326, Distribution Theory and Inference (3, Fall)   fStudy Of Math Discover Studyofmath Easy It W Video Theme Pop Study Of Math 排名20:Florida State University Financial Mathematics - 国外金融教育项目 - 学习交流 - 风险视界-风险管理与金融工程专业交流平台 - Powered by Discuz!h Study Of Math Study Of Math aStudy Of Math Discover Studyofmath Easy It W Video Theme Pop Study Of Math 排名20:Florida State University Financial Mathematics - 国外金融教育项目 - 学习交流 - 风险视界-风险管理与金融工程专业交流平台 - Powered by Discuz!w Math