哥伦比亚大学金融工程寒假训练营

发布时间:2015年10月29日 来源:毕达留学
毕达留学是一家以“录名校、做口碑”为理念的留学咨询机构,专注本科、硕士和博士等各阶段的海外名校申请。毕达注重个性化和透明化的申请服务,致力于申请者学术和职业素养的提升,帮助申请者从本质上提升竞争力并获名校录取。众多超预期的名校录取,是毕达打造以口碑传播为核心的基础。正因如此,每年都有众多学生以照片和视频形式为毕达留学公开代言。查看更多
面向对象:欲申请美国名校金工、金融等相关专业的理工和商科大学生

主讲人:哥伦比亚大学金融工程硕士、摩根斯坦利高级分析师Tony Qin

授课地点:北京大学燕园大厦   

授课时间:

第五期:2015年12月20日-12月26日;
第六期:2016年1月1日-1月7日;
第七期:2016年1月28日-2月3日(腊月二十六);待定
第八期:2016年2月14日(初八)-2月20日。待定

授课内容:哥伦比亚大学金融工程、统计、QMSS专业硕士一年级核心课程

训练营目的: 让参与人提前体验顶级名校课程内容、水准,科学分析自身优劣势,从而有针对性地规划,助力未来申请、硕士期间GPA、留美就业机会。

营员享受:

哥伦比亚大学金工、统计、QMSS寒假教授科研组RA优先录取

哥伦比亚大学校友推荐信

免费留学申请评估(评估团:哥大金工录取委员会成员、哈佛统计博士、MIT金融硕士、Berkeley EE博士)

Columbia University Financial Engineering Winter Training Camp

Purpose: this course is designed for offering the basic foundations for the potential financial engineering graduate students. It covers the two most important parts for any finance related majors: asset pricing and data analysis. These are two-core course (mandatory course) for all the top financial engineering programs (Columbia, Chicago, UC-Berkeley, etc.) Undergraduate or other major students should have a smoother transition into the financial engineering program after this one-week intensive training camp.

Prerequisites: Basic econometrics/statistics (e.g. linear model regression, hypothesis test); Linear algebra; mathematical optimization theory. If students don’t have the prerequisites, the first two days will be prerequisites training.

First part of course: basic asset pricing theory: utility based modeling financial portfolio decisions as constrained optimization problems. This part focuses on the dynamic programming method and corresponds to the core course of financial engineering program, IEOR_E4007, from Columbia University.

Second part of course: data analysis: data based modeling financial asset return problems, test of stock return predictions. Time series econometrics, ARCH, GARCH model with applications to financial data. This part corresponds to the core course of financial engineering program, IEOR_E4709, from Columbia University. 

The homework consists of intensive programing loads. Students are encouraged to work in a team. The homework requires students to implement their lecture by programming skills (mostly on R language for coding).

报名方式:

1. 拨打毕达留学咨询热线:400-601-1842

2. 扫码关注毕达留学微信公众号,回复“科研项目”


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