帝国理工学院作为一所理工科大学其金融专业实力不凡,下面就来和出国留学网小编一起瞧瞧帝国理工学院的金融专业的专业和课程设置情况。
一、Risk Management and Financial Engineering(风险管理与金融工程)
风险管理和金融工程专业是在商学院下,由于帝国的商学院也是英国非常强的商学院之一,因此录取标准极高,需要极好的数学功底和计算机知识,对本科学校和GPA的要求也比其他学校高。这个专业会教同学们一些世界领先金融公司所用的风险管理技能与策略,同时学校和PRMIA (the Professional Risk Managers’ International Association)合作,提供同学们参与到PRMIA项目中的机会。
必修课程
• Online pre-study courses and September Foundation courses
• Financial statistics
• Advanced Financial Statistics
• Stochastic Calculus
• Risk Management
• Financial Engineering
• Investments and Portfolio Management
选修课程
• Advanced Corporate Finance
• Advanced Investments
• Banking, Computational Finance with C++
• Credit risk
• Enterprise Risk Management
• Fixed-Income securities
• General Insurance
• Hedge Funds
• International Finance
• Life Insurance
• Numerical Finance
• Private Equity and Entrepreneurial Finance
• Venture Capital Finance and Innovation
• Structured Credit and Equity Products
• Behavioural Investment Management
• Advanced Options Theory
二、Finance(金融)
IC 的金融专业相比其他学校算是课业压力比较重的,各个金融课题都被清楚地设置成了一个独立的课程,除了会有相关公司的融资,各种资产投资外,IC 还设有金融计量经济学、银行业等其他大学没有的课程。
必修课程
• Online pre-study courses and September Foundation courses
• Finance
• Mathematics for Finance
• Financial Econometrics
• Advanced Financial Econometrics
• Investment and Portfolio Management
• Asset pricing and derivatives
选修课程
• Advanced Corporate Finance
• Advanced Investments
• Banking
• Cases in Finance and Investments
• Structured Credit and Equity Products
• Behavioural Investment Management
• Advanced Options Theory
• Credit Risk
• Corporate Finance of Regulated Industries
• Applied Corporate Finance
• Fixed Income Securities
• Hedge Funds
• International Finance
• Mergers and Acquisitions
• Private Equity and Entrepreneurial Finance
• Venture Capital Finance and Innovation
下面来看看曾在IC就读的同学来简单说说一年的学习生活:
“8月:2门必修(网上做题)+1门数学选修(foundation),其中一门financial market的课是需要每章节都做quiz超过50%,能来回做,但是如果超过2章没有超过50%的话会有老师email联络你。Accounting那门课是会在9月的结束上级统一考,一样50%及格,不及格就来回重考吧~
9月:4周强化课,一周五天朝九晚五。最夸张的就是见面第一天就发了一个带ic logo的电脑包,里面一箱书,这个pre-session包括financial modeling, business valuation, market &securities,financial market(小组presentation)还有计算机课,都有coursework和考试,必须及格。除此之外,每晚都有各种单位来presentation工作什么的。
10月-12月中:9周第一学期上课,四门必修课,第十周就是圣诞假前考完全部四门。恭喜你,开始了很quant的生活,maths for finance, financial econometrics, investment &portfolio mgmt, corporate finance。见仁见智吧,我是觉得非常紧张,平时每周各种quiz+各科都有2-4个不等的coursework。
1月-3月初:恭喜你苟延孱喘过了第一学期,幸运的话你考了高分,一般的话你至少pass了,不幸的话你已经开始累积了补考了~这学期是2门必修+2-3门选修课(depends on your choice of research paper or applied financial project)+2门计算机基础课(VBA,C++),必修asset pricing & derivatives (john hull的经典教材),advanced financial econometrics(无教材,各种time series的理论,coursework非常之难),选修的话有各种,都在网上啦,还是不错的。选修课始终都是asymmetric的状态,有时候课难考试简单,考试难课简单,拼人品了~还是跟第一学期一样,9周上课,第10周考试。
3月-6月底:上学期考试一结束就有两周继续上课,然后可以换选修课什么的。然后就是3周假期,然后剩下的日子继续读完,统计下来也是相同的9周上课。这学期只有选修2-3门+计算机2门(adv. VBA+ adv. C++)。
7月-8月底:dissertation/AFP,大论文1w字,AFP项目的话3k字。这期间允许你离开学校,参加工作/实习。应该说任务属于基本完成啦。”
三、Mathematics and Finance(数学与金融)
金融数学是属于数学学院下的,看专业名字就知道,要求同学们的数学背景很好。IC官方网站用一句话形容这个专业所能提供给你的,一起感受一下:This course aims to provide you with everything you need to get into this area at a level where you can understand.
必修课程
• Stochastic Processes
• Theory of Finance
• Mathematical Finance: an introduction to Option Pricing Theory
• Computing in C++ I: Programming in C
• Advanced Methods in Derivatives Pricing
• Quantitative Risk Management
• Interest Rate Models
• Computing in C++ II: Object oriented programming
选修课程
• Statistical Methods in Finance
• Fixed income markets
• Advanced Credit Risk Modelling
• Simulation Methods for Finance
• Lévy Processes and Stochastic Volatility
• Advanced methods in volatility modelling
• Numerical Methods for Finance
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