Doctor of Philosphy in Applied Mathematics- Mathematical Finance

康奈尔大学

QS排名:16
国际学生入学条件
You will be asked to enter typical application information such as nationality, GPA, schools attended, etc.
You will be required to upload an accurate unofficial transcript for each school you have attended. Please do not send official copies to the CAM office. Please note that there are only up to three fields for listing schools attended. If you attended more than three, you must upload those transcripts in the writing sample portion of the application.
If you have appropriate supplemental documents such as an undergraduate research paper, awards, etc., upload them in the writing sample portion of the application.
A statement of purpose is required and can be uploaded directly into the application.
At least three letters of recommendation are required. Additional letters are allowed. Recommenders may submit their letters online. Once an application is submitted, recommenders receive an automated email soliciting their letter (you will be prompted to provide their contact information before you submit your application).
Neither GRE General nor GRE subject scores are accepted.
TOEFL iBT - 77 (Writing 20; Listening 15; Reading 20; Speaking 22)
IELTS - 7.0 or higher
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雅思考试总分
7.0
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- 雅思总分:7
- 托福网考总分:77
- 托福笔试总分:160
- 其他语言考试:NA
课程简介
Mathematical Finance is the field of mathematics that studies financial markets. Topics in financial markets studied include market trading mechanisms, called market microstructure, corporate management decision making, called corporate finance, investment management, and derivative securities. In each of these areas, sophisticated mathematics is utilized for modeling purposes. The theory of stochastic processes, stochastic optimization, partial differential equations, and simulation methods are just some of the mathematical tools employed. For example, in the area of derivatives, stochastic calculus is used to price a call option on a common stock. A call option is a financial security that gives its owner the right to buy a common stock at a fixed price on or before a fixed future date. Using stochastic calculus, the price of a call option can be characterized as the expected value of a nonlinear and random payoff at a future date. Numerical methods, such as Monte Carlo simulation, are often used to compute these expected values.
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学校排名
世界排名
19
数据源:泰晤士高等教育世界大学排名

关于康奈尔大学

常青藤联盟中的“学术高压锅”是不是很吓人?其实,这个称号更多是源自大部分学子所表现出的“我要更出色”的学术态度。与其它常青藤盟校大而全的发展策略不同,其一直致力于做“最好的本科教育”。其下属7所学院,4所私立,3所公立。其中康奈尔大学(Cornell University)建筑学院与酒店管理学院提供了全美最好的相关专业。早在Erza Cornell 1860年创立康奈尔大学(Cornell University)时,“一所让所有人可以学习任何专业的大学”即成为了以后200年这所高等学府所遵循的教育理念。学校的招生政策不考虑学生支付能力,并且保证迎合每一名录取学生的经济需要。 学校给学生提供超过4000类的课程,想要出国的学生可以选择超过200多个交换项目。康奈尔大学的种植园是一片超过3000亩的树林,自然山径,溪流和峡谷,提供了散步,野餐或者冥想的空间。康奈尔大学有常青藤大学所拥有的严谨学术,州立大学所具备的大规模和多样性,这所学校愿意偏离传统的常青藤模式,敢于创新的学生在这里将会得心应手舒适如归。