哈弗金融工程速成培训班.pdf
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Financial Engineering Program
About the Program
The Stanford Financial Engineering Program provides students with a six-month executive program led
by world-renowned faculty from the Department of Management Science and Engineering at Stanford
University.
Students in the program will learn to employ theoretical finance and computer modeling skills to make
pricing, hedging, trading and portfolio management decisions. Courses and projects emphasize the
practical applications of these skills.
The program will prepare participants for technically sophisticated jobs with organizations requiring
comprehensive technical knowledge of arbitrage, hedging, futures and options pricing, portfolio
management, trading, and dynamic investment strategies in bond, currency, options, and other financial
markets.
Graduates of the Financial Engineering Program are prepared for careers in:
Investment Banking
Corporate Strategic Planning
Risk Management
Primary and Derivative Securities Valuation
Financial Information Systems Management
Portfolio Management
Securities Trading
Upon successful completion, participants will be awarded a professional Certificate in Financial
Engineering from Stanford University.
Curriculum
The Program consists of five courses, each with approximately 24-26 hours of instruction. Courses are
offered approximately every four to six weeks.
Investment Science
The foundations of the theory and application of modern quantitative investment analysis are presented
from an engineering perspective. The course explores how investment concepts are used to evaluate
and manage opportunities, portfolios, and investment products including stocks, bonds, mortgages, and
annuities. Topics will include: determin
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