金融数学的统计学

该课程培训你应用金融业中使用的概率、统计和数学技术。它基于我们的统计学硕士课程,但也包括关键的金融主题,如资本资产定价模型、布莱克-斯科尔斯期权定价公式和随机过程。你还将发展更多的一般统计技术和概念的详细工作知识,包括线性和广义线性建模、贝叶斯统计、时间序列和机器学习。

Statistics with Financial Mathematics

专业介绍

该课程培训你应用金融业中使用的概率、统计和数学技术。它基于我们的统计学硕士课程,但也包括关键的金融主题,如资本资产定价模型、布莱克-斯科尔斯期权定价公式和随机过程。你还将发展更多的一般统计技术和概念的详细工作知识,包括线性和广义线性建模、贝叶斯统计、时间序列和机器学习。

Program Introduction

The course trains you to apply the probabilistic, statistical and mathematical techniques that are used in the finance industry.It's based on our Statistics MSc course, but also includes key financial topics such as the Capital Asset Pricing Model, the Black-Scholes option pricing formula and stochastic processes.You’ll also develop a detailed working knowledge of more general statistical techniques and concepts, including linear and generalised linear modelling, Bayesian statistics, time series and machine learning.

所属大学 谢菲尔德大学
关联学科 金融
开学时间 9月
学制 1 年
学费 27,670 GBP
项目网址 https://www.sheffield.ac.uk/postgraduate/taught/courses/2022/statistics-financial-mathematics-msc

申请要求

专业领域:含足够数量的数学或统计学科目的专业。 先修科目:1 Mathematical Methods for Statisticsreal analysis and linear algebra, including multiple integration, differentiation, matrix algebra, the theory of quadratic forms.2 Probability and Probability Distributionsthe laws of probability and of conditional probability, the concepts of random variables and random vectors and their distributions, the methodology for calculating with them; laws of large numbers and central limit phenomena.3 Basic Statisticsstatistical inference, rational decision-making under uncertainty, and how they may be applied in a wide range of practical circumstances; relevant software, for example, R.4 Real analysis and stochastic processeslimits of sequences and series, convergence tests, continuity and differentiability, stochastic processes and the Markov property.

语言要求

IELTS

总分要求: 6.5
分项要求: 听力: 6 | 阅读: 6 | 写作: 6 | 口语: 6

TOEFL

总分要求: 88
分项要求: 听力: 19 | 阅读: 20 | 写作: 19 | 口语: 22

课程设置

中文课程名 英文课程名
核心模块 Core modules
金融数学 Financial Mathematics
机器学习 Machine Learning
时间序列 Time Series
随机过程与金融 Stochastic Processes and Finance
统计学家的工具包 The Statistician's Toolkit
贝叶斯统计和计算方法 Bayesian Statistics and Computational Methods
论文 Dissertation
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