JHU是全球闻名的顶级综合性大学,全美排名前十,它的金数项目在2021年QuantNet上排名第25位左右。
项目要求学生完成两门金数核心课:Introduction to Financial Derivatives和Interest Rate and Credit Derivatives,三门应用数学核心课:Stochastic Processes and Applications to Finance,Applied Statistics and Data Analysis和Applied Statistics and Data Analysis。除了核心课程外还必须要参加Financial Mathematics Masters Seminar,Financial Computing Workshop,Communication Skills Practicum以及第一年结束后的实习。
JHU金数项目一共有5个兴趣分支,7门选修课可以根据分支来进行选择:
Risk Management:Monte Carlo Methods
Financial Computing in C++ or Financial Computing I
Risk Management
Quantitative Portfolio Theory & Performance Analysis
Advanced Equity Derivatives
Asset Management:Equity Markets and Quantitative Trading
Investment Science
Financial Computing in C++ or Financial Computing I
Risk Management
Quantitative Portfolio Theory & Performance Analysis
Optimization in Finance
Advanced Financial Theory
Derivatives:Monte Carlo Methods
Stochastic Processes & Applications to Finance II
Financial Computing in C++ or Financial Computing I
Financial Engineering and Structured Products
Advanced Equity Derivatives
Advanced Financial Theory
Commodities & Commodity Markets
Quantitative, Algorithmic, High-Frequency Trading:
Data Mining
Equity Markets and Quantitative Trading*
Financial Computing in C++ or Financial Computing I
Optimization in Finance
Statistical Theory
Bayesian Statistics
Machine Learning
Fixed Income & Commodities:Stochastic Processes & Applications to Finance II
Investment Science
Financial Computing in C++ or Financial Computing I
Risk Management
Financial Engineering and Structured Products
Commodities & Commodity Markets
除了以上课程之外,项目也允许在其他金融数学和应用数学相关课程里进行选择。