金融與精算數(shù)學(xué)

1、 Students attending a class taught by a professor from the Université Paris-Dauphine.Université Paris-Dauphine(Photo source: photoenligne.free.frAgreement Signing Ceremony between CityU and the UniversitéParis-Dauphine to launch the MSMFAS programme in 2004.The Université Paris-D

2、auphine is internationally renowned in the elds of mathematical nance and actuarial science. The Department of Mathematics of Decision Sciences is known for its focused and well-designed teaching activities and it runs an extremely successful master degree programme in actuarial science. The Departm

3、ent has attracted many worlds leading scholars in the eld of Mathematical Finance and Actuarial Science and their faculty members include Fields Medallists and members of the French Academy of Sciences. In addition, the Department is home to one of Europes leading research centres, Centre De Recherc

4、he en Mathématiques de la Décision (CEREMADE.The Department specializes in applied and computational mathematics. It possesses a strong team of over 20 full-time academic faculty members who are experts in a wide range of applied topics. They are active researchers with excellent track rec

5、ords. The Department provides ideal learning environment for students and trains them in practical problem solving. The degree is jointly awarded by City University of Hong Kong and Université Paris-Dauphine, a top-ranked university worldwide, especially in the areas of Mathematical Finance and

6、 Actuarial Science. The courses are jointly taught by experts from CityUniversity of Hong Kong and Université Paris-Dauphine. Students from Université Paris-Dauphine will come to Hong Kong to join this programme. This provides the chance for interaction between local students and French st

7、udents. This is the rst postgraduate programme with a well-balanced course structure covering state-of-the-art knowledge in Mathematical Finance and Actuarial Science in Hong Kong.This programme is jointly offered by City University of Hong Kong and a prestigious French University: Université P

8、aris-Dauphine. The programme emphasizes the development of students ability to evaluate and develop nancial and actuarial business opportunities. It also provides students with the theoretical knowledge necessary for complex nancial and insurance operations. Furthermore, the programme enhances their

9、 mathematical and computational skills in Financial Engineering, Actuarial Science and Risk Management. Thegraduates should be able to price various modern nancial and insurance products and to assess and manage nancial and insurance risks. The programme will signicantly enhance the competitiveness

10、of its graduates in the job market. It is expected that students majoring in Financial Engineering, Actuarial Science, Mathematics, Statistics, Physics, Engineering, Computing and Information Technology, etc. as well as professionals from both nance and insurance industries will benet from this mast

11、er degree programme.Department of Mathematics of Decision Sciences at Université Paris-dauphineDepartment of Mathematics at City University of Hong KongUnique Features Introduction Each year, French students will join the programme at CityU.Actuarial ScienceAdvanced Actuarial Science Advanced D

12、atabase Systems Advanced Mathematical Methods for Finance and Actuarial Science*Applied Partial Differential Equations DissertationInternet Application Development Mathematical Methods for Risk ManagementMathematical Models and Methods in Asset Management*Model Calibration in Finance and Actuarial S

13、cience Numerical Methods Numerical Partial Differential Equations Option PricingSeminars in Mathematics for Finance and Actuarial Science Special Topics in Actuarial Science Statistical Methods forStochastic Models in Finance and Actuarial Science*Statistical Methods in Science and Technology Stocha

14、stic Interest Rate ModelsFinancial Computing StreamGeneral Stream ElectivesActuarial Science Computer Programming InvestmentsMathematical Methods for Finance and Actuarial Science Numerical MethodsProgramming and Computing in Finance and Actuarial ScienceFinancial Computing Stream General Stream Com

15、pulsory Courses 30 credit units30 credit unitsTotal15 credit units 15 credit units 12 credit units 18 credit units Compulsory courses Electives Financial Computing Stream General Stream Course Type If applicants have completed equivalent courses at a university level, they may be eligible to apply f

16、or credit transfer (at a maximum of 9 credit units or exemption from some programme requirements upon admission to the University. In such cases, the standard application fee will be charged in accordance with the Universitys policy.Late August 2012 2-3 semesters (full-time 4-5 semesters (part-timeT

17、he courses will be delivered during evenings and, probably, also on Saturday afternoons. Some courses will be taught in intensive mode by overseas experts (i.e. 39 hours to be taught in 7 weeks in Semester A/B or 5 weeks in Summer Term. Since full-time students may also take some courses along with

18、part-time students, they may have to attend classes in the evenings and weekends.A pool of addition electives from the Departments of Computer Science, Economic and Finance and Management Sciences is also available for selection. Students can take a maximum of 3 credits from a list of specied course

19、s offered by these departments.* Each course is worth 3 credit units except Dissertation (6 credit units.* Students (General Stream are required to take at least two of these three electives during their studies.Students are required to select courses from a pool of elective courses listed below ava

20、ilable for the relevant streams:Students are required to take the compulsory courses specied for the relevant streams stated below:1.2.The programme consists of two streams:General StreamFinancial Computing StreamStudents are required to complete a minimum of 30 credit units*:Credit Transfer / Exemp

21、tionCommencementNormal Study PeriodMode of StudyProgramme Structure (Subject To Approval To be eligible for admission, the applicants must hold a rst degree or a postgraduate degree in science and engineering (Mathematics, Physics, Statistics, etc., or in a related discipline (Economics, Finance, an

22、d Actuarial Science, or equivalent.31 January 2012.hk/prospective/apply/proceduresDepartment of MathematicsTel: +852 3442-8441Fax: +852 3442-0250Email: .hkWebsite: .hk/ma/msmfasSuccessful applicants may apply for the Governments Non-means-tested Loan Sche

23、me. Application forms are obtainable from each District Ofce and the Student Financial Assistance Agency.Enquiries: +852 2150-6222Website: .hkA number of courses offered by the Department of Economics and Finance (EF, such as EF5052 Investment and EF5210 Option Pricing, have been specied by the Ofce of the Governments Continuing Education Fund a