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University of Waterloo Hedge Fund
1, the master of general finance program is our master of general finance. There are but not very high requirements for mathematics. Good projects include Msf of MIT and Msf of Vanderbilt. The career path of these projects after graduation is generally the investment banking department of investment banks, or going to enterprises to do finance.

2. Continue to study financial mathematics projects, which requires higher requirements for mathematics and programming. The top projects in the world include MFE in Berkeley, California, Msf in Princeton, computationalfinance in Carnegie Mellon, etc. If these projects stay abroad, they can go to hedge funds or investment banks to do derivative pricing. However, if we go back to China, because the financial derivatives market is very small, our use is relatively limited.

3. Master of Quantitative Economics, that is, leaving the financial industry and entering the economic field. The awesome projects are Oxford University or Moffinancialeconomics of Duke and LSE. After graduation, this kind of project is more suitable to enter policy banks and make policies: for example, the National Central Bank or the World Bank is your ideal choice.

4. Actuarial Master Actuarial, the selected projects are relatively few, and the career path is mainly in the pricing department of insurance companies. Well-known projects include Master of Actuarial Science from the University of Waterloo.

Extended data

The main research contents and problems to be solved in financial mathematics include:

I. Pricing Theory of Securities and Portfolio

Develop the pricing theory of securities (especially derivatives such as futures and options). The mathematical method used is mainly to put forward a suitable stochastic differential equation or stochastic difference equation model to form the corresponding backward equation. The corresponding nonlinear Feynman-Kac formula is established, and a very general extended Black-Scholes pricing formula is derived from it. The backward equation will be a high-dimensional nonlinear singular equation with constraints.

This paper studies the pricing of portfolio with different maturities and yields. It is necessary to establish a mathematical model combining pricing and optimization. In the study of mathematical tools, it may be necessary to study stochastic programming, fuzzy programming and optimization algorithms.

Under the condition of incomplete market, the pricing theory related to preference is introduced.

Second, the incomplete market economy equilibrium theory (GEI)

It is planned to conduct research in the following aspects:

1. Infinite dimensional space, infinite horizontal space and infinite state.

2. Stochastic economy, no arbitrage equilibrium, change of economic structure parameters, nonlinear asset structure.

3. Innovation and design of asset securitization.

4. Friction economy

5. Corporate Behavior and Production, Bankruptcy and Bad Debt

6. Securities market game.

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