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金融工学プログラム 出願条件 Prerequisites

合格実績 受講生 出願条件 受験テスト
ランキング プログラムとカリキュラム 就職・転職
出願書類 オンライン出願 成績証明書 履歴書
Statement/Essay 推薦状 出願と受験  





    現在、学部生であれば履修計画を考え直したり転部や転科を考えたりできるが、すでに社会人の場合は「今さら言われてもなあ〜」です。どういう訳か、えてして、企業費留学の社会人にはありがちです。学生時代に「将来は企業派遣で金融工学プログラム に留学したい」ので、「先に線形代数や微積分を履修しておこう」などと考える学部生は非常にまれです。でも、います!








Business Schoolが開講している金融工学プログラム

Carnegie Mellon U., Tepper School of Business, MS in Computational Finance

  • Applicants should hold an undergraduate degree in a technical discipline such as mathematics, computer science, engineering or economics. Successful applicants will have taken at least two full semesters of study in differential and integral calculus, the caliber of which is required of engineering, math or science majors (ordinary differential equations, linear algebra, and a calculus based probability course). Applicants should have strong academic performance in mathematics and probability coursework.
  • Applicants must be fluent in a general purpose programming language such as C . Familiarity with C++ will be of considerable benefit. Applicants lacking these skills may still be considered, provided they take steps to acquire the necessary skills before entering the program and satisfy the admissions committee requirements.


Columbia U., Department of Mathmatics, MA in Mathematics of Finance

Applicants should have a very good working knowledge of ;

  • Calculus (three semesters, at least)
  • Linear Algebra at the level of V2010 "Linear Algebra"
  • Elementary Differential Equations at the level of V3027 "Ordinary Differential Equations" and Math V3028 "Partial Differential Equations"
  • Probability at the level of W4105 "Probability"
  • Statistics at the level of W4107 "Statistical Inference"
  • If possible, an exposure to advanced calculus and mathematical analysis at the level of W4061-4062 "Principles of Mathematical Analysis".
  • Applicants should also have facility with an operating system, such as Windows or LINUX, and with one of programming language such as C, C++, C#, Visual Basic, Matlab, Fortran, etc.


Cornell U., School of OR & Info. Eng., Master of Engineering, Financial Engineering Concentration

  1. A standard engineering calculus sequence, including linear algebra with eigenvalues and eigenvectors), and vector calculus.
  2. A basic engineering probability and statistics course equivalent to ENGRD 2700.
  3. An intermediate-level computer programming course in a language such as C, C++, Java, or MATLAB, that includes the following topics: use of pointers, abstract data structures (records or structures) and the use of these stuctures in implementing linked lists and trees, functional recursion (functions or procedures that call themselves recursively).





これらのprerequisitesを参考にしながら、Columbia U., The Fu Foundation School of Engineering & Applied Science, Industrial Engineering & Operations Researchではこんな問題が解ければ大丈夫ですと言ってます。

  • Students entering the MS in Financial Engineering program should have an appropriate mathematical background in probability, calculus and linear algebra. Those students who have this background should be able to do most of the questions like ....







    以上でprerequisites (先修科目)の概要は判ったと思いますが、現在学部生でも大学院生でもない社会人が在学時に履修していなかた場合はどうするのでしょうか?社内での講師を呼んでの勉強会、社外での講習会、公開講座の受講、通信教育での科目履修、自習などなど考えられますので、一度、無料の出願相談を受けてみたら良いと思います。