普林斯頓大學運籌與金融工程

The ORFE program places a strong emphasis on quantitative methods and mathematical modeling. Students in ORFE develop a unique set of skills that build upon a solid foundation in probability, statistics, and optimization.The theoretical foundations of ORFE are of central importance in many complex problems in engineering and science. Students and faculty in ORFE work in a broad range of application areas, such as finance, energy, health, risk analysis, biostatistics, genomics, machine learning, operations research, stochastic networks, signal and image processing, automated vehicle control systems, optimal design of engineered systems, and homeland security.

1、Statistical Analysis of Financial Data

2、Directed Research I

3、Directed Research II

4、Linear and Nonlinear Optimization

5、Statistical Theory and Methods

6、Probability Theory

7、Financial Risk Management

8、PDE Methods for Financial Mathematics

9、Stochastic Analysis Seminar

10、Special Topics in Investment Science: Risk Averse Optimization

11、Asset Pricing I: Pricing Models and Derivatives

1、財務數(shù)據(jù)的統(tǒng)計分析

2、指導研究1

3、指導研究2

4、線性和非線性優(yōu)化

5、統(tǒng)計理論與方法

6、概率論

7、金融風險管理

8、金融數(shù)學的PDE方法

9、隨機分析研討會

10、特別專題投資學：風險規(guī)避優(yōu)化

11、資產(chǎn)定價1：定價模型和衍生品