Financial Mathematics

课程简介

Financial Mathematics 课程名称：Master of Science Program in Financial Mathematics 学位类型：理学硕士（Financial Mathematics） 修读模式：全日制或兼读制 学制：全日制 : 1.5 年s 兼读制 : 2.5 年s 学费：港币300,000 开设学院/学系：Department of Mathematics 官方网站：https://mafm.hkust.edu.hk 课程简介：Financial mathematics is an amalgam of mathematics, statistics, finance theory and computer science to bring efficiency and rigor to financial markets and the investment process. The MSc program is continuously enhanced with new courses in machine learning

关键信息

入学要求

To qualify for admission, applicants must meet all of the following requirements. Admission is selective and meeting these minimum requirements does not guarantee admission. 1. General Admission Requirements of the University Applicants seeking admission to a master's degree program should have obtained a bachelor’s degree from a recognized institution, or an approved equivalent qualification. 2. English Language Admission Requirements Applicants have to fulfill English Language requirements with one of the following proficiency attainments: TOEFL iBT: 80 (for tests taken prior to 21 January 2026) * 4.5 (for tests taken from 21 January 2026 onwards) * TOEFL pBT: 550 TOEFL Revised paper-delivered test: 60 (total scores for Reading, Listening and Writing sections) IELTS (Academic Module): Overall score: 6.5 and All sub-score: 5.5 * * Refers to scores in one single attempt only. Test at home option is not accepted. Applicants are not required to present TOEFL or IELTS score if their first language is English, or they obtained the bachelor's degree (or equivalent) from an institution where the medium of instruction was English. 3. Program-Specific Admission Requirements A bachelor's degree in Mathematics, Engineering or Physical Sciences 4. Additional Information Integrated Bachelor-Master Pathway Only for HKUST students in Year 3 or above who are studying a bachelor’s degree in Mathematics, Engineering or Physical Sciences with a CGA of 3.5 or above. Successful applicants will receive a conditional offer for admission to MSc(MAFM) and need to pay a deposit at the prevailing deposit rate. They will be allowed to start taking MSc(MAFM) courses in their final year of undergraduate study, and will enter the MSc(MAFM) Program upon successful completion of the undergraduate degree. Upon entering MSc(MAFM), they can transfer up to 9 credits taken during the undergraduate study to fulfill the MSc(MAFM) program requirements. They will pay tuition fee for the remaining credits on a pro-rata basis, with a minimum payment for 27 credits. 原文链接：https://prog-crs.ust.hk/pgprog/2027-28/msc-mafm/ 二、课程简介（英文原文） Financial mathematics is an amalgam of mathematics, statistics, finance theory and computer science to bring efficiency and rigor to financial markets and the investment process. The MSc program is continuously enhanced with new courses in machine learning and Blockchain technology, among others, to connect to emerging trends in quantitative finance. 三、学习目标（英文原文） On successful completion of the program, graduates will be able to: Design and evaluate quantitative models for derivatives pricing, portfolio management and trading strategies. Formulate appropriate risk monitoring procedures in financial transactions and perform effective scenario simulation using statistical techniques in risk assessment. Devise computer systems for analysis of financial data and design numerical methods for calibration of model parameters from market data. Make appraisal of dynamics of financial markets and formulate quantitative strategies to seek investment opportunities in fund management. Analyze problems from finance in quantitative terms and develop strategies for effective solution of the problems. 四、课程设置（英文原文） Minimum Credit Requirement 36 credits Required Courses At least 27 credits MAFS 5010 MAFS 5020 MAFS 5030 MAFS 5040 MAFS 5130 MAFS 5140 MAFS 5210 MAFS 5220 MAFS 5240 MAFS 5270 MAFS 5280 MAFS 5310 MAFS 5330 MAFS 5340 MAFS 5360 MAFS 5370 MAFS 5380 MAFS 5440 MAFS 6000 MAFS 6001 MAFS 6010 MATH 5311 Elective Courses Up to 9 credits The elective courses can be any mathematics courses at 4000-level or above, or any courses outside the department at 5000-level or above, and/or MAFS 6100. MAFS 6100 Remarks Part-time students may take a maximum of 9 credits in each term.

课程结构

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