Financial mathematics is an undergraduate major in Chinese universities. This major trains innovative and compound talents who have a solid foundation in economic and financial theory and mathematics, can use tools such as mathematics, statistics and big data technology to study finance, have the ability of financial modeling and complex financial data processing, face the financial fields such as securities, investment and insurance, and meet the needs of financial technology and big data.
Professional definition: financial mathematics studies basic knowledge and skills such as mathematics, statistics, operational research and finance. It mainly uses mathematical tools such as mathematical functions and formulas to study finance, and carries out quantitative analysis such as mathematical modeling, theoretical analysis and numerical calculation, so as to find the internal laws of finance to guide practice.
Core courses:
Mathematics: mathematical analysis, advanced algebra, real variable function theory, complex variable function, functional analysis, probability theory, mathematical statistics, ordinary differential equations, partial differential equations, numerical analysis, optimization theory and application, operational research, etc.
Economics and computer: intermediate microeconomics, intermediate macroeconomics, econometrics, accounting, financial economics, economic game theory, mathematical basis of machine learning, data mining, big data processing, etc.
Characteristic courses: financial stochastic analysis, stochastic process, stochastic differential equation, intermediate microeconomics, intermediate macroeconomics, etc.