金融之专业篇

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金融数学专业攻读硕士学位研究生(学术型)培养方案

(专业代码:070121)

一,培养目标

在本门学科上掌握坚实的理论基础和系统的专门知识,具有从事科学研究工作或独立担负专门技术工作的能力.培养面向世界,面向未来,面向现代化,德智体全面发展的,为社会主义现代化建设怎么写作的高层次专门人才.具体要求是:

1,较好地掌握马列主义,思想和建设有中国特色的社会主义理论,坚持四项基本原则, 树立正确的世界观,人生观,价值观,遵纪守法,热爱祖国,热爱社会主义,具有勇于追求真理和献身于科学教育事业的敬业精神,富有历史责任感.具有良好的道德品质和学术修养.

2,掌握本专业坚实的基础理论和系统的专业知识,了解本学科目前的进展与动向,具有从事科学研究工作或独立担负专门技术工作的能力.

3,掌握一门外国语,并能运用该门外国语比较熟练的阅读本专业的外文资料.

4,具有健康的体魄和心理素质.

二,研究方向

1,非线性数学期望及其在金融中的应用

2,保险,金融中的数学理论和应用

3,随机分析在数理金融中的应用

4,金融数学,金融工程与金融管理

5,金融统计

6,数理经济

三,学习年限

全日制硕士研究生的学制为3年,在校学习期限为2-3年.原则上不提前毕业,对于特别优秀者,最多可提前一年.提前毕业的硕士研究生除完成培养方案规定的课程外,必须有一篇以上SCI论文发表,并须经学位委员会审核通过.所取得的科研成果均要求研究生为第一作者,作者单位需为山东大学.

四,培养方式

根据宽口径,厚基础的原则,提倡按一级学科培养硕士研究生,充分利用校内外优质教育资源,鼓励研究生进行"三种经历",实行双导师合作培养.

五,应修满的总学分数

应修总学分:30 ,其中必修24学分(含前沿讲座与社会实践),选修 6学分.

六,课程的类别及设置

硕士研究生课程分为必修课与选修课两大类.

1.必修课是为达到培养目标要求,保证研究生培养质量而必须学习的课程.必修课分学位公共课,学位基础课和学位专业课.学位基础课一般按一级学科进行设置,学位专业课一般按二级学科设置.

经学校批准建设的全英语教学课程要纳入培养方案的课程体系中.如本专业培养方案中有2门及以上全英语教学必修课程的,相应专业研究生可免修专业外语,直接获得相应学分.

(1)思想政治理论,计3学分,

(2)第一外国语,计3学分.

由学科开设的专业必修课包括:

(1)专业外语,计2学分,

重在培养研究生的学术论文外语写作和国际学术交流能力.如学习2门及以上全英语专业必修课程(培养计划课程表中所标注的全英语课程,是学院全英语系列课程项目建设中的全英语课程,但是否已开始全英语授课,需经学院审核批准后,以授课语言全英语为准),可免修专业外语,并通过申请可直接获得相应学分.

(2)学位基础课2门,不少于6学分[高等概率论(全英语课程),高等数理统计(全英语课程),现代泛函分析或高等泛函分析(全英语课程.需具有较好的泛函分析基础)任选其一,近世代数基础或高等近世代数(全英语课程.需具有大学抽象代数基础)任选其一],

(3)学位专业课2门,(3选2,随机过程(全英语课程),倒向随机微分方程,线性统计模型(全英语课程))

(4)前沿讲座,计2学分,

前沿讲座旨在使研究生熟悉本学科的重要学术理论和前沿性成果,提高硕士研究生参与学术活动的兴趣和学术交流能力.包括研究生的个人研究专题综述,参加着名学者的学术报告等.可采用讨论班,学术论坛,参加学术会议等多种形式,内容包括国内外研究动态介绍,文献讲座,新技术与新成果介绍等.

硕士前沿讲座成绩考核分为两个部分:硕士生听取专家主讲前沿系列报告不少于15讲,考核人由导师或组织部门的负责人签字,硕士在学期间参与讨论主讲讲稿或个人研究专题报告2篇,每篇报告不少于2000字,附前沿报告考核登记表由导师组成员评定成绩,并写出评语,考核成绩按优,良,中,及格,不及格五级计分.考核合格者记录1学分.于第五学期末将个人前沿报告登记表(包括核准的听讲记录15次,考核评语及前沿讲座书面报告2篇),交研究生教务办公室登录前沿讲座成绩.

(5)社会实践,计2学分,

社会实践,计2学分.各专业可根据学科实际,本着与专业学习相结合,与了解和解决热点实际问题相结合,,学位论文是衡量研究生综合能力和能否获得学位的重要依据.自动化学报(中科院自动化所)系统科学与数学(中科院系统所)应用数学学报数学物理学报运筹学学报计算数学,Dynamics of Continuous, Discrete and Impulsive Systems,Seris A

附本学科SCI杂志目录:

ABSTRACT AND APPLIED ANALYSIS,

ACTA APPLICANDAE MATHEMATICAE,

ACTA ARITHMETICA,

ACTA MATHEMATICA HUNGARICA,

ACTA MATHEMATICA SCIENTIA,

Acta Mathematica Sinica,

Acta Mathematica Sinica, English Series,

ACTA MATHEMATICA SINICA-ENGLISH SERIES,

Acta Mathematicae Applicatae Sinica,

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,

ACTA MECHANICA SINICA,

Acta. Math. Hungar.,

Adv Comput Math,

Advances in Mathematics,

Advances in Water Resources,

AEQUATIONES MATHEMATICAE,

ALGORITHMICA,

ANAIS DA ACADEMIA BRASILEIRA DE CIENCIAS,

Ann. Polon. Math,

ANNALES ACADEMIAE SCIENTIARUM FENNICAE-MATHEMATICA,

ANNALES POLONICI MATHEMATICI,

ANNALS OF PROBABILITY,

ANNALS OF STATISTICS,

ANZIAM JOURNAL,

Appl Math Optim,

APPLICABLE ANALYSIS,

APPLIED MATHEMATICAL MODELLING,

APPLIED MATHEMATICS AND COMPUTATION,

APPLIED MATHEMATICS AND MECHANICS-ENGLISH EDITION,

APPLIED MATHEMATICS LETTERS,

ARCHIV DER MATHEMATIK,

ARS COMBINATORIA,

Ars Combinatoria,

ASIAN JOURNAL OF CONTROL,

ATMOSPHERIC ENVIRONMENT,

AUTOMATICA,

Bernoulli,

BMC Bioinformatics,

Bull. Korean Math. Soc.,

Bull. Malays. Math. Sci. Soc.,

BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY,

C. R. Acad. Sci. Paris,

C. R. Acad. Sci. Paris, Ser. I,

Calcolo,

Canad. J. Math.,

Cent. Eur. J. Math.,

CHAOS SOLITONS &, FRACTALS,

Chinese Annals of Mathematics,

CHINESE ANNALS OF MATHEMATICS SERIES B,

CHINESE JOURNAL OF ELECTRONICS,

CIRCUITS SYSTEMS AND SIGNAL PROCESSING,

Commun. Math. Phys.,

COMMUNICATIONS IN ALGEBRA,

Communications in Algebra,

COMMUNICATIONS IN MATHEMATICAL PHYSICS,

COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION,

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,

COMMUNICATIONS IN THEORETICAL PHYSICS,

Complex Variables and Elliptic Equations,

COMPTES RENDUS MATHEMATIQUE,

COMPUTATIONAL GEOSCIENCES,

Computational Statistics and Data Analysis,

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING,

COMPUTER-AIDED DESIGN,

COMPUTERS &, GRAPHICS-UK,

COMPUTERS &, MATHEMATICS WITH APPLICATIONS,

Computers and Electrical Engineering,

Computers and Mathematics with Applications,

COMPUTING,

CZECHOSLOV MATHEMATICAL JOURNAL,

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS,

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B,

DISCRETE APPLIED MATHEMATICS,

Discrete Dynamics in Nature and Society,

DISCRETE MATHEMATICS,

DYNAMICAL SYSTEMS-AN INTERNATIONAL JOURNAL ,

DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES ,A-MATHEMATICAL ANALYSIS,

ELECTRONIC JOURNAL OF COMBINATORICS,

ELECTRONIC JOURNAL OF PROBABILITY,

ELECTRONIC JOURNAL OF QUALITATIVE THEORY OF DIFFERENTIAL EQUATIONS,


ESAIM: Control, Optimisation and Calculus of Variations,

ESAIM: Mathematical Modelling Numerical Analysis,

Eur. Phys. J. Special Topics,

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,

Finance Stoch,

Forum Math., Ahead of Print,

FRONTIERS OF MATHEMATICS IN CHINA,

FUZZY SETS AND SYSTEMS ,

GEORGIAN MATHEMATICAL JOURNAL,

Graph and Combinatorics,

HIROSHIMA MATHEMATICAL JOURNAL,

HOUSTON JOURNAL OF MATHEMATICS,

IEEE TRANSACTIONS ON AUTOMATIC CONTROL,

IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS ,AND COMPUTER SCIENCES,

IET CONTROL THEORY AND APPLICATIONS,

IMA Journal of Applied Mathematics,

IMA Journal of Numerical Analysis,

INDIAN JOURNAL OF PURE &, APPLIED MATHEMATICS,

INFORMATION PROCESSING LETTERS,

INFORMATION SCIENCES,

INSURANCE MATHEMATICS &, ECONOMICS,

Int J Cardiovasc Imaging,

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS,

International Journal of Algebra,

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS,

International Journal of Computational Intelligence Systems,

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS,

INTERNATIONAL JOURNAL OF CONTROL,

INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS,

INTERNATIONAL JOURNAL OF FOUNDATIONS OF COMPUTER SCIENCE,

International Journal of Number Theory,

INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING,

INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL,

ISRAEL JOURNAL OF MATHEMATICS,

J Appl Math Comput,

J Control Theory Appl,

J Syst Sci Complex,

J. Korean Math. Soc,

J. Math. Anal. Appl.,

JOURNAL OF ALGEBRA,

Journal of Algebra Applications,

Journal of Applied Mathematics,

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,

JOURNAL OF COMPUTATIONAL MATHEMATICS,

JOURNAL OF COMPUTATIONAL PHYSICS,

JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS,

Journal of Differential Equations,

Journal of Functional Analysi,

JOURNAL OF GRAPH THEORY,

Journal of Industrial and Management Optimization,

JOURNAL OF INFORMATION SCIENCE AND ENGINEERING,

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,

JOURNAL OF MATHEMATICAL PHYSICS,

JOURNAL OF MATHEMATICS OF KYOTO UNIVERSITY,

JOURNAL OF MULTIVARIATE ANALYSIS,

JOURNAL OF NONPARAMETRIC STATISTICS,

JOURNAL OF NUMBER THEORY,

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL,

JOURNAL OF SCIENTIFIC COMPUTING,

Journal of Statistical Planning and Inference,

JOURNAL OF SYSTEMS ENGINEERING AND ELECTRONICS,

JOURNAL OF SYSTEMS SCIENCE &, COMPLEXITY,

Journal of the Franklin Institute,

JOURNAL OF VISUAL COMMUNICATION AND IMAGE REPRESENTATION,

KODAI MATHEMATICAL JOURNAL,

Linear Algebra and its Applications,

Linear and Multilinear Algebra,

LITHUANIAN MATHEMATICAL JOURNAL,

MATCH-COMMUNICATIONS IN MATHEMATICAL AND IN COMPUTER CHEMISTRY,

Math. Meth Appl. Sci.,

Math. Nachr.,,

Math. Proc. Camb. Phil. Soc.,

Mathematical and Computational Applications,

MATHEMATICAL AND COMPUTER MODELLING,

MATHEMATICAL NOTES,

MATHEMATICAL PROBLEMS IN ENGINEERING,

MATHEMATICS AND COMPUTERS IN SIMULATION,

MECHANICS OF TIME-DEPENDENT MATERIALS,

METRIKA,

MICHIGAN MATHEMATICAL JOURNAL,

Monatsh Math,

MONATSHEFTE FUR MATHEMATIK,

NETWORKS,

NEUROCOMPUTING,

Nonlinear Analysis,

Nonlinear Analysis: Real World Applications,

NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS,

NONLINEAR ANALYSIS-THEORY METHODS &, APPLICATIONS,

NONLINEAR DYNAMICS,

NONLINEARITY,

Nucleic Acids Research,

Numer Methods Partial Differential Eq,

Numer. Math. Theor. Meth. Appl.,

NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS,

OPERATIONS RESEARCH LETTERS,

Optical Engineering,

Optics Letters,

OPTIMAL CONTROL APPLICATIONS &, METHODS,

PACIFIC JOURNAL OF MATHEMATICS,

PARALLEL COMPUTING,

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,

PHYSICA D-NONLINEAR PHENOMENA,

PHYSICS LETTERS A,

Potential Anal,

PROBABILITY THEORY AND RELATED FIELDS,

Proc. Japan Acad.,

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY,

PROCEEDINGS OF THE JAPAN ACADEMY SERIES A-MATHEMATICAL SCIENCES,

PROGRESS IN NATURAL SCIENCE,

PUBLICATIONES MATHEMATICAE-DEBRECEN,

PURE AND APPLIED MATHEMATICS QUARTERLY ,

Quart. J. Math,

QUARTERLY JOURNAL OF MATHEMATICS,

RAMANUJAN JOURNAL,

RESULTS IN MATHEMATICS,

Risk and Decision Analysis,

SCANDINIAN JOURNAL OF STATISTICS,

Science China: Information Sciences,

Science China: Mathematics,

SCIENCE CHINA-INFORMATION SCIENCES,

SCIENCE CHINA-MATHEMATICS,

SCIENCE IN CHINA SERIES A-MATHEMATICS,

SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES,

SCIENCE IN CHINA SERIES G-PHYSICS MECHANICS &, ASTRONOMY,

SIAM J. NUMER. ANAL.,

SIAM JOURNAL ON CONTROL AND OPTIMIZATION,

SIAM JOURNAL ON DISCRETE MATHEMATICS,

SIAM JOURNAL ON NUMERICAL ANALYSIS,

STATISTICS &, PROBABILITY LETTERS,

STOCHASTIC ANALYSIS AND APPLICATIONS,

STOCHASTIC PROCESSES AND THEIR APPLICATIONS,

SYSTEMS &, CONTROL LETTERS,

THEORETICAL COMPUTER SCIENCE,

Transactions of the American Mathematical Society, TURKISH JOURNAL OF MATHEMATICS

Ultrasound in Med. &, Biol.,

Z. Angew. Math. Phys.,

ZEITSCHRIFT FUR NATURFORSCHUNG SECTION A-A JOURNAL OF PHYSICAL SCIENCES,

ACTA MATHEMATICA SINICA-ENGLISH SERIES,

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,

ANNALS OF PROBABILITY,

ANNALS OF STATISTICS,

APPLIED MATHEMATICS AND COMPUTATION,

Bernoulli,

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,

COMPTES RENDUS MATHEMATIQUE,

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,

IET CONTROL THEORY AND APPLICATIONS,

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,

JOURNAL OF MULTIVARIATE ANALYSIS,

METRIKA,

NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS,

PROBABILITY THEORY AND RELATED FIELDS,

SIAM JOURNAL ON CONTROL AND OPTIMIZATION,

SIAM JOURNAL ON NUMERICAL ANALYSIS,

STATISTICS &, PROBABILITY LETTERS,

STOCHASTIC PROCESSES AND THEIR APPLICATIONS,

金融数学与金融工程硕士研究生培养方案类别序号课程号课程名开课学期总学时学分任课教师考核方式MP1209002思想政治理论(理工医)秋543 考试2MP0891001第一外国语(英)春秋1083 考试M08019002专业外语春秋322考查4M12019001近世代数基础春543考试M12019002高等近世代数(全英语)春543黄华林,夏鸿刚,纪广华考试6M08019005现代泛函分析秋543张晓燕,考试M12019006高等泛函分析(全英语)秋543张晓燕,考试M08019019高等概率论(全英语)秋543吴臻 石玉峰考试M08019014高等数理统计(全英语)秋543栾贻会林路 魏刚 考试10M08019015随机过程(全英语)秋543吴臻 石玉峰 嵇少林考试M08019016倒向随机微分方程春543彭实戈 陈增敬 吴臻考试M08019018线性统计模型(全英语)春543林路 魏刚 栾贻会考试M08019001前沿讲座春秋152学术论坛,学术讲座的着名学者,外请讲座教授,本院博导考查1M08019084社会实践春秋502 考查1CP0891021第二外国语(英)春722 考试2CP0891022春722 考试3CP0891023春722 考试4CP0891024春722 考试5CP0891025春722 考试6CP0891001秋361 考试7CP0809099春361 考试8MP0849001秋361 考试9MP0849002秋361 考试1MP0849003武术散打综合秋361 考试MP0849004形体综合秋361 考试1C08019004随机过程中的统计推断春秋362魏刚 栾贻会 林路考试C08019003时间序列分析春362栾贻会 林路 魏刚考试M08019056衍生证券理论秋362嵇少林 贾广岩 吴臻考试C08019006金融数学春秋362石玉峰 陈增敬考试M08019065数理经济学春秋362崔玉泉,胡发胜,王剑敏,戎晓霞考试C08019007非线性期望春秋362陈增敬 石玉峰考试C08019008随机计算(全英语)春秋362赵卫东 杨维强考试M08019057随机控制及其应用(全英语)春秋542嵇少林 吴臻 贾广岩考试M08019066经济分析方法春秋362胡发胜,王剑敏,王剑敏,胡发胜考试C12019007非参数统计秋362林路 魏刚 栾贻会考试22C12019008多元统计方法春362林路 栾贻会 魏刚 任燕燕考试补修课(三选一)1M12019004数学分析春秋1080数学院本科课程考试2M12019005高等代数春秋1080

数学院本科课程考试3M12019003常微分方程春秋0

数学院本科课程考试

4