Pilihan program

Ringkasan program

In this program, student must successfully complete a minimum of 36 semester hours for which graduate credit is accepted by the Physics Department. Econophysics, also known as the physics of finance, is the study of the dynamical behavior of financial and economic markets. Recently, a vast amount of market data has become available allowing empirical studies of market behavior to be performed. In the econophysics group at the University of Houston, students begin with these empirical studies to measure what the statistical properties of actual dynamics of markets are and then model that behavior mathematically. The models students create and study vary from discrete agent-based ones appropriate for short-time scale behavior to continuous stochastic ones appropriate for longer time scale behavior. There are many interesting and important open questions about market dynamics that interest students and faculties. These include questions about how to properly measure and explain the important properties of market dynamics, about the stability of markets, and about what the differences are in the behavior of different types of markets.

Modul program

The modules are Phys 6309 (and 6109): Advanced Mechanics I (Classical Mechanics), Phys 6303 (and 6103): Methods of Mathematical Physics I, Phys 6315 (and 6115): Quantum Mechanics I, Phys 6327 (and 6127): Statistical Physics I, Phys 6321 (and 6121): Electromagnetism I, Phys 6304 (and 6104): Methods of Mathematical Physics II, Phys 7397: Introduction to Scientific Programming, Phys 6397: Introduction to Econophysics, Phys 6350 (and 6150): Computational Physics I, Phys 7397: Computational Physics II: Monte Carlo Simulations, Phys 7329 Dynamical Problems in Statistical Mechanics, Phys 7397 Simulation of Economic Systems, Fina 7338 Financial Engineering and Derivatives, Phys 7397: Advanced Data Analysis Techniques, Fina 7366: Investments, Fina 8397: Seminar on Derivatives, Fina 8378: Seminar in Financial Markets in Institution. Other Courses of Potential Interest: Phys 6311 (and 6111): Advanced Mechanics II (Non-Linear Dynamics), Phys 6316 (and 6116): Quantum Mechanics II, Phys 7316-17: Quantum Field Theory, Phys 7309: Gravitation and Cosmology, Fina 7330: Corporate Finance, Fina 6335: Managerial Finance, Fina 6387: Managerial Analysis, Math 6388-89: Statistical Inference and Multivariate Analysis, Math 6382-83: Probability Models and Mathematical Statistics.

Persyaratan masuk bagi mahasiswa internasional

Students must have earned a four-year baccalaureate degree or higher degree from an accredited college or university, equivalent of a U.S. bachelor’s degree with a grade point average of at least 3.00 (A=4.00) during the last 60 semester hours of graduate and/or undergraduate work attempted. Students should have secured a minimum score of 550 (paper-based) or 213 (computer-based) or 79 (internet-based) on the test of English as a Foreign Language (TOEFL) or overall band score of 6.5 on the International English Language Testing System (IELTS).

Kualifikasi

Magister (S2)

Institusi penerbit ijazah

University Of Houston

Nama jurusan

College of Natural Sciences and Mathematics, Department of Physics