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Curriculum
The curriculum of the Financial
Engineering program is designed to provide the students with the background
required for modeling and solving problems that arise in the
financial-service industry. Courses such as Object Oriented Programming
for Financial Applications, Market and Credit Risk Management, Elements of
Structured Finance, and Deal Theory and Structured Analysis are taught by
practitioners from the financial industry, enhancing the practical knowledge and
the financial engineering skills of our students.
Following is the list of the nine required courses:
Courses with a strong mathematical emphasis include MTH 9821, MTH 9831, MTH 9852, and MTH 9862.
These core math courses are, in effect two part year-long courses: MTH 9821 and MTH 9852: numerical methods for pricing financial instruments (tree-based methods, Monte Carlo methods, and finite difference methods)
MTH 9831 and MTH 9862: probability and stochastic processes methods for describing and pricing financial instruments
The first course in each sequence, MTH 9821 and MTH 9831 are only offered in the Fall
semester. This prevents us from offering Spring semester admission, since every student is expected to take
at least one core math course in the first semester of study.
The following courses may be taken as electives:
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FIN 9783 Investment Analysis 3 |
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FIN 9786 International Financial Markets |
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FIN 9790 Seminar in Finance |
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FIN 9793 Advanced Investment Analysis |
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FIN 9797 Options Markets |
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STA 9700 Modern Regression Analysis |
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STA 9701 Time Series: Forecasting and Statistical Modeling |
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ECO 82100 Econometrics I |
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ECO 82100 Financial Econometrics |
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Suggested Curriculum for full-time students