Financial Engineering
The components of financial problem solving are embedded in the methods of applied mathematics, computational techniques, statistical analysis and economic theory. In a financial engineering program, those components are directed towards solving problems in securities valuation, risk management, portfolio structuring and regulatory concerns with emphasis on tools and training in stochastic modeling, optimization and simulation techniques.
Financial Engineering Requirements
The required courses are:
| FE 610 | Stochastic Calculus for Financial Engineers | 3 |
| FE 620 | Pricing and Hedging | 3 |
| FE 621 | Computational Methods in Finance | 3 |
| FE 630 | Portfolio Theory and Applications | 3 |