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 610Stochastic Calculus for Financial Engineers

3

FE 620Pricing and Hedging

3

FE 621Computational Methods in Finance

3

FE 630Portfolio Theory and Applications

3