Financial Risk Engineering
The recent turbulence in the financial system heightened the need for a much stronger understanding of the financial system, its environment and the risk measures applied in the industry to quantify risk it in its multiple hierarchies. This certificate enables the graduate to fill this need and play an important role in balancing the interests of shareholders with the appropriate levels of risk taken by the managers and decision makers.
Financial Risk Engineering Requirements
This is a 12-credit certificate program, the required courses are as follows:
The required courses are:
Students must take the following two courses.
| FE 535 | Introduction to Financial Risk Management | 3 |
| FE 635 | Financial Enterprise Risk Engineering | 3 |
Choose one of the following elective courses
| FE 655 | Systemic Risk and Financial Regulation | 3 |
| Or | |
| FA 636 | Advanced Risk Analytics | 3 |
Choose one of the following elective courses
| FE 543 | Introduction to Stochastic Calculus for Finance | 3 |
| Or | |
| FE 610 | Stochastic Calculus for Financial Engineers | 3 |