The Baruch College Financial Engineering MS Program is a professional Master's Program that graduates competitive, high-quality individuals who successfully pursue careers in quantitative finance.
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Courses in Specialization (36 credits)
Required Courses (21 credits) |
| A Quantitative Introduction to Pricing Financial Instruments | 3 credits |
| Software Engineering in Finance | 3 credits |
| Numerical Methods for Finance I | 3 credits |
| Probability and Stochastic Processes for Finance I | 3 credits |
| Numerical Methods for Finance II | 3 credits |
| Probability and Stochastic Processes for Finance II | 3 credits |
| Capstone Project and Presentation | 3 credits |
Elective Courses (15 credits)
Choose courses from the following list: |
| Statistics for Finance | 3 credits |
| Linear and Quadratic Optimization Techniques | 1.5 5 credits |
| Market and Credit Risk Management | 3 credits |
| Elements of Structured Finance | 3 credits |
| Deal Theory and Structured Analysis | 3 credits |
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CourseNumber | 9863 |
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Discipline | MTH |
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| Volatility Filtering and Estimation | 1.5 credits |
| Commodities and Futures Trading | 1.5 5 credits |
| Time Series Analysis and Algorithmic Trading | 3 credits |
| Advanced Risk and Portfolio Management | 3 credits |
| Advanced Computational Methods in Finance | 3 credits |
| Interest Rate Models and Interest Rate Derivatives | 3 credits |
| The Volatility Surface | 3 credits |
| Market Microstructure Models | 3 credits |
| Current Topics in Mathematical Finance | 3 credits |
| Fixed Income Risk Management | 1.5 5 credits |
| Structured Security Valuation in the Primary Market | 1.5 5 credits |
| Machine Learning | 1.5 credits |
| Introduction to Applied Financial Econometrics | 1.5 credits |
| Time Series Analysis | 1.5 5 credits |
| Algorithmic Trading | 1.5 credits |
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CourseNumber | 9895 |
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Discipline | MTH |
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| Big Data in Finance | 1.5 5 credits |
| Behavioral Finance | 1.5 credits |
| (Term I) Econometrics I | 3 credits |
| (Term II) Financial Econometrics | 3 credits |
| Financial Markets and Institutions | 3 credits |
| Futures and Forward Markets | 3 credits |
| Investment Analysis | 3 credits |
| International Financial Markets | 3 credits |
| Seminar in Finance | 3 credits |
| Advanced Investment Analysis | 3 credits |
| Options Markets | 3 credits |
| Applied Regression Analysis | 3 credits |
| Time Series: Forecasting and Statistical Modeling | 3 credits |