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The Baruch College Financial Engineering MS Program is a professional Master's Masters Program that which graduates competitive, high-quality individuals who successfully pursue careers in quantitative finance.
The Master of Science in Financial Engineering (MFE) requires the completion of 36 credits, including seven five 3-credit required courses. The remaining 15 21 credits are to be completed from elective courses. Students entering the program with exceptional mathematical or financial skills may be permitted to replace one or more of the required courses with additional electives.
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Courses in Specialization (36 credits)
Required Courses (21 15 credits) |
| A Quantitative Introduction to Pricing Financial Instruments | 3 credits |
Software Engineering in Finance | Object Oriented Programming for Financial Applications | 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 21 credits)
Choose courses from the following list:courses: |
Showcourse v |
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CourseNumber | 9816 |
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Discipline | MTH |
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| Fundamentals of Trading | 1.5 credits |
| Statistics for Finance | 3 credits |
| Linear and Quadratic Optimization Techniques | 1.5 credits |
| Market and Credit Risk Management | 3 credits |
| Elements of Structured Finance | 3 credits |
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CourseNumber | 9852 |
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Discipline | MTH |
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| Numerical Methods for Finance II | 3 credits | | |
Showcourse v |
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CourseNumber | 9855 |
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Discipline | MTH |
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| Asset Allocation and Portfolio Management | 3 credits |
Showcourse v |
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CourseNumber | 9862 |
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Discipline | MTH |
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| Probability and Stochastic Processes for Finance II | Deal Theory and Structured Analysis | 3 credits |
Showcourse v |
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CourseNumber | 9863 |
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Discipline | MTH |
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| Volatility Filtering and Estimation | 1.5 credits |
showcourse-v |
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CourseNumber | 9864 |
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Discipline | MTH |
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| Model Review for Quantitative Models in Finance | 1.5 credits |
| Commodities and Futures Trading | 1.5 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 |
showcourse-v |
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CourseNumber | 9876 |
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Discipline | MTH |
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| Credit Risk Models | 3 credits |
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CourseNumber | 9878 |
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Discipline | MTH |
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| Interest Rate Models | 3 credits |
| Market Microstructure Models | 3 credits |
| Current Topics in Mathematical Finance | 3 credits |
| Fixed Income Risk Management | 1.5 credits |
| Structured Security Valuation in the Primary Market | 1.5 credits |
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MTH 9884 |
Machine Learning CourseNumber | 9886 |
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Discipline | MTH |
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| Emerging Markets and Inflation Modeling | 1. | 5 credits5 credits | | Introduction to Applied Financial Econometrics | 1.5 credits |
| Time Series Analysis | 1.5 credits |
Showcourse v |
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CourseNumber | 9894 |
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Discipline | MTH |
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| Machine Learning | 1.5 credits |
| Algorithmic Trading Behavioral Finance | 1.5 credits |
| 9895 | Data Science in Finance I: Big Data in Finance | 1.5 credits | |
showcourse-v |
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CourseNumber | 9899 |
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Discipline | MTH |
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| 9896Behavioral Finance | Data Science in Finance II: Machine Learning | 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 Modern Regression Analysis | 3 credits |
| Time Series: Forecasting and Statistical Modeling | 3 credits |