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Fall 2016(See below for changes to the Program that will take place in spring 2017 .)

The Baruch College Financial Engineering MS Program is a professional Masters Program 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 five 3-credit required courses. The remaining 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.

The curriculum of the MFE Program is designed to provide students with the background required for modeling and solving problems that arise in the financial services industry across various markets and asset classes. All courses are offered in the evening to accommodate students with work commitments.

Courses in Specialization    (36 credits) 

Required Courses                 (15 credits)
A Quantitative Introduction to Pricing Financial Instruments3 credits
Object Oriented Programming for Financial Applications3 credits
Numerical Methods for Finance I3 credits
Probability and Stochastic Processes for Finance I3 credits
Capstone Project and Presentation3 credits

Elective Courses                   (21 credits)

Choose courses from the following courses:
MTH 9816

Fundamentals of Trading

1.5 credits
Statistics for Finance3 credits
Linear and Quadratic Optimization Techniques1.5 credits 
Market and Credit Risk Management3 credits
Elements of Structured Finance3 credits
MTH 9852Numerical Methods for Finance II3 credits
MTH 9855Asset Allocation and Portfolio Management3 credits
MTH 9862Probability and Stochastic Processes for Finance II3 credits
MTH 9863Volatility Filtering and Estimation1.5 credits 
MTH 9864Model Review for Quantitative Models in Finance1.5 credits
Commodities and Futures Trading1.5 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
MTH 9876Credit Risk Models3 credits
MTH 9878Interest Rate Models3 credits
Market Microstructure Models 3 credits
Current Topics in Mathematical Finance 3 credits
Fixed Income Risk Management1.5 credits  

Structured Security Valuation in the Primary Market 

1.5 credits  
MTH 9886

Emerging Markets and Inflation Modeling

1.5 credits

Introduction to Applied Financial Econometrics 

1.5 credits

Time Series Analysis 

1.5 credits  

MTH 9894 

Machine Learning

1.5 credits

Behavioral Finance 

1.5 credits
MTH 9898Data Science in Finance I: Big Data in Finance1.5 credits
MTH 9899Data Science in Finance II: Machine Learning1.5 credits
(Term I) Econometrics I3 credits
(Term II) Financial Econometrics3 credits
Financial Markets and Institutions3 credits
Futures and Forward Markets3 credits
Investment Analysis3 credits
International Financial Markets3 credits
Seminar in Finance3 credits
Advanced Investment Analysis3 credits
Options Markets3 credits
Modern Regression Analysis3 credits
Time Series: Forecasting and Statistical Modeling3 credits
Effective Spring 2017 

The Baruch College Financial Engineering MS Program is a professional Masters Program 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 five 3-credit required courses, and a 1.5 credit internship course. The remaining 19.5 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.

The curriculum of the MFE Program is designed to provide students with the background required for modeling and solving problems that arise in the financial services industry across various markets and asset classes. All courses are offered in the evening to accommodate students with work commitments.

 

Courses in Specialization    (36 credits) 

Required Courses                 (16.5 credits)
A Quantitative Introduction to Pricing Financial Instruments3 credits
Object Oriented Programming for Financial Applications3 credits
Numerical Methods for Finance I3 credits
Probability and Stochastic Processes for Finance I3 credits
MTH 9902Internship Course 1.5 credits 
Capstone Project and Presentation3 credits

Elective Courses                   (19.5 credits)

Choose courses from the following courses:
MTH 9816

Fundamentals of Trading

1.5 credits
Statistics for Finance3 credits
Linear and Quadratic Optimization Techniques1.5 credits 
Market and Credit Risk Management3 credits
Elements of Structured Finance3 credits
MTH 9852Numerical Methods for Finance II3 credits
MTH 9855Asset Allocation and Portfolio Management3 credits
MTH 9862Probability and Stochastic Processes for Finance II3 credits
MTH 9863Volatility Filtering and Estimation1.5 credits 
MTH 9864Model Review for Quantitative Models in Finance1.5 credits
Commodities and Futures Trading1.5 credits  
MTH 9866Modeling and Market Making in Foreign Exchange 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
MTH 9876Credit Risk Models3 credits
MTH 9878Interest Rate Models3 credits
Market Microstructure Models 3 credits
Current Topics in Mathematical Finance 3 credits
Fixed Income Risk Management1.5 credits  

Structured Security Valuation in the Primary Market 

1.5 credits  
MTH 9886

Emerging Markets and Inflation Modeling

1.5 credits

Introduction to Applied Financial Econometrics 

1.5 credits

Time Series Analysis 

1.5 credits  

MTH 9894 

Machine Learning

1.5 credits

Behavioral Finance 

1.5 credits
MTH 9898Data Science in Finance I: Big Data in Finance1.5 credits
MTH 9899Data Science in Finance II: Machine Learning1.5 credits
(Term I) Econometrics I3 credits
(Term II) Financial Econometrics3 credits
Financial Markets and Institutions3 credits
Futures and Forward Markets3 credits
Investment Analysis3 credits
International Financial Markets3 credits
Seminar in Finance3 credits
Advanced Investment Analysis3 credits
Options Markets3 credits
Modern Regression Analysis3 credits
Time Series: Forecasting and Statistical Modeling3 credits

 

 

 

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