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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)
MTH 9814 A Quantitative Introduction to Pricing Financial Instruments3 credits
MTH 9815 Object Oriented Programming for Financial Applications3 credits
MTH 9821 Numerical Methods for Finance I3 credits
MTH 9831 Probability and Stochastic Processes for Finance I3 credits
MTH 9903 Capstone Project and Presentation3 credits

Elective Courses                   (21 credits)

Choose courses from the following courses:
MTH 9816

Fundamentals of Trading

1.5 credits
MTH 9841 Statistics for Finance3 credits
MTH 9842 Linear and Quadratic Optimization Techniques1.5 credits 
MTH 9845 Market and Credit Risk Management3 credits
MTH 9848 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
MTH 9865 Commodities and Futures Trading1.5 credits  
MTH 9867 Time Series Analysis and Algorithmic Trading 3 credits
MTH 9868 Advanced Risk and Portfolio Management 3 credits
MTH 9871 Advanced Computational Methods in Finance 3 credits
MTH 9873 Interest Rate Models and Interest Rate Derivatives 3 credits
MTH 9875 The Volatility Surface 3 credits
MTH 9876Credit Risk Models3 credits
MTH 9878Interest Rate Models3 credits
MTH 9879 Market Microstructure Models 3 credits
MTH 9881 Current Topics in Mathematical Finance 3 credits
MTH 9882 Fixed Income Risk Management1.5 credits  
MTH 9883 

Structured Security Valuation in the Primary Market 

1.5 credits  
MTH 9886

Emerging Markets and Inflation Modeling

1.5 credits
MTH 9891 

Introduction to Applied Financial Econometrics 

1.5 credits
MTH 9893 

Time Series Analysis 

1.5 credits  

MTH 9894 

Machine Learning

1.5 credits
MTH 9896 

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
ECO 82100 (Term I) Econometrics I3 credits
ECO 82100 (Term II) Financial Econometrics3 credits
FIN 9770 Financial Markets and Institutions3 credits
FIN 9782 Futures and Forward Markets3 credits
FIN 9783 Investment Analysis3 credits
FIN 9786 International Financial Markets3 credits
FIN 9790 Seminar in Finance3 credits
FIN 9793 Advanced Investment Analysis3 credits
FIN 9797 Options Markets3 credits
STA 9700 Modern Regression Analysis3 credits
STA 9701 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)
MTH 9814 A Quantitative Introduction to Pricing Financial Instruments3 credits
MTH 9815 Object Oriented Programming for Financial Applications3 credits
MTH 9821 Numerical Methods for Finance I3 credits
MTH 9831 Probability and Stochastic Processes for Finance I3 credits
MTH 9902Internship Course 1.5 credits 
MTH 9903 Capstone Project and Presentation3 credits

Elective Courses                   (19.5 credits)

Choose courses from the following courses:
MTH 9816

Fundamentals of Trading

1.5 credits
MTH 9841 Statistics for Finance3 credits
MTH 9842 Linear and Quadratic Optimization Techniques1.5 credits 
MTH 9845 Market and Credit Risk Management3 credits
MTH 9848 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
MTH 9865 Commodities and Futures Trading1.5 credits  
MTH 9866Modeling and Market Making in Foreign Exchange 1.5 credits 
MTH 9867 Time Series Analysis and Algorithmic Trading 3 credits
MTH 9868 Advanced Risk and Portfolio Management 3 credits
MTH 9871 Advanced Computational Methods in Finance 3 credits
MTH 9873 Interest Rate Models and Interest Rate Derivatives 3 credits
MTH 9875 The Volatility Surface 3 credits
MTH 9876Credit Risk Models3 credits
MTH 9878Interest Rate Models3 credits
MTH 9879 Market Microstructure Models 3 credits
MTH 9881 Current Topics in Mathematical Finance 3 credits
MTH 9882 Fixed Income Risk Management1.5 credits  
MTH 9883 

Structured Security Valuation in the Primary Market 

1.5 credits  
MTH 9886

Emerging Markets and Inflation Modeling

1.5 credits
MTH 9891 

Introduction to Applied Financial Econometrics 

1.5 credits
MTH 9893 

Time Series Analysis 

1.5 credits  

MTH 9894 

Machine Learning

1.5 credits
MTH 9896 

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
ECO 82100 (Term I) Econometrics I3 credits
ECO 82100 (Term II) Financial Econometrics3 credits
FIN 9770 Financial Markets and Institutions3 credits
FIN 9782 Futures and Forward Markets3 credits
FIN 9783 Investment Analysis3 credits
FIN 9786 International Financial Markets3 credits
FIN 9790 Seminar in Finance3 credits
FIN 9793 Advanced Investment Analysis3 credits
FIN 9797 Options Markets3 credits
STA 9700 Modern Regression Analysis3 credits
STA 9701 Time Series: Forecasting and Statistical Modeling3 credits

 

 

 

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