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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.

The Master of Science in Financial Engineering (MFE) requires the completion of 36 credits, including seven 3-credit required courses. The remaining 15 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                 (21 credits)
MTH 9814  A Quantitative Introduction to Pricing Financial Instruments 3
MTH 9815  Software Engineering in Finance 3
MTH 9821  Numerical Methods for Finance I 3
MTH 9831  Probability and Stochastic Processes for Finance I 3
MTH 9852  Numerical Methods for Finance II 3
MTH 9862  Probability and Stochastic Processes for Finance II 3
MTH 9903  Capstone Project and Presentation 3

Elective Courses                   (15 credits)

Choose courses from the following list:
MTH 9841  Statistics for Finance 3
MTH 9842  Linear and Quadratic Optimization Techniques 1.5 
MTH 9845  Market and Credit Risk Management 3
MTH 9848  Elements of Structured Finance 3
MTH 9849  Deal Theory and Structured Analysis 3
MTH 9863 Volatility Filtering and Estimation 1.5 
MTH 9865  Commodities and Futures Trading 1.5  
MTH 9867  Time Series Analysis and Algorithmic Trading  3
MTH 9868  Advanced Risk and Portfolio Management  3
MTH 9871  Advanced Computational Methods in Finance  3
MTH 9873  Interest Rate Models and Interest Rate Derivatives  3
MTH 9875  The Volatility Surface  3
MTH 9879  Market Microstructure Models  3
MTH 9881  Current Topics in Mathematical Finance  3
MTH 9882  Fixed Income Risk Management 1.5  
MTH 9883 

Structured Security Valuation in the Primary Market 

MTH 9884 

Machine Learning 

MTH 9891 

Introduction to Applied Financial Econometrics 

MTH 9893 

Time Series Analysis 

MTH 9894 

Algorithmic Trading 

MTH 9895 Big Data in Finance 1.5 
MTH 9896 

Behavioral Finance 

ECO 82100  (Term I) Econometrics I 3
ECO 82100  (Term II) Financial Econometrics 3
FIN 9770  Financial Markets and Institutions 3
FIN 9782  Futures and Forward Markets 3
FIN 9783  Investment Analysis 3
FIN 9786  International Financial Markets 3
FIN 9790  Seminar in Finance 3
FIN 9793  Advanced Investment Analysis 3
FIN 9797  Options Markets 3
STA 9700  Applied Regression Analysis 3
STA 9701  Time Series: Forecasting and Statistical Modeling 3
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