Curriculum

MSFE
BREAKDOWN


48 Units

18 Units
Finance Core Courses

18 Units
Mathematics Core Courses

12 Units
Elective Courses
The Financial Engineering Program at the Drucker School provides a flexible interdisciplinary curriculum

Forty-eight (48) units are required for the MSFE degree. The program can be completed in three semesters of full-time study.

The Internship in Financial Engineering can apply toward the management electives requirement.

Students with appropriate backgrounds can substitute additional electives for required courses.

MANAGEMENT
COURSES

  MATHEMATICS
COURSES

Finance Core (18 units)

  Mathematics Core (18 units)

MGT 326 Financial Accounting
MGT 335 Corporate Finance

MGT 391 Introduction to Risk Management
MGT 402 
Asset Management Practicum

MGT 339 Financial Derivatives

  Math 251 Probability
Math 252 Statistical Theory
or
Math 463 Financial Time Series

Math 256 Stochastic Processes
Math 358 Mathematical Finance

Math 458A  Quantitative Risk Management
or
Math 458B Optimal Portfolio Theory (2 units)

     
Suggested Management &
Economics Electives

  Suggested Math Electives


ECON 384 Econometrics III
ECON 337 Behavioral Finance & Risk Management

MGT 307 Game Theory

MGT 327 Financial Statement Analysis

MGT 332 Energy Derivatives
MGT 334 Global Finance

MGT 340 Strategy

MGT 373 Financial Strategy and Policy

MGT 376 The Global Economy

MGT 383 Economics of Strategy

MGT 410 Entrepreneurial Finance

MGT 475 Selected Topics in Finance: Fixed Income
 

Math 265 Numerical Analysis
Math 282 Partial Differential Equations
Math 283 Mathematical Modeling
Math 261A Introduction to C++ (2 units)
Math 355 Linear Statistical Models
Math 359 Simulation
Math 361A Numerical Methods for Finance (2 units)
Math 361B Credit Risk
Math 366 Data Mining
Math 368 Advanced Numerical Analysis
Math 389 Discrete Mathematical Modeling
Math 392 Math Clinic
Math 452 Bayesian Data Analysis
Math 454 Statistical Learning

 
 
 
 
 
 
 
 
 
   

 

Course Planning Guide

The FE Program is flexible and offers all students, whether part-time, full-time, or fully-employed, the ability to decided on a semester-by-semester basis the schedule that will best fit with the demands of life. For example, a student can choose to take a full-time load, or four courses, in a semester when outside demands on time are lighter, and the following semester can opt to take one or two courses, if outside demands increase.

Below you will find the fall entry three (3) semester course planning guide.

1st Fall

1st Spring

2nd Fall

Probability 251 Stochastic Processes 256 Mathematical Finance 358
Financial Accounting 326 Statistics 252  OR
Asset Management 402
Corporate Finance 335
Financial Time Series 463
Elective
Introduction to Risk Mgt 391
Financial Derivatives 339
Elective
Elective Elective  



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