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Financial engineering is an interdisciplinary program in the Fox School. The MSFE curriculum combines studies in financial theory, mathematical modeling, computational methods and global markets.

10-Month MSFE Curriculum:

Fall 2010:
  • Continuous Time Finance
  • Derivatives
  • Optimization
  • Econometrics
Spring 2011:
  • Advanced Option Theory
  • International Financial Markets
  • Financial Risk Management
  • Time Series
Summer I 2011:
  • Interest Rate Options
  • MSFE Project

Part Time MSFE Curriculum:

Fall 2010:

  • Continuous Time Finance
  • Derivatives
Fall 2011:
  • Optimization
  • Econometrics

Spring 2011:
  • Advanced Option Theory
  • International Financial Markets
Spring 2012:
  • Financial Risk Management
  • Time Series
                        
Summer I 2011:
  • Interest Rate Options
Summer I 2012:
  • MSFE Project

The MSFE learning experience includes the following:

  • Independent Study – MSFE Project:  MSFE students pursue an applied financial engineering project based on program coursework.  While not required, MSFE projects may be individualized based on internship opportunities.
  • Program Seminars:  Distinguished guest speakers from academia and industry offer MSFE students insights into career opportunities, research advances and financial industry trends.