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MS/SE Concentration in
Financial Systems Engineering (FNSE)
Financial Engineering is a cross-disciplinary field which relies on mathematical finance, numerical methods, and computer simulations to make trading, hedging, and investment decisions, as well as facilitating the risk management of those decisions. While mathematics is indispensable in financial engineering, the concentration will try best to focus on the concepts and ideas of finance, while limiting the math within a scope acceptable to most students in engineering.
Basic methods course:
Students must complete one course from the list of
basic methods
courses.
Concentration-specific courses:
Students must complete
two required courses and one elective course from an approved list. The two required courses are:
- SYST 588 Financial Systems Engineering I: Indroduction to Options, Futures, and Derivatives
- SYST 688 Financial Systems Engineering II: Derivative Products and Risk Management
The list of approved elective includes all basic methods courses and the following:
- SYST 573 Decision and Risk Analysis
- SYST 584 Heterogeneous Data Fusion
- SYST 664 Bayesian Inference and Decision Theory
- SYST 671 Judgment and Choice Processing and Decision Making
- OR 635 Discrete System Simulation
- OR 645 Stochastic Processes
- OR 682 Computational Methods in Engineering and Statistics
- OR 719 Graphical Models for Inference and Decision Making
- MBA 705 Venture Capital and Private Finance
- MBA 706 Investment Analysis
- MBA 717 International Finance
- MBA 747 Real Estate Finance
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