The Second Major in Financial Engineering
A second major in financial engineering is ideal for students who are interested in careers or graduate study in financial engineering, quantitative finance or related fields. This program covers classes in engineering, computer science and business.
Background Course Work: 18 units
| Code | Title | Units |
|---|---|---|
| CSE 131 | Introduction to Computer Science | 3 |
| ESE 326 | Probability and Statistics for Engineering | 3 |
| or DAT 121 | Managerial Statistics II | |
| or Econ 413 | Introduction to Econometrics | |
| or Math 439 | Linear Statistical Models | |
| Math 217 | Differential Equations | 3 |
| Math 233 | Calculus III | 3 |
| Math 309 | Matrix Algebra | 3 |
| or ESE 105 | Introduction to Electrical and Systems Engineering | |
| MEC 290 | Microeconomics | 3 |
| or Econ 4011 | Intermediate Microeconomic Theory | |
| Total Units | 18 | |
Engineering Professional Core Requirements: 15 units
| Code | Title | Units |
|---|---|---|
| CSE 247 | Data Structures and Algorithms | 3 |
| ESE 427 | Financial Mathematics | 3 |
| 9 credit units of electives from the following courses: | ||
| ESE 417 | Introduction to Machine Learning and Pattern Classification | 3 |
| or CSE 417T | Introduction to Machine Learning | |
| or CSE 427S | Cloud Computing with Big Data Applications | |
| ESE 4031 | Optimization for Engineered Planning, Decisions and Operations | 3 |
| or ESE 415 | Optimization | |
| ESE 4261 | Statistical Methods for Data Analysis with Applications to Financial Engineering | 3 |
| CSE 240 | Logic and Discrete Mathematics | 3 |
| or Math 310 | Foundations for Higher Mathematics | |
Olin Professional Core Requirements: 9 units
| Code | Title | Units |
|---|---|---|
| ACCT 2610 | Principles of Financial Accounting | 3 |
| FIN 340 | Capital Markets and Financial Management | 3 |
| FIN 441 | Investments | 3 |
| Total Units | 9 | |
Olin Elective Courses: 6 units minimum
| Code | Title | Units |
|---|---|---|
| FIN 450F | Financial Technology: Methods and Practice | 3 |
| FIN 452 | Advanced Derivative Securities | 3 |
| FIN 500Q | Quantitative Risk Management | 3 |
| FIN 500R | Topics in Quantitative Finance | 1.5 |
| FIN 532B | Data Analysis for Investments | 1.5 |
| FIN 539 | Mathematical Finance | 1.5 |
| FIN 552 | Fixed Income Derivatives | 1.5 |
ESE 427 Financial Mathematics is to be taken after FIN 340 Capital Markets and Financial Management and before the 6 credit units of FIN 500+.
Students interested in this second major must complete the application and have a 3.3 or higher grade-point average to pursue this second major, which includes the cumulative GPA, the Business GPA, and the Engineering GPA. The application may be accessed via WebSTAC/Major Programs when the request for the second major is selected.
For more information, contact the director of the program, Vladimir Kurenok.