A second major in financial engineering is ideal for students who are interested in careers or graduate school in financial engineering, quantitative finance, or related fields. This program covers classes in engineering, computer science and business.

Background Course Work: 18 units

CSE 131Introduction to Computer Science3
ESE 326Probability and Statistics for Engineering3
or QBA 121 Managerial Statistics II
or Econ 413 Introduction to Econometrics
or Math 439 Linear Statistical Models
Math 217Differential Equations3
Math 233Calculus III3
Math 309Matrix Algebra3
MEC 290Microeconomics3
or Econ 4011 Intermediate Microeconomic Theory
Total Units18

Engineering Professional Core Requirements: 15 units

CSE 240Logic and Discrete Mathematics3
CSE 247Data Structures and Algorithms3
CSE 417TIntroduction to Machine Learning3
or CSE 427S Cloud Computing with Big Data Applications
ESE 403Operations Research3
or ESE 415 Optimization
ESE 427Financial Mathematics3
Total Units15

Olin Professional Core Requirements: 9 units

ACCT 2610Principles of Financial Accounting3
FIN 340Capital Markets and Financial Management3
FIN 441Investments3
Total Units9

Olin Elective Courses: 6 units minimum

B62 FIN 500QQuantitative Risk Management3
B62 FIN 537Advanced Derivative Securities3
B62 FIN 539Mathematical Finance1.5
B62 FIN 551Advanced Fixed Income and Credit Risk Modeling2
B62 FIN 552Fixed Income Derivatives1.5

Financial Mathematics (ESE 427) is to be taken after Capital Markets and Financial Management (FIN 340) and to be taken before the 6 credit hours of FIN 500+.

Students must have a 3.0 or higher GPA to pursue this second major, which includes the cumulative GPA, Business GPA, and Engineering GPA.

For students earning School of Engineering & Applied Science undergraduate degrees:

  • A maximum of 12 units may be double-counted for this second major and an engineering or computer science undergraduate degree (this does not include the background course work).

To design a customized program, contact the director of the program Professor Zachary Feinstein.