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 131||Introduction to Computer Science||3|
|ESE 326||Probability and Statistics for Engineering||3|
|or QBA 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 Econ 4011||Intermediate Microeconomic Theory|
Engineering Professional Core Requirements: 15 units
|CSE 240||Logic and Discrete Mathematics||3|
|CSE 247||Data Structures and Algorithms||3|
|CSE 417T||Introduction to Machine Learning||3|
|or CSE 427S||Cloud Computing with Big Data Applications|
|ESE 403||Operations Research||3|
|or ESE 415||Optimization|
|ESE 427||Financial Mathematics||3|
Olin Professional Core Requirements: 9 units
|ACCT 2610||Principles of Financial Accounting||3|
|FIN 340||Capital Markets and Financial Management||3|
Olin Elective Courses: 6 units minimum
|B62 FIN 500Q||Quantitative Risk Management||3|
|B62 FIN 537||Advanced Derivative Securities||3|
|B62 FIN 539||Mathematical Finance||1.5|
|B62 FIN 551||Advanced Fixed Income and Credit Risk Modeling||2|
|B62 FIN 552||Fixed Income Derivatives||1.5|
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.