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

CSE 131Introduction to Computer Science3
ESE 326Probability and Statistics for Engineering3
or DAT 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
or ESE 105 Introduction to Electrical and Systems Engineering
MEC 290Microeconomics3
or Econ 4011 Intermediate Microeconomic Theory
Total Units18

Engineering Professional Core Requirements: 15 units

CSE 240Logic and Discrete Mathematics3
or Math 310 Foundations for Higher Mathematics
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

FIN 452Advanced Derivative Securities3
B62 FIN 500QQuantitative Risk Management3
B62 FIN 539Mathematical Finance1.5
B62 FIN 552Fixed Income Derivatives1.5

Financial Mathematics (ESE 427) is to be taken after Capital Markets and Financial Management (FIN 340) 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 students earning undergraduate degrees from the McKelvey School of Engineering, 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).

For more information, contact the director of the program, Vladimir Kurenok.