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 240 | Logic and Discrete Mathematics | 3 |
| or Math 310 | Foundations for Higher Mathematics | |
| 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 |
| Total Units | 15 | |
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 452 | Advanced Derivative Securities | 3 |
| B62 FIN 500Q | Quantitative Risk Management | 3 |
| B62 FIN 539 | Mathematical Finance | 1.5 |
| 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 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.