Dear MSFE Class of 2008-2009:
Congratulations on your acceptance to the Master of Science in Financial Engineering (MSFE) Program! We are looking forward to meeting you in the summer.
The Financial Engineering Program at Columbia University provides a one-yearfull-time training in the application of engineering methodologies and quantitative methods to finance. It is designed for students who wish to obtain positions in the securities, banking, and financial management and consulting industries, or as quantitative analysts in corporate treasury and finance departments of general manufacturing and service firms. You take courses, taught by our renowned faculty and industry practitioners, in stochastic processes, optimization, numerical techniques, Monte Carlo simulation and data analysis. You will also study portfolio theory,derivatives valuation and financial risk analysis, making use of the methods you have learned.
Our program also hosts a popular Financial Engineering Practitioners Seminar on Monday nights, at which Wall Street and industry practitioners present their recent research or particular specialty, and where students can hear first-hand about life in the financial world. Our Department also invites practitioners of quantitative finance and prospective employers to give pedagogic talks to students on the industry.
Below you will find important information regarding the Program:
- MSFE Orientation 7/7: Schedule of Events
- Information about the curriculum
- Admission Response Form
- Suggested Reading List
- Financial Engineering Practitioners' Articles
- Wall Street Warms to Finance Degree with Focus on Math
- Finding a Job in Finance
- A Guide to the Perplexed Quant
- The Boy's Guide to Pricing and Hedging
- Wilmott Awards 2006 - Career Planning and Development Material
- Sample Resume 1
- Sample Resume 2
- Resume Tips
- Power Verbs
Important dates for the Program:
| Orientation: | Monday | July 7, 2008 |
| First day of Summer term (Part I), IEOR E4706: | Tuesday |
July 8, 2008 |
| First day of Summer term (Part I), IEOR E4701: | Thursday |
July 10, 2008 |
| Last day of Summer term (Part I): | Wednesday | August 27, 2008 |
| First day of Fall term: | Tuesday | September 2, 2008 |
| Last day of Fall term: |
Friday |
December 19, 2008 |
| First day of Spring term: | Tuesday |
January 20, 2009 |
| Last day of Spring term: |
Friday |
May 15, 2009 |
| First day of Summer term (Part II): | Tuesday | May 26, 2009 |
| Last day of the Program: | Friday | July 3, 2009* |
*This day may change. This is an estimated date.
For more information about our Department and Program, please visit our website.
If you have any questions or if we can be of any assistance, we can
easily be reached by calling 212-854-2941 or by sending an e-mail
message to .
Good luck and see you all on Monday, July 7th!
Best wishes,
Clifford Stein
Professor and Chairman
Emanuel Derman
MSFE Program Director
Jenny S. Mak
Director, Administration, Academic and Professional Development Director