OR: Financial Engineering
Financial Engineering is a multidisciplinary field integrating financial theory with economics, methods of engineering, tools of mathematics and practice of programming. The concentration is designed to provide training in the application of engineering methodologies and quantitative methods to finance. Students graduating with this concentration are prepared to enter careers in securities, banking, financial management, consulting industries, quantitative roles in corporate treasury, and finance departments of general manufacturing and service firms.
Students who are interested in pursuing the rigorous concentration in Financial Engineering must demonstrate consistent strength in calculus, computer programming, linear algebra, ordinary differential equations, probability, and statistics. This option is available to the class of 2008 and later by application only. Applications to the concentration will be accepted during the sophomore year; students will receive the departmental decision by the summer following the end of the sophomore year. Students may apply online.
Curriculum
The prerequisites for this program are courses equivalent to those listed in the first- and second-year program. We encourage all students to take ECON W1105, ECON W2261, COMS W1004/W1007 (JAVA), Data Structures (JAVA), SIEO W3658, STAT W3559, Linear Algebra, Ordinary Differential Equations, and preprofessional elective during the first and second year.
Undergraduates are strongly recommended to follow the sequence of courses as outlined in the SEAS Bulletin. OR:FE majors are required to complete have to complete a two-course Technical concentration. If a required technical course is not scheduled, it must be replaced by a technical elective with the written approval of a faculty adviser.