The MSFE program offers the following concentrations:

IEOR Course Listing

See full IEOR course listing and schedule.

Asset Management

For students interested in the Concentration in Asset Management, please select at least 9 credits of coursework from below:
 
IEORE4403 Quantitative Corporate Finance
IEORE4602 Quantitative Risk Management
IEORE4630 Asset Allocation
IEORE4708 Seminar on Important Papers in Financial Engineering
IEORE4731 Credit Risk Modeling and Derivatives
IEORE4733 Algorithmic Trading
IEORE4734 Foreign Exchange & Related Derivatives Instruments (1.5)

Computation & Programming

For students interested in the Concentration in Computation and Programming, please take the following electives:
 
IEORE4727 Programming for Financial Engineers
IEORE4738 Programming for FE 1: Tools for Building Financial Data and Risk Systems
IEORE4739 Programming for FE 2: Implementing High Performance Financial Systems
 

Computational Finance/Trading Systems

For students interested in the Concentration in Computational Finance/Trading Systems, please select at least 9 credits of coursework from below:
 
IEORE4500 Applications Programming for Financial Engineering
IEORE4602 Quantitative Risk Management
IEORE4732 Computational Methods in Derivatives Pricing
IEORE4733 Algorithmic Trading
IEORE4736 Event Driven Finance
 

Derivatives

For students interested in the Concentration in Derivatives, please select at least 9 credits of coursework from below:
 
DROMB8112 Quantitative Finance: Models and Computation
IEORE4500 Applications Programming for Financial Engineering
IEORE4602 Quantitative Risk Management
IEORE4710 Fixed Income and Term Structure Modeling
IEORE4715 Commodity Derivatives (1.5)
IEORE4718 Beyond Black-Scholes: The Implied Volatility Smile
IEORE4731 Credit Risk Modeling and Derivatives
IEORE4732 Computational Methods in Derivatives Pricing
IEORE4735 Structured and Hybrid Products
IEORE4736 Event Driven Finance

Finance & Economics

For students interested in the Concentration in Finance & Economics, please select at least 9 credits of coursework from below:
 
IEORE4403 Quantitative Corporate Finance
IEORE4708 Seminar on Important Papers in Financial Engineering
IEORE4712 Behavioral Finance (1.5)
IEORE4734 Foreign Exchange & Related Derivatives Instruments (1.5)
FINCB8307 Advanced Corporate Finance

Financial Technology

For students interested in the Concentration in Financial Technoglogy, please select at least 9 credits of coursework from below:

DROM B8816 Quantitative Pricing and Revenue Analytics
DROM B9122 Computing for Business Research
IEOR E4500 Applications Programming for Financial Engineering
IEOR E4525 Machine Learning for Financial Engineering & Operations Research
IEOR E4574 Technology Innovation in Financial Services (1.5)
IEOR E4720 Deep Learning
IEOR E4725 Big Data in Finance
MRKT B8649 Pricing Strategies
MRKT B8696 Data Driven Dollars

 

Machine Learning for Financial Engineering

For students interested in the Concentration in Machine Learning for Financial Engineering, please select at least 9 credits of coursework from below:

DROM B8816 Quantitative Pricing and Revenue Analytics
DROM B9122 Computing for Business Research
IEOR E4500 Applications Programming for Financial Engineering
IEOR E4525 Machine Learning for Financial Engineering & Operations Research
IEOR E4720 Deep Learning
IEOR E4725 Big Data in Finance
IEOR E4727 Programming in Financial Engineering
MRKT B8649 Pricing Strategies
MRKT B8696 Data Driven Dollars