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:
 
IEOR E4403 Quantitative Corporate Finance 
(or IEOR E4402 Corporate Finance, Accounting & Investment Banking; may not take both IEOR E4403 and IEOR E4402)
IEOR E4602 Quantitative Risk Management
IEOR E4630 Asset Allocation
IEOR E4708 Seminar on Important Papers in Financial Engineering
IEOR E4731 Credit Risk Modeling and Derivatives
IEOR E4733 Algorithmic Trading
IEOR E4734 Foreign Exchange & Related Derivatives Instruments (1.5)

Computation & Programming

For students interested in the Concentration in Computation and Programming, please take the following electives:
 
IEOR E4500 Applications Programming for Financial Engineering 
IEOR E4738 Programming for FE 1: Tools for Building Financial Data and Risk Systems
IEOR E4739 Programming for FE 2: Implementing High Performance Financial Systems
IEOR E4741 Programming for Financial Engineers
IEOR E4742 Deep Learning for OR & FE
 

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:
 
IEOR E4500 Applications Programming for Financial Engineering
IEOR E4602 Quantitative Risk Management
IEOR E4732 Computational Methods in Derivatives Pricing
IEOR E4733 Algorithmic Trading
 
 

Derivatives

For students interested in the Concentration in Derivatives, please select at least 9 credits of coursework from below:
 
IEOR E4500 Applications Programming for Financial Engineering
IEOR E4602 Quantitative Risk Management
IEOR E4710 Fixed Income and Term Structure Modeling
IEOR E4715 Commodity Derivatives (1.5)
IEOR E4718 Beyond Black-Scholes: The Implied Volatility Smile
IEOR E4731 Credit Risk Modeling and Derivatives
IEOR E4732 Computational Methods in Derivatives Pricing
IEOR E4735 Structured and Hybrid Products
DROM B8112 Quantitative Finance: Models and Computation

Finance & Economics

For students interested in the Concentration in Finance & Economics, please select at least 9 credits of coursework from below:
 
IEOR E4403 Quantitative Corporate Finance
(or IEOR E4402 Corporate Finance, Accounting & Investment Banking; may not take both IEOR E4403 and IEOR E4402)
IEOR E4708 Seminar on Important Papers in Financial Engineering
IEOR E4712 Behavioral Finance (1.5)
IEOR E4734 Foreign Exchange & Related Derivatives Instruments (1.5)
FINC B8307 Advanced Corporate Finance

Financial Technology

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

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 E4742 Deep Learning for OR & FE
IEOR E4725 Big Data in Finance
MRKT B8649 Pricing Strategies
MRKT B8696 Data Driven Dollars
DROM B8816 Quantitative Pricing and Revenue Analytics
DROM B9122 Computing for Business Research

 

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:

IEOR E4500 Applications Programming for Financial Engineering
IEOR E4525 Machine Learning for Financial Engineering & Operations Research
IEOR E4725 Big Data in Finance
IEOR E4741 Programming in Financial Engineering
IEOR E4742 Deep Learning for OR & FE
MRKT B8649 Pricing Strategies
MRKT B8696 Data Driven Dollars
DROM B8816 Quantitative Pricing and Revenue Analytics
DROM B9122 Computing for Business Research