Concentrations

The MSFE program offers the following concentrations:

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 E4729 Algorithmic Trading: Theory & Practice

IEOR E4731 Credit Risk Modeling and Derivatives

IEOR E4734 Foreign Exchange & Related Derivatives Instruments (1.5)

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

 

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 E4722 Stochastic Control & Financial Applications

IEOR E4723 Blockchain & Cryptocurrency Investing (1.5)

IEOR E4729 Algorithmic Trading: Theory & Practice

IEOR E4732 Computational Methods in Derivatives Pricing

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

IEOR E4311 Derivatives Marketing & Structuring (1.5)

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

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 E4722 Stochastic Control & Financial Applications

IEOR E4734 Foreign Exchange & Related Derivatives Instruments (1.5)

IEOR E4745 Applied Financial Risk Management

FINC B8307 Advanced Corporate Finance

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 E4725 Big Data in Finance

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

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 E4540 Data Mining for Engineers    

IEOR E4722 Stochastic Control & Financial Applications

IEOR E4725 Big Data in Finance

IEOR E4741 Programming in Financial Engineering

IEOR E4742 Deep Learning for OR & FE

IEOR E4745 Applied Financial Risk Management

MRKT B8649 Pricing Strategies

MRKT B8696 Data Driven Dollars

DROM B8816 Quantitative Pricing and Revenue Analytics

DROM B9122 Computing for Business Research