Student ID:__________________________ Student Name:_______________________ Adviser Name:_______________________ | Bulletin: 2014-2016 Undergraduate and Graduate Bulletin (with addenda) Program: Financial Engineering, Technology and Algorithmic Finance Track, M.S. Minimum Credits Required:__________________ | |||
Financial Engineering, Technology and Algorithmic Finance Track, M.S.Graduates of the Technology and Algorithmic Finance Track are actively involved in the development and implementation of the entire spectrum of algorithmic trading strategies, software applications, databases and networks used in modern financial services firms. The techniques it applies bridge computer science and finance to prepare graduate to participate in large-scale and mission-critical projects. Applications include high frequency finance, behavioral finance, agent-based modeling and algorithmic trading and portfolio management. Upon graduation, students of the Technology and Algorithmic Finance track will have developed software projects ranging from behavioral models to bespoke derivative valuations to financial trading, information management and tools and financial platforms. Students would be familiar with the use and role of technology in front, middle, and back offices; common trading strategies and how to implement and back-test them; and how to create new models and build new useful tools quickly. |
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Required to Complete the Financial Engineering MS program
Total # of credits: 33 | ||||
Core Courses (15 Credits) | ||||
Course Name | Credits | Term Taken | Grade | Node |
---|---|---|---|---|
FRE-GY 6003 Financial Accounting | 3 Credits | |||
FRE-GY 6023 Economic Foundations in Finance | 3 Credits | |||
FRE-GY 6083 Quantitative Methods in Finance | 3 Credits | |||
FRE-GY 6103 Corporate Finance | 3 Credits | |||
FRE-GY 6123 Financial Risk Management and Asset Pricing | 3 Credits | |||
Track-Required Course | ||||
Course Name | Credits | Term Taken | Grade | Node |
FRE-GY 6153 Foundations of Financial Technology | 3 Credits | |||
3 Courses from the FollowingStudents may choose from the courses below to fill the electives requirement in addition to the options in the Recommended Electives section. | ||||
Course Name | Credits | Term Taken | Grade | Node |
FRE-GY 6131 Clearing and Settlement and Operational Risk | 1.5 Credits | |||
FRE-GY 6883 Financial Computing | 3 Credits | |||
FRE-GY 7121 Statistical Arbitrage | 1.5 Credits | |||
FRE-GY 7211 Forensic Financial Technology and Regulatory Systems | 1.5 Credits | |||
FRE-GY 7221 Big Data in Finance | 1.5 Credits | |||
FRE-GY 7251 Algorithmic Trading & High-Frequency Finance | 1.5 Credits | |||
FRE-GY 7261 News Analytics and Strategies | 1.5 Credits | |||
Recommended Electives (6 Credits) | ||||
Course Name | Credits | Term Taken | Grade | Node |
FRE-GY 6041 Extreme Risk Analytics | 1.5 Credits | |||
FRE-GY 7831 Topics in Financial and Risk Engineering I: FINANCIAL ANALYTICS & BIG DATA | 1.5 Credits | |||
FRE-GY 7851 Topics in Financial and Risk Engineering II | 1.5 Credits | |||
FRE-GY 6251 Numerical and Simulation Techniques in Finance | 1.5 Credits | |||
FRE-GY 6451 Behavioral Finance | 1.5 Credits | |||
FRE-GY 7241 Algorithmic Portfolio Management | 1.5 Credits | |||
FRE-GY 7801 Topics in Finance and Financial Markets I | 1.5 Credits | |||
FRE-GY 6511 Derivatives Algorithms | 1.5 Credits | |||
Recommended Lab (1.5 credits)The following are recommended labs for this track: | ||||
Course Name | Credits | Term Taken | Grade | Node |
FRE-GY 6883 Financial Computing | 3 Credits | |||
For FRE-GY 6883, 1.5 credits count as lab and 1.5 credits as elective. | ||||
FRE-GY 6871 R in Finance | 1.5 Credits | |||
Notes:
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