Master of Science in Financial Engineering: Computational Finance Track
REQUIRED CLASSES
Required Courses Per Track: 7.5 credits
Computational Finance Track
- FRE 6041, Risk Management in the Real World, 1.5 AND 4 of the 5 courses listed below:5
- FRE 6231, Stochastics Calculus and Financial Modeling, 1.5
- FRE 6251, Numerical and Simulation Techniques in Finance, 1.5
- FRE 6311, Dynamic Assets and Options Pricing, 1.5
- FRE 6331, Financial Risk Management and Optimization, 1.5
- FRE 6351, Advanced Financial Econometrics, 1.5
** We anticipate that a new course, "FRE 6041, Risk Management in the Real World: Model Errors, Informational Opacity, and Extreme Events" will be approved in early November 2008. This course will be required for students in the Financial Markets and Corporate Finance and Computational Finance tracks. Detail information will be updated in our website as soon as possible.
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Required Classes
