Columbia University, Masters of Science in Financial Engineering - Computational Finance/Trading Systems, 3 Semester(s)

Financial Engineering is a multidisciplinary field involving financial theory, engineering methods, mathematical tools, and programming. At Columbia, the FE Program provides full-time training in the application of engineering methodologies and quantitative methods in finance. It is designed for students who wish to work in industries such as securities, banking, and financial management and consulting, or general manufacturing and service firms.

The first half of our program is devoted to tools of the trade and their use in modeling financial markets and instruments. The MSFE curriculum includes courses in stochastic processes, optimization, numerical techniques, Monte Carlo simulation, and data analysis. Students make use of these methods in portfolio theory, derivatives valuation, and financial risk analysis.

The second half gives students an opportunity to take more advanced courses or study specialized topics, ranging from models of the term structure of interest rates to a study of the implied volatility smile, as well as a course on applications programming ... Read more

Financial Engineering is a multidisciplinary field involving financial theory, engineering methods, mathematical tools, and programming. At Columbia, the FE Program provides full-time training in the application of engineering methodologies and quantitative methods in finance. It is designed for students who wish to work in industries such as securities, banking, and financial management and consulting, or general manufacturing and service firms.

The first half of our program is devoted to tools of the trade and their use in modeling financial markets and instruments. The MSFE curriculum includes courses in stochastic processes, optimization, numerical techniques, Monte Carlo simulation, and data analysis. Students make use of these methods in portfolio theory, derivatives valuation, and financial risk analysis.

The second half gives students an opportunity to take more advanced courses or study specialized topics, ranging from models of the term structure of interest rates to a study of the implied volatility smile, as well as a course on applications programming for financial engineering. Students can also choose from a variety of courses on particular markets and their models (eg, mortgage-backed securities or credit-risk modeling).

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