MSc Financial Engineering

 

Programme

 

Curriculum

Overview  |  Financial Mathematics & Statistics   |  Finance  | Computing  |  Math Preparatory Course

The courses in the MFE programme are divided into 3 groups: Financial Mathematics & Statistics, Finance and Computing.

The Math preparatory course is designed for those who want to refresh their math before they embark on the MFE programme proper. No extra credits are given for it.

Students are required to undertake the following courses:

Financial Mathematics & Statistics

• Calculus & Linear Algebra

• Stochastic Modeling in Asset Pricing

• Stochastic Calculus for Finance

• Probability & Statistics

• Linear Financial Models

• Financial Time Series Analysis

• Numerical Methods for Financial Instrument Pricing(E)

• Simulation Methods for Option Pricing (CMU)

• Advanced Statistical Modeling (E)

• Optimization in Finance (E)
  

Finance

• Corporate Finance

• Asset Pricing Theory

• Bond Portfolio Management

• Equity Portfolio Management

• Derivative Securities

• Interest Rate Derivatives

• Financial Risk Management

• Advanced Risk Management (CMU)

• Studies in Financial Engineering (CMU)

• Term Structure: Theory & Practice (CMU)

• Monetary Economics (E)

• Financial Accounting (E)

• Exotic Options & Structured Products (E)

• Credit Risk - Measurement & Management (E)

• Seminars on Special Topics

Computing

• Object Oriented Programming I

• Object Oriented Programming II

• Financial Computing (CMU)

• Financial Engineering Project (CMU)

• Web Programming (E)

• Artificial Intelligence Techniques in Finance (E)

Note:
1. (E) denotes elective courses. All others are core courses.
2. Electives and courses at CMU are subjected to changes.
3. All MFE courses are half courses which carry 1.5AUs with the exception of Stochastic Calculus for Finance which is a full course carrying 3AUs.

 

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