Financial Engineering

Overview

The vast complexity of financial markets compels industry to look for experts who not only understand how they work, but also posses the mathematical knowledge to uncover their patterns and the computer skills to exploit them. To achieve success, banking and securities industries must come to grips with securities valuation, risk management, portfolio structuring, and regulation-knowledge embracing applied mathematics, computational techniques, statistical analysis, and economic theory.

The goal of the degree is to produce graduates who can make pricing, hedging, trading, and portfolio-management decisions in the financial services enterprise. With sharply honed practical skills complimented by strong technical elements, graduates are in demand in the industries of investment banking, risk management, securities trading and portfolio management.

Message from the Program Director

Our students gain mastery of the tools of applied mathematics, computational techniques, statistical analysis, and economic theory, and direct them towards solving problems in securities valuation, risk management, portfolio structuring and regulatory concerns with emphasis on tools and training in stochastic modeling, optimization, and simulation techniques.