The Berkeley Master of Financial Engineering (MFE) degree offers two options of study: one-year graduate degree option and our part-time degree option (completed over two-years). Both are offered by the Haas School of Business and cover the same curriculum. Students enrolled in the MFE Program learn to combine finance, mathematics, data science and machine learning, and computer programming skills to optimize decision making. They enter careers in areas like portfolio management, trading, data science, quantitative research, and development, as well as strats and modeling among many others.
Graduates of the MFE Program find positions in hedge funds, fintech firms, commercial and investment banking, insurance and reinsurance, corporate treasuries, private equity and asset management. Specializations include asset/liability modeling/optimization, security structuring, derivative valuation, sales and trading, consulting, asset management, research, option-based securities valuation, special hedging, real-option investment analysis, and risk management.
Please visit the departmental website at mfe.haas.berkeley.edu for more information.
Admission to the University
Minimum Requirements for Admission
The following minimum requirements apply to all graduate programs and will be verified by the Graduate Division:
A bachelor’s degree or recognized equivalent from an accredited institution;
A grade point average of B or better (3.0);
If the applicant comes from a country or political entity (e.g., Quebec) where English is not the official language, adequate proficiency in English to do graduate work, as evidenced by a TOEFL score of at least 90 on the iBT test, 570 on the paper-and-pencil test, 230 on the computer-based test, or an IELTS Band score of at least 7 (note that individual programs may set higher levels for any of these); and
Sufficient undergraduate training to do graduate work in the given field.
Applicants Who Already Hold a Graduate Degree
The Graduate Council views academic degrees not as vocational training certificates but as evidence of broad training in research methods, independent study, and articulation of learning. Therefore, applicants who already have academic graduate degrees should be able to pursue new subject matter at an advanced level without need to enroll in a related or similar graduate program.
Programs may consider students for an additional academic master’s or professional master’s degree only if the additional degree is in a distinctly different field.
Applicants admitted to a doctoral program that requires a master’s degree to be earned at Berkeley as a prerequisite (even though the applicant already has a master’s degree from another institution in the same or a closely allied field of study) will be permitted to undertake the second master’s degree, despite the overlap in field.
The Graduate Division will admit students for a second doctoral degree only if they meet the following guidelines:
Applicants with doctoral degrees may be admitted for an additional doctoral degree only if that degree program is in a general area of knowledge distinctly different from the field in which they earned their original degree. For example, a physics PhD could be admitted to a doctoral degree program in music or history; however, a student with a doctoral degree in mathematics would not be permitted to add a PhD in statistics.
Applicants who hold the PhD degree may be admitted to a professional doctorate or professional master’s degree program if there is no duplication of training involved.
Applicants may apply only to one single degree program or one concurrent degree program per admission cycle.
Any applicant who was previously registered at Berkeley as a graduate student, no matter how briefly, must apply for readmission, not admission, even if the new application is to a different program.
Required Documents for Applications
Transcripts: Applicants may upload unofficial transcripts with your application for the departmental initial review. If the applicant is admitted, then official transcripts of all college-level work will be required. Admitted applicants must request a current transcript from every post-secondary school attended, including community colleges, summer sessions, and extension programs. Official transcripts must be in sealed envelopes as issued by the school(s) attended.
If you have attended Berkeley, upload your unofficial transcript with your application for the departmental initial review. If you are admitted, an official transcript with evidence of degree conferral will not be required.
Letters of recommendation: Applicants may request online letters of recommendation through the online application system. Hard copies of recommendation letters must be sent directly to the program, not the Graduate Division.
Evidence of English language proficiency: All applicants from countries or political entities in which the official language is not English are required to submit official evidence of English language proficiency. This applies to applicants from Bangladesh, Burma, Nepal, India, Pakistan, Latin America, the Middle East, the People’s Republic of China, Taiwan, Japan, Korea, Southeast Asia, most European countries, and Quebec (Canada). However, applicants who, at the time of application, have already completed at least one year of full-time academic course work with grades of B or better at a US university may submit an official transcript from the US university to fulfill this requirement. The following courses will not fulfill this requirement: 1) courses in English as a Second Language, 2) courses conducted in a language other than English, 3) courses that will be completed after the application is submitted, and 4) courses of a non-academic nature. If applicants have previously been denied admission to Berkeley on the basis of their English language proficiency, they must submit new test scores that meet the current minimum from one of the standardized tests.
GRE or GMAT: The GRE/GMAT is optional for prospective students who meet the following criteria:
Have earned or will earn a Ph.D. degree before starting the program.
OR
Have earned a four-year bachelor's degree from an accredited college or university in the U.S. with a GPA of 3.70 or higher. Please note that an undergraduate degree from an institution outside of the U.S. is not eligible.
Degrees from undergraduate institutions that do not grade on a 4.0 scale are not eligible. (GPAs cannot be rounded up to meet the minimum 3.70).
Applicants who are applying prior to the completion of their undergraduate degree must have earned the required GPA at the time of application to be eligible. Applicants must maintain the required minimum GPA through the completion of their undergraduate degree.
If you meet the above criteria but would still like to submit a GRE or GMAT score, you may do so and the admissions committee will consider it along with the rest of your application materials. Additionally, while a test score is not required to submit an application, the admissions committee reserves the right to ask for a valid GMAT or GRE score to further assess an applicant's candidacy for admission.
Where to Apply
Please visit the departmental website at mfe.haas.berkeley.edu for application information.
Individually Supervised Study for Graduate Students
1-5
Research Resources
MFE Data Lab
Dedicated lab that includes the following resources: Bloomberg terminals (4), Access to FactSet, DataStream, Thompson Reuters, High Frequency trading server with NYSE TAQ, NASDAQ TotalView-ITCH, and ICAP EBS currency data; Software: SPSS, Mathematica, SAS, Visual Studio, EViews, RStudio, Anaconda, R, OneTick, kdb+, Rotman Interactive Trader, Numerix Bloomberg Edition, ETNA Trader, Kensho, and WRDS. Access to high-performance research cluster is available for individuals and for group scenarios.
Research Lab Manager
Dedicated staff member assists students with lab and technical needs. Depending on project needs, the lab manager provides appropriate resources for high-performance computing.
Business and Economics Library at the Haas School of Business
Access to Financial Times, Wall Street Journal, and all library resources.
Professional Development Activities
1. Extensive assistance with placement in internship and full-time positions.
2. Workshops on job search skills, e.g., cover letter/resume writing and interviewing.
3. Financial Practice Seminars with professionals who discuss career paths available and industry needs. Workshops on relevant skills, e.g., programming languages.
Terms offered: Spring 2015, Spring 2013, Fall 2007
The course discusses the basic theories of asset pricing. It begins with the standard discounted cash flow analysis, and generalizes this approach to develop the No Arbitrage Pricing Technique for security valuation. Topics will be fixed income securities, derivatives, contingent claims, basic principles of optimal portfolio theory, models of equilibrium asset pricing, including CAPM and related Factor Models. Investments and Derivatives: Read More [+]
Hours & Format
Fall and/or spring: 8 weeks - 4-6 hours of lecture per week
Summer: 8 weeks - 4-6 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Summer 2008 10 Week Session, Fall 2007, Summer 2007 10 Week Session
This course emphasizes the pricing of derivatives in continuous time, from the formulation of the pricing problem to the implementation of computational and numerical solution techniques. Derivatives: Quantitative Methods: Read More [+]
Rules & Requirements
Prerequisites: 230A-230B
Hours & Format
Fall and/or spring: 8 weeks - 4 hours of lecture and 4 hours of lecture per week
Summer: 10 weeks - 3 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Spring 2020, Spring 2019, Spring 2018
This course reviews probability and statistical techniques commonly used in quantitative finance. It includes a review of normal, lognormal, CEV distribution, estimation and nonparametric techniques commonly used in finance (MLE, GMM, GARCH). Students will be introduced to financial databases and estimation application software to estimate volatilities and correlations and their stability. Empirical Methods in Finance: Read More [+]
Rules & Requirements
Prerequisites: Business Administration 230A-230B
Hours & Format
Fall and/or spring: 8 weeks - 4-6 hours of lecture and 1-1 hours of discussion per week
Summer: 8 weeks - 4-6 hours of lecture and 1-1 hours of discussion per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2015, Fall 2012, Fall 2006
This course reviews various aspects of equity and currency markets and their relative importance. It provides models of and historical evidence on the average returns and volatility of returns on equities, on the trade-to-trade equity price behavior, on trading volume and patterns, and primary financial risks. Determination of spot and forward rates and volatility, volume, high frequency dynamics and dealer behavior are examined. Equity and Currency Markets: Read More [+]
Rules & Requirements
Prerequisites: Business Administration 230A-230B
Hours & Format
Summer: 7.5 weeks - 4 hours of lecture and 4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course will cover active equity portfolio management including the more general quantitative theory of active management. We will view active management as an optimization problem trading off expected returns against risk and the cost of trading. Modules will cover forecasting returns, risk, and cost. We will also cover how to research active strategies and the analytics that support the enterprise. We will discuss various categories of active equity strategies and provide an introduction to current approaches. Equity Markets: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE 230GA after completing MFE 230G. A deficient grade in MFE 230GA may be removed by taking MFE 230G.
Hours & Format
Fall and/or spring: 3 weeks - 6 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course is dedicated to currency markets: market organization, determination of spot and forward rates, and links to international finance more broadly. Topics include: The FX market: organization, players, and instruments, FX arrangements and capital controls, Different approaches to exchange rate determination/forecasting, Conventional and unconventional monetary policy and exchange rate, Dominant currency paradigm/ dollar safety and FX Markets in the Post-COVID era. Currency Markets: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE 230GB after completing MFE 230G. A deficient grade in MFE 230GB may be removed by taking MFE 230G.
Hours & Format
Fall and/or spring: 3 weeks - 6 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2015, Fall 2012, Fall 2008
This course examines risk measurement and management including market risk, credit risk, liquidity risk, settlement risk, volatility risk, kurtosis risk and other types of financial risks. Topics will include risk management techniques for different types of contracts and portfolios such as duration, portfolio beta, factor sensitivities, VAR, dynamic portfolio analysis and extreme value analysis and other risk management techniques. Financial Risk Measurement and Management: Read More [+]
Rules & Requirements
Prerequisites: Business Administration 230A-230B
Hours & Format
Summer: 7.5 weeks - 4 hours of lecture and 4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2007, Summer 2007 10 Week Session, Summer 2006 10 Week Session
This course provides a quantitative approach to fixed income securities and bond portfolio management. Topics include fixed income security markets, pricing and uses for portfolio management or for hedging interest rate risk, bond mathematics, term structure measurement and theory, immunization techniques, and the modern theory of bond pricing, and derivative instruments. Fixed Income Markets: Read More [+]
Rules & Requirements
Prerequisites: 230D
Hours & Format
Fall and/or spring: 8 weeks - 3-4 hours of lecture per week
Summer: 8 weeks - 3-4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2015, Fall 2008, Fall 2006
This course will stress financial innovation in the traditional financial markets, and innovation opportunities in the newer disciplines of long and short term economic markets. Some examples of the later include livelihood insurance, home-equity insurance, inequality insurance, intergenerational social security, international agreements, and individual pension investment strategies. Financial Innovation with Data Science Applications: Read More [+]
Rules & Requirements
Prerequisites: Business Administration 230A-230B
Hours & Format
Fall and/or spring: 10 weeks - 1-3 hours of lecture per week
Summer: 8 weeks - 2-6 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Spring 2015, Spring 2010, Spring 2009
This course reviews portfolio theory and pricing models. It includes: risk models for international portfolio returns, models of optimal allocation of funds, exchange rate uncertainty and criteria for judging the performance of managers and models; different types of portfolios/instruments, different types of applications, and strategies to achieve various investment objectives. Dynamic Asset Management: Read More [+]
Rules & Requirements
Prerequisites: Business Administration 230A-230B
Hours & Format
Summer: 7.5 weeks - 4 hours of lecture and 4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2015, Spring 2015, Spring 2010
This course extends the study of fixed income securities to advanced topics on mortage and other asset-backed securities. Topics will include basic mechanics of structuring deals for mortgage-related securities, credit cards, leases, and other debt markets and the risk management techniques employed in the securitization process for these assets. The valuation of pooled assets and derivative bonds using Monte Carlo and option pricing techniques, and trading strategies are also evaluated. Asset-Backed Security Markets: Read More [+]
Rules & Requirements
Prerequisites: Business Administration 230D and 230I
Hours & Format
Summer: 7.5 weeks - 4 hours of lecture and 4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2015, Fall 2012, Fall 2008
Students will be required to complete an applied quantitative finance project that explores a quantitative finance problem that might be met in practice and involves the development or use of quantitative financial technique. Applied Finance Project: Read More [+]
Rules & Requirements
Prerequisites: Participation requires prior approval of the supervising faculty
Hours & Format
Summer: 7.5 weeks - 6 hours of lecture and 6 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Grading: Letter grade. This is part one of a year long series course. A provisional grade of IP (in progress) will be applied and later replaced with the final grade after completing part two of the series.
Formerly known as: Business Administration 230N-230O
Terms offered: Spring 2015, Spring 2010, Spring 2009
Students will be required to complete an applied quantitative finance project that explores a quantitative finance problem that might be met in practice and involves the development or use of quantitative financial technique. Applied Finance Project: Read More [+]
Rules & Requirements
Prerequisites: Participation requires prior approval of the supervising faculty
Hours & Format
Summer: 7.5 weeks - 6 hours of lecture and 6 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Grading: Letter grade. This is part two of a year long series course. Upon completion, the final grade will be applied to both parts of the series.
Formerly known as: Business Administration 230N-230O
Terms offered: Fall 2015
This course proposes a guided tour through optimization models arising in practical finance. These problems include ones that are traditionally associated with optimization, including asset and liability management, asset pricing, and portfolio optimization. We also describe optimization models arising in model calibration, predication and estimation, and risk analysis. The course includes some recent approaches to the analysis of other kinds of financial data, such as text (financial news) data. Financial Data Science: Read More [+]
Hours & Format
Summer: 6 weeks - 5 hours of lecture and 5 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Spring 2018, Spring 2015, Fall 2007
The course introduces the students to techniques from stochastic analysis employed in mathematical finance. Topics include: stochastic processes, brownian motion, stochastic integral, differentials and Ito's formula; martingales. Stochastic Calculus with Asset Pricing Applications: Read More [+]
Hours & Format
Summer: 8 weeks - 4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2008, Fall 2006, Fall 2005
This course builds on the techniques learned in 230D, Quantitative Methods for Derivative Pricing. The focus is to gain a deeper analysis of numerical and computational issues in pricing and calibration. The orientation of the course is hands-on, with heavy use of computational techniques applied to case projects. The primary objective of this course is to prepare students to tackle the latest challenges in quantitative pricing that they are likely to encounter in cutting-edge financial institutions. Advanced Computational Finance: Read More [+]
Rules & Requirements
Prerequisites: 230D
Hours & Format
Summer: 8 weeks - 2-4 hours of lecture and 2-4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Spring 2020, Spring 2019, Spring 2018
Over the last 25 years, psychologists have come to better understand the processes by which people make judgements and decisions. They have identified common judgement and decision heuristics and the biases associated with these. An understanding of one's own decision biases and those of others is an important tool for managers. Behavioral Decision Theory has also contributed to our understanding of financial markets. This course will discuss the common biases and heuristics. Behavioral Finance: Read More [+]
Rules & Requirements
Prerequisites: 230D
Hours & Format
Fall and/or spring: 8 weeks - 4 hours of lecture, 4 hours of lecture, 1 hour of discussion, and 1 hour of discussion per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Spring 2015, Summer 2013 10 Week Session, Fall 2012
Advanced study in the field of finance engineering that will address current and emerging issues. Topics will vary with each offering and will be announced at the beginning of each term. Topics in Financial Engineering: Read More [+]
Rules & Requirements
Repeat rules: Course may be repeated for credit when topic changes.
Hours & Format
Fall and/or spring: 15 weeks - 1-6 hours of lecture per week
Summer: 8 weeks - 2-12 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Grading: The grading option will be decided by the instructor when the class is offered.
Terms offered: Fall 2008, Fall 2005, Fall 2004
Focuses on the techniques currently used to model credit risk. The course will cover default probabilities, loss given default, correlation, credit portfolio analytics, bond valuation, loan valuation, and credit derivative valuation. Emphasis will be placed on model building, model validation, and interpreting model output. Students will be required to do some high-level programming in a package such as Matlab. Some empirical testing exercises will also be part of the project work. Credit Risk Modeling: Read More [+]
Hours & Format
Summer: 8 weeks - 4 hours of lecture and 4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Spring 2010, Summer 2006 10 Week Session
Introduction to credit risk modeling and conceptual overview of current techniques. Covers default probabilities, loss given default, correlation, credit portfolio analytics, bond valuation, loan valuation, and credit derivative valuation. Prepares students who are interested in a second course that will focus on model building. Students not interested in the technical details of modeling but who desire an understanding of how credit risk modeling is used in practice will benefit from taking this course. Credit Risk: Economic Concepts: Read More [+]
Hours & Format
Fall and/or spring: 6 weeks - 3 hours of lecture and 3 hours of lecture per week
Summer: 8 weeks - 4 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2006
Focuses on the techniques currently used to model credit risk. The course will cover default probabilities, loss given default, correlation, credit portfolio analytics, bond valuation, loan valuation, and credit derivative valuation. Emphasis will be placed on model building, model validation, and interpreting model output. Students will be required to do some high-level programming in a package such as MATLAB. Some empirical testing exercises will also be part of the project work. Credit Risk: Quantitative Modeling: Read More [+]
Hours & Format
Summer: 6 weeks - 3 hours of lecture and 3 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2007, Summer 2007 10 Week Session, Summer 2006 10 Week Session
This course provides a framework to allow students the understanding of the accounting and tax issues related to derivatives and hedging. It also fulfills the needs of students seeking jobs in the corporate sector and/or seeking securities-structuring assignments in the financial services sector. A basic understanding of financial accounting is required. Accounting and Taxation of Derivatives: Read More [+]
Hours & Format
Summer: 8 weeks - 2.5 hours of lecture and 2.5 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Spring 2015
This course introduces basic concepts of high frequency finance and discusses recent developments in market microstructure, electronic trading, and high frequency data modeling. Topics include trading basics and price discovery, distributional properties of financial time series, tick data analysis, trade direction algorithms, trading benchmarks, sources of risk, and trading strategies (including back-testing challenges, benchmark and hedging strategies, and arbitrage and program trading). High Frequency Finance: Read More [+]
Hours & Format
Fall and/or spring: 10 weeks - 3 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course is an introduction to the legal rules which govern financial markets and institutions in general but also, specifically related to derivatives. The main purpose of legal rules and regulations is to ensure a smooth functioning of financial markets, as well as the safety and soundness of the overall financial system. We will examine the main areas of law and regulation, as they pertain to the centralized exchanges and the over the counter markets and the role of regulatory arbitrage. We will specifically focus on Dodd-Frank and Basel III and how these rules came about as a response to the financial crisis. We will also explore the role of ethics in filling in the gaps that the law fails to fill. Ethics and Regulation in Financial Markets: Read More [+]
Hours & Format
Fall and/or spring: 6 weeks - 3 hours of lecture per week
Summer: 6 weeks - 3 hours of lecture per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
Topics include supervised, unsupervised, and reinforcement learning industry tools to develop machine learning systems. Data collection and processing (APIs, web scraping, and Hadoop, MapReduce, Spark), multilayer perceptron (deep neural nets, training deep neural nets, convolutional, neural networks, recurring neural networks, Word2Vec). The course will end with a session on solving practical problems with deep learning.
Terms offered: Prior to 2007
Topics include spectral representation, long memory processes “shallow models”: ARMA, filter banks, SVR/SVM, random forests and Probabilistic graphical networks; deep models: RNNs and CNNs for sequential modeling, attention networks deep learning frameworks, basic models and causal loss functions for financial time-series prediction. Distributed representations of discrete entities and applications in Natural Language Processing data and model fusion strategies, irregular time series low cost modeling strategies (model compression, cascades and low rank modeling).
Terms offered: Prior to 2007
The course discusses the basic theories of asset pricing. It begins with the standard discounted cash flow analysis, and generalizes this approach to develop the No Arbitrage Pricing Technique for security valuation. Topics will be fixed income securities, derivatives, contingent claims, basic principles of optimal portfolio theory, models of equilibrium asset pricing, including CAPM and related Factor Models. Investments and Derivatives: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230A after completing MFE 230A. A deficient grade in MFE W230A may be removed by taking MFE 230A.
Hours & Format
Fall and/or spring: 8 weeks - 4-6 hours of web-based lecture per week
Summer: 8 weeks - 4-6 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course emphasizes the pricing of derivatives in continuous time, from the formulation of the pricing problem to the implementation of computational and numerical solution techniques. Derivatives: Quantitative Methods: Read More [+]
Credit Restrictions: Students will receive no credit for MFE W230D after completing MFE 230D. A deficient grade in MFE W230D may be removed by taking MFE 230D.
Hours & Format
Fall and/or spring: 8 weeks - 4 hours of web-based lecture per week
Summer: 10 weeks - 3 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course reviews probability and statistical techniques commonly used in quantitative finance. It includes a review of normal, lognormal, CEV distribution, estimation and nonparametric techniques commonly used in finance (MLE, GMM, GARCH). Students will be introduced to financial databases and estimation application software to estimate volatilities and correlations and their stability. Empirical Methods in Finance: Read More [+]
Credit Restrictions: Students will receive no credit for MFE W230E after completing MFE 230E. A deficient grade in MFE W230E may be removed by taking MFE 230E.
Hours & Format
Fall and/or spring: 8 weeks - 4-6 hours of web-based lecture and 1-2 hours of web-based discussion per week
Summer: 8 weeks - 4-6 hours of web-based lecture and 1-2 hours of web-based discussion per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course reviews various aspects of equity and currency markets and their relative importance. It provides models of and historical evidence on the average returns and volatility of returns on equities, on the trade-to-trade equity price behavior, on trading volume and patterns, and primary financial risks. Determination of spot and forward rates and volatility, volume, high frequency dynamics and dealer behavior are examined. Equity and Currency Markets: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230G after completing MFE 230G. A deficient grade in MFE W230G may be removed by taking MFE 230G.
Hours & Format
Fall and/or spring: 7 weeks - 4 hours of web-based lecture per week
Summer: 7 weeks - 4 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course examines risk measurement and management including market risk, credit risk, liquidity risk, settlement risk, volatility risk, kurtosis risk and other types of financial risks. Topics will include risk management techniques for different types of contracts and portfolios such as duration, portfolio beta, factor sensitivities, VAR, dynamic portfolio analysis and extreme value analysis and other risk management techniques. Financial Risk Measurement and Management: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230H after completing MFE 230H. A deficient grade in MFE W230H may be removed by taking MFE 230H.
Hours & Format
Fall and/or spring: 7 weeks - 4 hours of web-based lecture per week 7 weeks - 4 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course provides a quantitative approach to fixed income securities and bond portfolio management. Topics include fixed income security markets, pricing and uses for portfolio management or for hedging interest rate risk, bond mathematics, term structure measurement and theory, immunization techniques, and the modern theory of bond pricing, and derivative instruments. Fixed Income Markets: Read More [+]
Credit Restrictions: Students will receive no credit for MFE W230I after completing MFE 230I. A deficient grade in MFE W230I may be removed by taking MFE 230I.
Hours & Format
Summer: 8 weeks - 4-6 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course will stress financial innovation in the traditional financial markets, and innovation opportunities in the newer disciplines of long and short term economic markets. Some examples of the later include livelihood insurance, home-equity insurance, inequality insurance, intergenerational social security, international agreements, and individual pension investment strategies. Financial Innovation with Data Science Applications: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230J after completing MFE 230J. A deficient grade in MFE W230J may be removed by taking MFE 230J.
Hours & Format
Fall and/or spring: 7 weeks - 2-6 hours of web-based lecture per week
Summer: 7 weeks - 2-6 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course reviews portfolio theory and pricing models. It includes: risk models for international portfolio returns, models of optimal allocation of funds, exchange rate uncertainty and criteria for judging the performance of managers and models; different types of portfolios/instruments, different types of applications, and strategies to achieve various investment objectives. Dynamic Asset Management: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230K after completing MFE 230K. A deficient grade in MFE W230K may be removed by taking MFE 230K.
Hours & Format
Fall and/or spring: 7 weeks - 4 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course extends the study of fixed income securities to advanced topics on mortage and other asset-backed securities. Topics will include basic mechanics of structuring deals for mortgage-related securities, credit cards, leases, and other debt markets and the risk management techniques employed in the securitization process for these assets. The valuation of pooled assets and derivative bonds using Monte Carlo and option pricing techniques, and trading strategies are also evaluated. Asset-Backed Security Markets: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230M after completing MFE 230M. A deficient grade in MFE W230M may be removed by taking MFE 230M.
Hours & Format
Fall and/or spring: 7.5 weeks - 4 hours of lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
Students will be required to complete an applied quantitative finance project that explores a quantitative finance problem that might be met in practice and involves the development or use of quantitative financial technique. Applied Finance Project: Read More [+]
Rules & Requirements
Prerequisites: Participation requires prior approval of the supervising faculty
Credit Restrictions: Students will receive no credit for MFE W230O after completing MFE 230O. A deficient grade in MFE W230O may be removed by taking MFE 230O.
Hours & Format
Fall and/or spring: 7 weeks - 3-6 hours of web-based lecture per week
Summer: 7 weeks - 3-6 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course proposes a guided tour through optimization models arising in practical finance. These problems include ones that are traditionally associated with optimization, including asset and liability management, asset pricing, and portfolio optimization. We also describe optimization models arising in model calibration, predication and estimation, and risk analysis. The course includes some recent approaches to the analysis of other kinds of financial data, such as text (financial news) data. Financial Data Science: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230P after completing MFE 230P. A deficient grade in MFE W230P may be removed by taking MFE 230P.
Hours & Format
Summer: 5 weeks - 6 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
The course introduces the students to techniques from stochastic analysis employed in mathematical finance. Topics include: stochastic processes, brownian motion, stochastic integral, differentials and Ito's formula; martingales. Stochastic Calculus with Asset Pricing Applications: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230Q after completing MFE 230Q. A deficient grade in MFE W230Q may be removed by taking MFE 230Q.
Hours & Format
Fall and/or spring: 8 weeks - 4 hours of web-based lecture per week
Summer: 8 weeks - 4 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
Over the last 25 years, psychologists have come to better understand the processes by which people make judgements and decisions. They have identified common judgement and decision heuristics and the biases associated with these. An understanding of one's own decision biases and those of others is an important tool for managers. Behavioral Decision Theory has also contributed to our understanding of financial markets. This course will discuss the common biases and heuristics. Behavioral Finance: Read More [+]
Credit Restrictions: Students will receive no credit for MFE W230S after completing MFE 230S. A deficient grade in MFE W230S may be removed by taking MFE 230S.
Hours & Format
Fall and/or spring: 8 weeks - 2-4 hours of web-based lecture and 1-1 hours of web-based discussion per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Prior to 2007
This course introduces basic concepts of high frequency finance and discusses recent developments in market microstructure, electronic trading, and high frequency data modeling. Topics include trading basics and price discovery, distributional properties of financial time series, tick data analysis, trade direction algorithms, trading benchmarks, sources of risk, and trading strategies (including back-testing challenges, benchmark and hedging strategies, and arbitrage and program trading). High Frequency Finance: Read More [+]
Rules & Requirements
Credit Restrictions: Students will receive no credit for MFE W230X after completing MFE 230X. A deficient grade in MFE W230X may be removed by taking MFE 230X.
Hours & Format
Fall and/or spring: 10 weeks - 3-6 hours of web-based lecture per week
Online: This is an online course.
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
Terms offered: Fall 2015, Spring 2015, Fall 2012
Individually supervised study of subjects not available to students in the regular schedule, approved by faculty adviser as appropriate for the students' programs. Individually Supervised Study for Graduate Students: Read More [+]
Rules & Requirements
Prerequisites: Graduate standing
Repeat rules: Course may be repeated for credit without restriction.
Hours & Format
Summer: 8 weeks - 1-5 hours of independent study and 1-5 hours of independent study per week
Additional Details
Subject/Course Level: Masters in Financial Engineering/Graduate
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