master of science in financial engineering
Download
Skip this Video
Download Presentation
Master of Science in Financial Engineering

Loading in 2 Seconds...

play fullscreen
1 / 18

Master of Science in Financial Engineering - PowerPoint PPT Presentation


  • 213 Views
  • Uploaded on

Master of Science in Financial Engineering. Program Overview. Session Outline. Introduction (FE Faculty and Staff) What exactly is financial engineering? An Exercise in Expectations Program Structure Dual Degree Options Program Administration Registration Questions and Issues Bloomberg

loader
I am the owner, or an agent authorized to act on behalf of the owner, of the copyrighted work described.
capcha
Download Presentation

PowerPoint Slideshow about 'Master of Science in Financial Engineering' - kiara


An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -
Presentation Transcript
session outline
Session Outline
  • Introduction (FE Faculty and Staff)
  • What exactly is financial engineering?
  • An Exercise in Expectations
  • Program Structure
  • Dual Degree Options
  • Program Administration
  • Registration Questions and Issues
  • Bloomberg
  • Q&A
fe faculty academic directors
FE Faculty – Academic Directors

Drucker School

James Mills

Financial Derivatives, Asset Management -University of Oregon

Mathematics

Henry Schellhorn

Financial Mathematics, Operations Research –

UCLA

fe faculty
FE Faculty
  • Other key core faculty from Drucker
    • Murat Binay (Finance, Investments – University of Texas)
    • Jay Prag (Finance, Fixed Income – Rochester University)
    • Vijay Sathe (Strategy – Ohio State University)
    • James Wallace (Financial Accounting, Financial Statement Analysis – University of Washington)
    • Hideki Yamawaki (Strategy – Harvard University)
  • Other faculty from the School Of Mathematical Sciences
    • John Angus (Applied and Theoretical Probability – UC Riverside)
    • Andrew Nguyen (UC Irvine)
    • Allon Percus (Universite Paris-Sud)
fe staff
FE Staff

Nola Wanta

Assistant Director, MBA & FE

Burkle 110

Virginia “Jeannie” Bullard

Program Coordinator, MBA & FE

Burkle 118

what exactly is financial engineering
What Exactly is Financial Engineering?

Financial engineering is the use of financial instruments, in particular derivative products, to restructure or rearrange cash flows to achieve particular financial goals, especially the management of financial risk.

what are our expectations
What are Our Expectations?
  • Be Involved – take advantage of your faculty, staff and fellow students in both the FE program as well as the MBA program
  • Be ethical – take seriously the philosophy and foundation of the Drucker School
  • Commit yourself intellectually and emotionally to a rigorous and intense three semester program
  • Comport yourselves at all times as professionals.
program structure
Program Structure
  • Required courses from Drucker
    • Financial Accounting (MGT 326)
    • Corporate Finance (MGT 335)
    • Financial Derivatives (MGT339)
    • Asset Management Practicum (MGT 402)
  • Some elective courses from Drucker
    • Strategy (MGT 340): fall
    • Game Theory (MGT 383): spring
    • Fixed Income (MGT 475): fall
    • Real Options (MGT 476): fall
    • Financial Strategy and Policy (MGT 373)
    • Financial Statement Analysis: spring
    • Introduction to Risk management (MGT 391): fall
program structure10
Program Structure
  • Required courses from The School of Mathematical Sciences
    • Probability (Math 251): fall
    • Statistical Theory (Math 252) or Financial Time Series (Math 463): spring
    • Stochastic Processes (Math 256): spring
    • Mathematical Finance (Math 358): fall
  • Recommended elective courses from the School of Mathematical Sciences
    • Introduction to Scientific Computing (Math 364): fall
    • Statistical Theory (Math 252) or Financial Time Series (Math 463): spring
    • Numerical Methods for Finance (Math 361A) and Quantitative Risk Management (Math 458A): fall
    • Simulation (Math 369): summer
    • Programming in C++: summer
program structure11
Program Structure

Other elective courses from the School of Mathematical Sciences

Linear Statistical Models (Math 355): fall

Numerical methods for PDEs (Math 362): fall

Nonparametric and Computational Statistics (Math 352): spring

Scientific Computing (Math 265): spring

Advanced Numerical Analysis (Math 393): spring

Partial Differential equations (Math 282): fall

Courses in the Economics Department

Econometrics II

Econometrics III

(but do not count towards Math degree)

course sequence
Course Sequence
  • Fall – First Semester
    • Probability (Math 251)
    • Financial Accounting (MGT 326)
    • Corporate Finance (MGT 335)
    • Elective
  • Spring – Second Semester
    • Stochastic Processes (Math 256)
    • Financial Derivatives (MGT 339)
    • Statistics (Math 252) or Financial Time Series (Math 463)
    • Elective
  • Fall – Third Semester
    • Mathematical Finance (Math 358)
    • Asset Management Practicum (MGT 402)
    • Elective
    • Elective
dual degree fe mba
Dual Degree FE/MBA
  • FE/MBA (80 units – if taken individually 108 units)
degrees fe math
Degrees FE/Math

Dual Degree Math/MSFE

Need 2 additional math courses

5 of the math courses must be level 300 or higher

Need to have undergraduate degree in math or equivalent

Important: must apply before completing 16 units of FE program

MS degree in Math

Need 4 additional math courses

5 of the math courses must be level 300 or higher

Need to have undergraduate degree in math or equivalent

ph d in financial engineering
Ph.D. in Financial Engineering

We are not accepting applications this year

exchange program
Exchange Program

University of Lausanne, Switzerland

2 students per academic year

on the 3rd semester

apply in March

some financial aid

University of Saint Gallen, Switzerland

meant mostly for MBA

registration bloomberg administration
Registration/Bloomberg/ Administration
  • Administration – Policies & Procedures you need to know
  • Registration: Questions and Issues
  • Bloomberg
  • Student Involvement (Clubs, Co-Curricular Activities, Internships)
ad