MSFE Course Listings
To earn a Master of Science in Financial Engineering (MSFE), students must complete 33 credits to qualify for graduation. The structure of the program is as follows:
- Bootcamp of 0 credits
- 5 core courses, each 3 credits
- General elective courses within FRE and closely related fields, 13.5 credits
- Students have the option to choose a focus area, but this is not required. Learn more about these focus areas.
- 1 required applied lab worth 1.5 credits
- 1 capstone experience of 3 credits
Read the Capstone Guidelines (PDF) - Capstone assessment of 0 credits
- Bloomberg certification of 0 credits
Please visit the NYU Tandon Bulletin for course descriptions.
Core Courses
These are required courses.
FRE-GY6073: Introduction to Derivative Securities
This course is available during the Fall and Spring semesters.
FRE-GY6083: Quantitative Methods in Finance
This course has a Recitation: FRE-GY REC 6083.
- Mirela Ivan Syllabus
- Agnes Tourin Syllabus
- Daniel H Totouom-Tangho Syllabus
- Robert Crowell | Section I3 Syllabus
- Robert Crowell | Section I2 Syllabus
This course is available during the Fall and Spring semesters.
FRE-GY6103: Valuation for Financial Engineering
This course is available during the Fall and Spring semesters.
Pick two courses:
Choose two courses from the following list to satisfy the core course requirement.
FRE-GY6023 Financial Economics
This course is only available during the Fall semester.
FRE-GY6123 Financial Risk Management
This course is only available during the Fall semester.
FRE-GY 7773: Machine Learning in Financial Engineering
This course has a Recitation: FRE-GY REC 7773.
- Ken Perry Syllabus
- Rajesh Tembarai Krishnamachari Syllabus
- Sandeep Jain Syllabus
- Amine Mohamed Aboussalah Syllabus
- Florian Bourgey Syllabus
- Andrey Itkin Syllabus
This course is available during the Fall and Spring semesters.
Focus Areas
The following is a list of focus areas, along with the courses that fulfill these different focus areas.
Quant Techniques
|
Course Title |
Instructor Syllabus |
|---|---|
|
FRE-GY6141: Static and Dynamic Hedging |
|
|
FRE-GY6233: Option Pricing and Stochastic Calculus |
|
|
FRE-GY6411: Fixed Income Securities and Interest Rate Derivatives |
|
|
FRE-GY6901: Selected Topics in Financial Engineering | Fixed Income Algorithmic Trading |
|
|
FRE-GY6901: Selected Topics in Financial Engineering | Volatility Models |
|
|
FRE-GY6971: Selected Topics in Financial Engineering | Fixed Income Quantitative Trading |
|
|
FRE-GY7301: Foreign Exchange (FX) Market: Fundamentals & Trading |
|
|
FRE-GY7821: Topics in Risk Finance I | Stochastic Control and Portfolio Management |
|
|
FRE-GY7851: Topics in Financial and Risk Engineering II | Interest Rates Derivatives and Risk Management |
|
|
FRE-GY9733: Special Topics in Financial Engineering | Dynamic Optimization under Strategic Interaction |
Asset Management
|
Course Title |
Instructor Syllabus |
|---|---|
|
FRE-GY6273: Corporate Valuation: From Startups to Giants |
|
|
FRE-GY6391: Mergers & Acquisitions |
|
|
FRE-GY6711: Quantitative Portfolio Management |
|
|
FRE-GY6921: Selected Topics in Financial Engineering | Factor Approach to Optimal Strategic Asset Allocation |
|
|
FRE-GY6921: Selected Topics in Financial Engineering | Alternative Investments |
|
|
FRE-GY6951: Sustainable Investments |
|
|
FRE-GY6991: Selected Topics in Financial Engineering | Asset Allocation, A Strategic & Tactical Approach |
|
|
FRE-GY6991: Selected Topics in Financial Engineering | Asset and Liability Management |
Nabil Zaki |
|
FRE-GY7003 Financial Accounting and Analysis |
|
|
FRE-GY7121: Statistical Arbitrage |
|
|
FRE-GY7241: Algorithmic Portfolio Management |
|
|
FRE-GY7811: Topics in Finance and Financial Markets 2 | Value Investing, a Modern Approach |
|
|
FRE-GY7811: Topics in Finance and Financial Markets 2 | Practical Introduction to Quantitative Equity Trading |
|
|
FRE-GY7811: Topics in Finance and Financial Markets 2 | Fixed Income Market Making |
|
|
FRE-GY7831: Topics in Financial and Risk Engineering I | Modern Equity Trading Strategies |
|
|
FRE-GY7841: Topics in Risk Finance I | Hedge Fund Strategies |
|
|
FRE-GY7841: Topics in Risk Finance II | Quantitative Risk and Portfolio Management |
Financial Data Science and Machine Learning
|
Course Title |
Instructor Syllabus |
|---|---|
|
FRE-GY6351: Econometrics and Time Series Analysis |
|
|
FRE-GY7261: News Analytics & Strategies |
|
|
FRE-GY7831: Topics in Financial and Risk Engineering I | Financial Analytics & Big Data |
|
|
FRE-GY7871: Topics in Financial Information Services and Technology | NLP and the Investment Process |
|
|
FRE-GY7871: Topics in Financial Information Services and Technology | Advanced Topics in Deep Learning |
|
|
FRE-GY9053: Information Geometry and Its Applications in Machine Learning and Beyond |
|
|
FRE-GY9733: Special Topics in Financial Engineering | Big Data in Financial Engineering |
Financial Risk Models and Computational Analytics
|
Course Title |
Instructor Syllabus |
|---|---|
|
FRE-GY6131: Clearing and Settlement and Operational Risk |
|
|
FRE-GY6251: Numerical & Simulation Techniques in Finance |
|
|
FRE-GY6491: Credit Risk & Financial Risk Management |
|
|
FRE-GY6731: Market Risk Management and Regulations |
|
|
FRE-GY6921: Commodities: Markets and Derivatives |
|
|
FRE-GY6981: Derivatives Structuring and Financing |
|
|
FRE-GY7211: Forensic Financial Technology and Regulatory Systems |
|
|
FRE-GY7801: Model Risk Management – A Case Study-Based Approach |
|
|
FRE-GY7801: Real-Time Trading Risk Management |
|
|
FRE-GY7841: Systematic Credit Investment Strategies |
|
|
FRE-GY7851: Real Estate Risk |
Fintech Innovation and Digital Finance
|
Course Title |
Instructor Syllabus |
|---|---|
|
FRE-GY6153: Foundations of Financial Technology |
|
|
FRE-GY6883: Financial Computing |
|
|
FRE-GY6931: Selected Topics in Financial Engineering | Blockchain & Cryptocurrency |
|
|
FRE-GY6981: Selected Topics in Financial Engineering | Fintech: Blockchain and Crypto |
|
|
FRE-GY7251: Algorithmic Trading and High Frequency Finance |
Coding and Labs
|
Course Title |
Instructor Syllabus |
|---|---|
|
RE-GY6191: Advanced Topics in Financial Technology: Visualization Lab |
|
|
FRE-GY6831: Computational Finance Laboratory (Python) |
|
|
FRE-GY6861: Financial Software Engineering Laboratory |
|
|
FRE-GY6871: R in Finance |
|
|
FRE-GY6811: Financial Software Laboratory: C++ |
|
|
FRE-GY6811: Financial Software Laboratory: Python |