Undergraduate Minor in Financial Engineering | NYU Tandon School of Engineering

Undergraduate Minor in Financial Engineering


decorative image: laptop that shows a mathematical equation (photo courtesy of Pixabay.com)

The Department of Finance and Risk Engineering offers a Minor in Financial Engineering (FRE-UY). The minor is open to all NYU undergraduates with a strong quantitative background, including engineering, economics, and mathematics.

The Minor in Financial Engineering positions students to leverage their existing technical skills and acquire knowledge of mathematical finance that future employers in their discipline, as well as on Wall Street, will value. This minor takes a rigorous approach to prepare STEM students to understand and interact with firms and projects on Wall Street and be better prepared to enter graduate education in financial engineering.


Curriculum

To earn a Minor in Financial Engineering, students must complete 15 credits by choosing any five courses from the following.

  • FRE-UY 2003: Economic Foundations of Finance
    • Cross-listed as FIN-UY 2003
  • FRE-UY 2503: Valuation and Financial Engineering
  • FRE-UY 3233: Derivatives and the Options Market
    • Cross-listed as FIN-UY 3233
  • FRE-UY 3773: Machine Learning in Finance
    • Cross-listed as FIN-UY 3773
  • FRE-UY 3523: Mathematics in Financial Engineering
  • FRE-UY 3543: Stochastic Processes with Applications to Financial Data Science

NOTE: When a course is cross-listed, this means registering for either course will count toward the completion of the minor.


Prerequisites

Course

Math Prerequisites

CS Prerequisites

FRE-UY 2003: Economic Foundations of Finance

Calculus II

None

FRE-UY 2503: Valuation and Financial Engineering

Multivariable Calculus, Linear Algebra & Probability/Statistics

None

FRE-UY 3233: Derivatives and the Options Market

Calculus II & Probability/Statistics

None

FRE-UY 3773: Machine Learning in Finance

Calculus II & Probability/Statistics

Python

FRE-UY 3523: Mathematics in Financial Engineering

Multivariable Calculus, Linear Algebra & Probability/Statistics

Programming & Problem Solving

FRE-GY 3543: Stochastic Processes with Applications to Financial Data Science

Multivariable Calculus, Linear Algebra & Probability/Statistics

Programming & Problem Solving


Advising

Please contact Professor Barry Blecherman with any questions you may have by email at barry.blecherman@nyu.edu.