Undergraduate Minor in Financial Engineering
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.