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Master of Science in Financial Engineering

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

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Master of Science in Financial Engineering

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  1. Master of Science in Financial Engineering Program Overview

  2. 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

  3. FE Faculty – Academic Directors Drucker School James Mills Financial Derivatives, Asset Management -University of Oregon Mathematics Henry Schellhorn Financial Mathematics, Operations Research – UCLA

  4. 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)

  5. FE Staff Nola Wanta Assistant Director, MBA & FE Burkle 110 Virginia “Jeannie” Bullard Program Coordinator, MBA & FE Burkle 118

  6. 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.

  7. What Are Your Expectations?

  8. 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.

  9. 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

  10. 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

  11. 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)

  12. 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

  13. Dual Degree FE/MBA • FE/MBA (80 units – if taken individually 108 units)

  14. 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

  15. Ph.D. in Financial Engineering We are not accepting applications this year

  16. 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

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

  18. Q & A

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