Concentration

Updated Sept. 28, 2006      Print Page

Financial Engineering General Concentration

• students must be approved by the Director in order to take the concentration
• must be taken concurrently with Schulich MBA
• 12 credit-hours of courses consisting of 6 credit-hours of required courses and 6 credit-hours of recommended courses

Required Courses:

Students must take at least 6.0 credit hours of the following courses:

*FNEN 6210.030 Theory of Portfolio Management
*FNEN 6810.030 Derivative Securities
  FNEN 6850.030 Fixed Income Securities

* If only 6.0 credit hours are taken then these 2 courses must be chosen.

Recommended Courses:

Students may take up to 6.0 credit hours of the following courses:

FNEN 6820.030 Advanced Derivative Securities
FNEN 6840.030 Enterprise-wide Financial Risk Management
OMIS 6000.030 Models and Applications in Operational Research
MATH 6910.030 Stochastic Calculus in Finance
MATH 6911.030 Numerical Methods in Finance
CSE 5910.030 Software Foundations

Students who choose to do the concentration can only take 6.0 credit hours of courses outside the Schulich School of Business.

Suggested Courses:

Please note that these courses will not be counted towards the Financial Engineering concentration, however, they are highly recommended:

FINE 6310.030 Econometrics of Financial Markets
OMIS 6350.030 Advanced Spreadsheet Modelling & Programming for Business