Graduate Diploma in Financial Engineering
- students must be approved by the Director in order to take the diploma
- must be taken concurrently with Schulich MBA or Faculty of Science and Engineering, Department of Mathematics & Statistics Masters degree in Mathematics
- diploma requirements must be completed within 1 term of
fulfillment of degree requirements
- 21 credit-hours of required courses
- internship or additional research paper
- Graduate Diploma is accepted by Canadian Securities
Institute (CSI)® as credit toward one DMS elective.
see details.
Students must satisfy the degree requirements of their home faculty as well as the Graduate Diploma requirements below to graduate.
Required Courses:
Students must take all of the following courses:
FNEN 6210.030 Theory of Portfolio Management
FNEN 6810.030 Derivative Securities
FNEN 6850.030 Fixed Income Securities
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
NOTE: Students may request a Waiver with Replacement for CSE
5910 and if granted the replacement course will be FNEN 6820 - Advanced
Derivatives. Waiver with Replacement requests need to be made in
writing to the Director and should include relevant courses and experience to support the
Waiver with Replacement request.
Elective Courses:
FNEN 6820.030 Advanced Derivative Securities
FNEN 6840.030 Enterprise-wide Financial Risk Management
Suggested Courses:
Please note that these courses will not be counted towards the Financial Engineering dipoma, however, they are highly recommended:
FINE 6310.030 Econometrics of Financial Markets
OMIS 6350.030 Advanced Spreadsheet Modelling & Programming for Business
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