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MS in FINANCIAL ENGINEERINGACADEMIC ADVISING FOR FALL 20191
AGENDA1.2.3.4.5.6.Your ArrivalDegree Overview and RequirementsProgram OverviewFall FE ElectivesConcentrationsFaculty Advisors
YOUR ARRIVAL Monday August 12 - Columbia IEOR Beer & BBQat Brooklyn Brewery Thursday August 15 - Program Kick-Off Friday August 16 – Classes begin! Saturday August 17 - Columbia EngineeringWelcome Day
MSFE DEGREE OVERVIEW Master of Science in Financial Engineering Awarded by The Fu Foundation School ofEngineering and Applied Science, ColumbiaUniversity Expected Completion:– May, August or December 2020 Expected Degree Conferral:– May 2020, October 2020 or February 2021
DEGREE REQUIREMENTS1.2.3.4.5.36 creditsCore requirements (18 points) and electivesENGI E4000 is an MS degree requirement (0 points)No Pass/Fail coursesAttend and submit Learning Journals for the FESeminar Series (Fall 2019 & Spring 2020)6. All courses must be completed at Columbia7. Remain in good standing8. Uphold academic integrity
MSFE PROGRAMFall 2019 Semester––––––IEOR E4799 MSFE Quantitative and Computational BootcampENGI E4000 Professional DevelopmentIEOR E4007 Optimization ModelsIEOR E4701 Stochastic ModelsIEOR E4706 Foundations of Financial EngineeringFE Electives (choose 2)Spring 2020 Semester––––IEOR E4703 Monte Carlo SimulationIEOR E4707 Continuous Time ModelsIEOR E4709 Statistical Analysis and Time SeriesFE Electives (choose 1 or 2)Summer or Fall 2020–Electives
STARTING JULY 31, REGISTER FOR:1. IEOR E4799 MSFE Quantitative and ComputationalBootcamp2. ENGI E4000 Professional Development3. IEOR E4007 Optimization Models4. IEOR E4701 Stochastic Models5. IEOR E4706 Foundations of Financial Engineering6. FE Electives (choose 2)
FALL 2019 FE ELECTIVESCHOOSE 2:1. IEOR E4403 Quantitative Corporate Finance(Or IEOR E4578 Corporate Finance, Accounting & Investment; may not take both)2. IEOR E4500 Application Programming for FE3. IEOR E4525 Machine Learning for Financial Engineering & Operations Research4. IEOR E4722 Stochastic Control & Financial Applications5. IEOR E4726 Applied Financial Risk Management6. IEOR E4727 Programming for Financial Engineering7. IEOR E4731 Credit Risk & Credit Derivatives8. IEOR E4735 Structured Hybrid Products9. IEOR E4742 Deep Learning for OR & FE10.IEOR E4732 Computational Methods in Derivatives Pricing (Instructor’spermission only; 2nd year elective)8
CONCENTRATIONSThe MSFE Program offers (7) concentrations: Asset Management Computation & Programming Computational Finance/Trading Systems Derivatives Finance & Economics Financial Technology Machine Learning for Financial EngineeringFor requirements, gineering/concentrations
DESCRIPTION OF COURSESPlease rses-1to see our course catalogue with brief course descriptions.10
MSFE FACULTY ADVISORSAgostino CapponiEmanuel DermanAli HirsaDaniel LackerDylan PossamaïXunyu ZhouFaculty advisor will be assigned beginning of September.For early registration inquiries, please email info@ieor.columbia.edu.11
YOUR ACTION ITEMS1.2.3.4.5.Activate your UNILogin to SSOL https://ssol.columbia.edu/Register for your courses (core & electives)Review your tuition e-BillReview academic calendarhttp://registrar.columbia.edu/
THE IEOR OFFICESUITE 315 MUDDinfo@ieor.columbia.eduwww.ieor.columbia.edu
MSFE PROGRAM Fall 2019 Semester - IEOR E4799 MSFE Quantitative and Computational Bootcamp - ENGI E4000 Professional Development - IEOR E4007 Optimization Models - IEOR E4701 Stochastic Models - IEOR E4706 Foundations of Financial Engineering - FE Electives (choose 2) Spring 2020 Semester - IEOR E4703 Monte Carlo Simulation - IEOR E4707 Continuous Time Models
