MSFE Course Listings
Source: https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering/msfe-course-listings Parent: https://engineering.nyu.edu/academics/departments/finance-and-risk-engineering
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To earn a Master of Science in Financial Engineering (MSFE), students must complete 33 credits to qualify for graduation. The structure of the program is as follows:
- Bootcamp of 0 credits
- 5 core courses, each 3 credits
- General elective courses within FRE and closely related fields, 13.5 credits
- Students have the option to choose a focus area, but this is not required. Learn more about these focus areas.
- 1 required applied lab worth 1.5 credits
- 1 capstone experience of 3 credits\ Read the Capstone Guidelines (PDF)
- Capstone assessment of 0 credits
- Bloomberg certification of 0 credits
Please visit the NYU Tandon Bulletin for course descriptions.
NYU Tandon Bulletin: Financial Engineering (MS)
Core Courses
These are required courses.
### FRE-GY6073: Introduction to Derivative Securities
This course is available during the Fall and Spring semesters.
### FRE-GY6083: Quantitative Methods in Finance
This course has a Recitation: FRE-GY REC 6083.
- Mirela Ivan Syllabus
- Agnes Tourin Syllabus
- Daniel H Totouom-Tangho Syllabus
- Robert Crowell | Section I3 Syllabus
- Robert Crowell | Section I2 Syllabus
This course is available during the Fall and Spring semesters.
### FRE-GY6103: Valuation for Financial Engineering
This course is available during the Fall and Spring semesters.
Pick two courses:
Choose two courses from the following list to satisfy the core course requirement.
### FRE-GY6023 Financial Economics
This course is only available during the Fall semester.
### FRE-GY6123 Financial Risk Management
This course is only available during the Fall semester.
### FRE-GY 7773: Machine Learning in Financial Engineering
This course has a Recitation: FRE-GY REC 7773.
- Ken Perry Syllabus
- Rajesh Tembarai Krishnamachari Syllabus
- Sandeep Jain Syllabus
- Amine Mohamed Aboussalah Syllabus
- Florian Bourgey Syllabus
- Andrey Itkin Syllabus
This course is available during the Fall and Spring semesters.
Focus Areas
The following is a list of focus areas, along with the courses that fulfill these different focus areas.
| Course Title | Instructor Syllabus |
|---|---|
| FRE-GY6141: Static and Dynamic Hedging Fall | Leon Tatevossian & Chris Perez Syllabus |
| FRE-GY6233: Option Pricing and Stochastic Calculus This course has a recitation: FRE-GY REC 6233 Ph.D. Course Fall/Spring | Agnes Tourin Syllabus Nathan Sauldubois Syllabus |
| FRE-GY6411: Fixed Income Securities and Interest Rate Derivatives Fall/Spring | Sassan Alizadeh syllabus Steve Mandel Syllabus |
| FRE-GY6901: Selected Topics in Financial Engineering | Fixed Income Algorithmic Trading Fall/Spring |
| FRE-GY6901: Selected Topics in Financial Engineering | Volatility Models Fall/Spring |
| FRE-GY6971: Selected Topics in Financial Engineering | Fixed Income Quantitative Trading Fall/Spring |
| FRE-GY7301: Foreign Exchange (FX) Market: Fundamentals & Trading Fall/Spring | Kosrow Dehnad & Khosrow Mehrzad Syllabus |
| FRE-GY7821: Topics in Risk Finance I | Stochastic Control and Portfolio Management Ph.D. Course Fall/Spring |
| FRE-GY7851: Topics in Financial and Risk Engineering II | Interest Rates Derivatives and Risk Management Fall/Spring |
| FRE-GY9733: Special Topics in Financial Engineering | Dynamic Optimization under Strategic Interaction Ph.D. Course Fall/Spring |
| Course Title | Instructor Syllabus |
|---|---|
| FRE-GY6273: Corporate Valuation: From Startups to Giants Spring | Thomas Philips Syllabus |
| FRE-GY6391: Mergers & Acquisitions Spring | Vikram Kuriyan & George Varughese Syllabus |
| FRE-GY6711: Quantitative Portfolio Management Fall/Spring | Papa Momar Ndiaye Syllabus |
| FRE-GY6921: Selected Topics in Financial Engineering | Factor Approach to Optimal Strategic Asset Allocation Fall/Spring |
| FRE-GY6921: Selected Topics in Financial Engineering | Alternative Investments Fall/Spring |
| FRE-GY6951: Sustainable Investments Fall/Spring | Bruno Kamdem Syllabus |
| FRE-GY6991: Selected Topics in Financial Engineering | Asset Allocation, A Strategic & Tactical Approach Fall/Spring |
| FRE-GY6991: Selected Topics in Financial Engineering | Asset and Liability Management Fall |
| FRE-GY7003 Financial Accounting and Analysis | Ingrid Marshall Syllabus |
| FRE-GY7121: Statistical Arbitrage Fall/Spring | Daniel H Totouom-Tangho Syllabus |
| FRE-GY7241: Algorithmic Portfolio Management Fall/Spring | Jerzy Pawlowski Syllabus |
| FRE-GY7811: Topics in Finance and Financial Markets 2 | Value Investing, a Modern Approach Fall/Spring |
| FRE-GY7811: Topics in Finance and Financial Markets 2 | Practical Introduction to Quantitative Equity Trading Fall/Spring |
| FRE-GY7811: Topics in Finance and Financial Markets 2 | Fixed Income Market Making Fall/Spring |
| FRE-GY7831: Topics in Financial and Risk Engineering I | Modern Equity Trading Strategies Fall/Spring |
| FRE-GY7841: Topics in Risk Finance I | Hedge Fund Strategies Fall/Spring |
| FRE-GY7841: Topics in Risk Finance II | Quantitative Risk and Portfolio Management Fall/Spring |
### Financial Data Science and Machine Learning
| Course Title | Instructor Syllabus |
|---|---|
| FRE-GY6351: Econometrics and Time Series Analysis Fall/Spring | David Rios Syllabus |
| FRE-GY7831: Topics in Financial and Risk Engineering I | Financial Analytics & Big Data Fall/Spring |
| FRE-GY7871: Topics in Financial Information Services and Technology | NLP and the Investment Process Fall/Spring |
| FRE-GY7871: Topics in Financial Information Services and Technology | Advanced Topics in Deep Learning Fall/Spring |
| FRE-GY9053: Information Geometry and Its Applications in Machine Learning and Beyond Ph.D. Course Fall/Spring | Amine Aboussalah Syllabus |
| FRE-GY9733: Special Topics in Financial Engineering | Big Data in Financial Engineering Fall/Spring |
### Financial Risk Models and Computational Analytics
| Course Title | Instructor Syllabus |
|---|---|
| FRE-GY6251: Numerical & Simulation Techniques in Finance Fall | Edward Weinberger Syllabus |
| FRE-GY6491: Credit Risk & Financial Risk Management Fall/Spring | Frederic Siboulet Syllabus |
| FRE-GY6731: Market Risk Management and Regulations Fall/Spring | Victor Makarov Syllabus |
| FRE-GY6921: Selected Topics in Financial Engineering | Commodities: Markets and Derivatives Fall/Spring |
| FRE-GY6981: Selected Topics in Financial Engineering | Derivatives Structuring and Financing Fall |
| FRE-GY6991: Topics in Financial Markets and Information Theory Spring | Edward Weinberger Syllabus |
| FRE-GY7801: Topics in Finance and Financial Markets I | Model Risk Management – A Case Study-Based Approach Fall/Spring |
| FRE-GY7801: Topics in Finance and Financial Markets I | Real-Time Trading Risk Management Spring |
| FRE-GY7841: Topics in Risk Finance I | Systematic Credit Investment Strategies Fall/Spring |
| FRE-GY7851: Topics in Financial and Risk Engineering II | Real Estate Risk Fall/Spring |
### Fintech Innovation and Digital Finance
| Course Title | Instructor Syllabus |
|---|---|
| FRE-GY6883: Financial Computing This course has a Recitation: FRE-GY REC 6883. Fall/Spring | Song Tang Syllabus |
| FRE-GY6931: Selected Topics in Financial Engineering | Blockchain & Cryptocurrency Fall/Spring |
| FRE-GY6981: Selected Topics in Financial Engineering | Fintech: Blockchain and Crypto Fall/Spring |
| FRE-GY7251: Algorithmic Trading and High Frequency Finance Fall/Spring | Alec Schmidt Syllabus |
| FRE-GY 7871: Topics in Financial Information Services and Technology | Financial Data and Visualization Spring |
| Course Title | Instructor Syllabus |
|---|---|
| FRE-GY6191: Advanced Topics in Financial Technology: Visualization Lab | Francisco Rubio Syllabus |
| FRE-GY6831: Computational Finance Laboratory (Python) | Edward Weinberger Syllabus |
| FRE-GY6861: Financial Software Engineering Laboratory | Serge Feldman Syllabus |
| FRE-GY6871: R in Finance | Jerzy Pawlowski Syllabus |
| FRE-GY6811: Financial Software Laboratory: C++ | Jason Yarmish Syllabus Keith Lewis Syllabus |
| FRE-GY6811: Financial Software Laboratory: Python | Bruno Kamdem Syllabus |