Columbia – NUS
Double Professional Degree in Financial Engineering

Program Curriculum

Graduation Requirements

For Professional Degree in Financial Engineering from Columbia University  Candidates need to successfully complete 10 modules, of which 6 are common core modules (4 from Columbia and 2 from NUS) and 4 elective modules from Columbia.

For Professional Degree in Financial Engineering from National University of Singapore
Candidates need to successfully complete 12 modules, of which 6 are common core modules (4 from Columbia and 2 from NUS) and 6 are elective modules (4 from Columbia and 2 from NUS).

The 6 Common Core Modules:

NUS-FE 6101	Interest Rate and Credit Risk Modeling
NUS-FE 6102	Advanced Econometrics for Risk Management
CU-IEOR 6810	Advanced Stochastic Models in Financial Engineering I*
CU-IEOR 6811	Advanced Stochastic Models in Financial Engineering II*
CU-IEOR 6820	Computational Finance*
CU-IEOR 6830	Empirical and Statistical Issues in Financial Engineering*
(* Modules co-taught by CU and NUS faculty members in NUS.)

List of Elective Modules from Columbia:

CU-IEOR E4709	Data Analysis for Financial Engineering
CU-IEOR E4403	Advanced Engineering and Corporate Economics
CU-IEOR E4500	Applications Programming for Financial Engineering
CU-IEOR E4601	Dynamic Pricing and Revenue Management
CU-IEOR E4602	Quantitative Risk Management
CU-IEOR E4708	Seminar on Old and New Ideas in Financial Engineering
CU-IEOR E4710	Term Structure Models
CU-IEOR E4718	Seminar on Important Ideas in Financial Engineering
CU-IEOR E4731	Credit Risk and Credit Derivatives
CU-IEOR E4724	Topics in Quantitative Finance: Hedge Fund Management
CU-IEOR E4725	Topics in Quantitative Finance: Numerical Solutions of Partial Differential Equations
CU-IEOR E4726	Topics in Quantitative Finance: Experimental Finance
CU-IEOR E4727	Topics in Quantitative Finance: Quantitative Portfolio Management
Additional electives are available depending on semester. Some course offerings are subject to change.

List of Elective Modules from NUS:

NUS-BFA6002	Finance Theory
NUS-BFA6004	Empirical Finance
NUS-RE 6005	Real Estate Economics Research Seminar
NUS-RE 6006	Real Estate Finance Seminar
NUS-ST 5218	Advanced Statistical Methods in Finance
NUS-FE 5204	Stochastic Calculus and Processes
NUS-CS 5228	Knowledge Discovery in Databases
NUS-CS 5264	Decision Making Technologies
Additional electives are available depending on semester. Some course offerings are subject to change.