Columbia - NUS Double Professional Degree in Financial Engineering
Program Structure
Period of Candidature
The minimum and maximum candidature period for the double professional degree program shall be two and four years respectively.
Program Structure
The Double Professional Degree in Financial Engineering program is a part-time degree program with a single intake commencing every year in August.
The goal of the program is to endow the graduates with skills in the following core areas:
- Quantitative methods including courses in Optimization, Monte Carlo Simulation, Partial Differential Equations, Stochastic Processes and Data analysis for Financial Engineering.
- Financial markets and instruments including courses on Financial Markets and Instruments, Introduction to Option Pricing Theory, Asset Allocation and Portfolio Optimization, Risk Management, Structured Products, Securitization, Asset-Backed Securities and Commodity and Energy Markets.
- Advanced topics in Financial Engineering including object oriented programming for Financial Engineers, Credit Risk and Credit Derivatives, Term Structure Models and Interest Rate Derivatives, Advanced Volatility Modeling, and Foreign Exchange Markets and Foreign Exchange Derivatives.
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