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Double Professional Degree in Financial Engineering

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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Last modified on 27 October, 2007 by NUS Risk Management Institute (RMI)