MSc in Financial Engineering

Curriculum

To graduate from the program, each candidate is required to complete ten modules. Of these, five are core (compulsory) modules and one compulsory financial engineering project. There are four elective modules to be chosen out of the seven, although some electives may not be offered every year.

Candidates are required to do a minimum of three modules in the first year. All candidates can enroll in the Financial Engineering Project module only after completing the seven compulsory modules, or while completing the remaining compulsory modules in the same semester or term.

A minimum Cumulated Average Point (CAP) of 3.00 is required for graduation.

Compulsory Modules

• FE5101  Derivatives and Fixed Income
• FE5102  Quantitative Methods and Programming
• FE5103  Equity Products and Exotics
• FE5106  Advanced Numerical Methods
• FE5107  Risk Analyses and Management
• FE5110  Financial Engineering Project

* Elective Modules

• FE5105  Corporate Financing and Risk
• FE5108  Portfolio Theory and Investments
• FE5204  Stochastic Calculus and Processes
• FE5209  Financial Econometrics
• FE5211  Seminar in Financial Engineering
• FE5215  Seminar in Financial Product Innovations
• FE5216  Financial Technology Innovations Seminars

* Not all elective modules are offered every year.