Master of Science in Financial Engineering
(On Campus)

Curriculum

To graduate from the programme, each candidate is required to complete 40 modular credits or ten modules. Of these, 7 are core (compulsory) modules and one compulsory financial engineering project equivalent to 4 modular credits. There are 2 elective modules to be chosen out of 8, although some electives may not be offered every year.

Candidates are not allowed to do more than 12 modular credits per semester. Candidates must also do a minimum of 12 modular credits in the first year. The Candidates can enroll in the Financial Engineering Project module only after completing the 28 compulsory modular credits, or while completing the remaining compulsory credits in the same semester or term.

For candidates admitted in 2003/2004 and later intakes, a minimum Cumulated Average Point (CAP) of 3.00 is required for graduation.

      4-credit compulsory modules

• FE5101  Derivatives and Fixed Income
• FE5102  Quantitative Methods and Programming
• FE5103  Equity Products and Exotics
  
• FE5105  Corporate Financing and Risk
  
• FE5106  Advanced Numerical Methods
  
• FE5107  Risk Analyses and Management
  
• FE5108  Portfolio Theory and Investments
  
• FE5110  Financial Engineering Project

      4-credit elective modules

• FE5204  Stochastic Calculus and Processes
  
• FE5209  Financial Econometrics
  
• FE5211  Seminar in Financial Engineering
  
• FE5212  Artificial Intelligence and Investment
  
• FE5213  Software and System Design
  
• FE5214  Advanced Term Structure Models
  
• FE5215  Seminar in Financial Product Innovations
  
• FE5216  Financial Technology Innovations Seminars