Financial Engineering Concentration

Financial Engineering and Programming (FEP) is an interdisciplinary program combining study in three areas--quantitative finance, computer programming and trading strategy. The resulting blend of theory and experience keeps the knowledge gained in the program up to date and forward looking.

In addition to the six core courses, you will be required to successfully complete the following:

Required:

FM 492 Introduction to C/C++ Programming for Financial Markets
FM 530 VB & Databases for Financial Markets
FM 532 Equity & Equity Derivatives Modeling
FM 533 Term Structure & Interest Rate Derivative Modeling
FM 538 Advanced OOP for Financial Markets
FM 545 Futures and Options Trading Strategies

Any 4 of the following courses from M.S. Program in Finance curriculum:

MSF 521 Financial Modeling I
MSF 522 Financial Modeling II
MSF 523 Financial Modeling III
MSF 552 Market Risk Management
MSF 553 Enterprise Risk Management
MSF 561 Financial Time Series Analysis
MSF 562 Econometric Analysis
MSF 563 Bayesian Inference in Econometrics
MSF 571 Computational Finance I
MSF 572 Computational Finance II
MSF 573 Computational Finance III

To learn more about the program and the application process, please call us at 312.906.6576 or email us at admissions@stuart.iit.edu and we will be happy to assist you.