FE Course programme
- This specialisation will be phased out by August 2013.
No more new students will be admitted –
Over the past decade, the increasing complexity of financial products and the size of the markets have generated a growing demand for skilled professionals to create, price and hedge complex derivatives and, more generally, to manage risk. Acquiring such skills requires mastering both mathematical and managerial aspects of modern finance.
The specialization FE presents a unique combination of subjects from both the department of Applied Mathematics and the department of Finance & Accounting (from the faculty of Management and Governance). Teaching and research are conducted under the auspices of the Financial Engineering Laboratory, a cooperative structure set up by the two departments.
Transfer Students (students with a bachelor’s degree in Technical Mathematics from one of the 3TU universities):
1st year
Quarter 1 |
Quarter 2 |
Quarter 3 |
Quarter 4 |
||||
194110010 |
5 |
191515201 |
5 |
191570350 |
5 |
191570300 |
5 |
191506302 |
6 |
191860181 |
5 |
191515501 Life Insurance or 191571160 Stochastic Filtering and Control |
5 |
||
191570401 |
6 |
191515101 |
5 |
||||
191531750 |
6 |
191571501 |
6 |
||||
2nd year
Quarter 1 |
Quarter 2 |
Quarter 3 |
Quarter 4 |
|||
191515301 |
5 |
191515900 |
5 |
|
30 |
|
191860651 Micro-economics or Choice |
|
191550105 Theory of PDE or Choice |
5 |
191508309 |
||
National Course, e.g. 191581200 Continuous Optimization 191561560 Systems and Control |
6 |
|
||||
191515401 |
5 |
|
||||
Students entering the programme through an alternative route (Students with a bachelor’s degree other than Technical Mathematics from one of the 3TU universities):
1st year
Quarter 1 |
Quarter 2 |
Quarter 3 |
Quartile 4 |
||||
194110010 |
5 |
191515201 |
5 |
191570350 |
5 |
191570300 |
5 |
191515603 |
5 |
191550105 Theory of PDE |
5 |
191860181 |
5 |
191515501 Life Insurance or 191571160 Stochastic Filtering and Control |
5 |
191506302 |
6 |
191515101 |
5 |
||||
6 |
191571501 |
6 |
|||||
2nd year
Quarter 1 |
Quarter 2 |
Quarter 3 |
Quartile 4 |
|||
191515301 |
5 |
191515900 |
5 |
|
30 |
|
National Course, e.g. 191581200 Continuous Optimization 191561560 Systems and Control |
5 |
191508309 |
||||
191531750 |
6 |
|
||||
191515401 |
6 |
|
||||