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

Corporate Finance

5

191515201

Mathematical Finance

5

191570350

Financial Econometrics

5

191570300

Structured Products

5

191506302

Applied Functional Analysis

6

191860181

Risk Management

5

191515501 Life Insurance or

191571160 Stochastic Filtering and Control

5

191570401

Measure and Probability

6

191515101

Introduction to Risk Theory

5

191531750

Stochastic Processes

6

191571501

Stochastic Differential Equations

6

2nd year

Quarter 1

Quarter 2

Quarter 3

Quarter 4

191515301

Continuous Time Finance

5

191515900

Interest Rate and Credit Derivatives

5

 

30

191860651

Micro-economics or Choice

 

191550105

Theory of PDE or Choice

5

191508309

Combined Traineeship and Final Project

National Course, e.g.

191581200 Continuous Optimization

191561560 Systems and Control

6

 

191515401

Computational Methods in Finance

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

Corporate Finance

5

191515201

Mathematical Finance

5

191570350

Financial Econometrics

5

191570300

Structured Products

5

191515603

Introduction to Investment Theory

5

191550105

Theory of PDE

5

191860181

Risk Management

5

191515501 Life Insurance or

191571160 Stochastic Filtering and Control

5

191506302

Applied Functional Analysis

6

191515101

Introduction to Risk Theory

5

191536101 Mathematical Theory of Probability and Statistics

6

191571501

Stochastic Differential Equations

6

2nd year

Quarter 1

Quarter 2

Quarter 3

Quartile 4

191515301

Continuous Time Finance

5

191515900

Interest Rate and Credit Derivatives

5

 

30

National Course, e.g.

191581200 Continuous Optimization

191561560 Systems and Control

5

191508309

Combined Traineeship and Final Project

191531750

Stochastic Processes

6

 

191515401

Computational Methods in Finance

6