Tepper School of Business
Financial Engineering Track Curriculum
2010-2011
Math Prerequisites: Undergraduate-level calculus-based probability and differential equations. Courses need to be taken in the order listed below.
Required Track Courses
|
Course # |
Course Title |
Units |
Mini |
|
46-921 |
Intro to Probability |
6 units |
Mini 1
|
|
45-814 |
Options |
6 units |
Mini 1
|
|
45-816 |
Studies in Financial Engineering |
6 units |
Mini 2
|
|
46-941 |
Multi-Period Asset Pricing |
6 units |
Mini 2
|
|
45-903 |
Credit Derivatives |
6 units |
Mini 3
|
|
46-944 |
Stochastic Calculus for Finance I |
6 units |
Mini 3
|
|
46-945 |
Stochastic Calculus for Finance II |
6 units |
Mini 4
|
|
46-932 |
Simulation for Option Pricing |
6 units |
Mini 4
|
Faculty Coordinators:
Steve Shreve shreve@andrew.cmu.edu
Duane Seppi ds64@andrew.cmu.edu
Curriculum and times offered are subject to change
