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Financial Engineering

Faculty

Associate Professor
Professor of ISE & Mathematics

Courses

The suggested list of courses is a recommendation. Graduate students should meet with their advisor to finalize course plans each semester. Detailed course information may be found here.

ISE Courses (first year)

  • IE 410 Stochastic Processes & Applic
  • IE 411 Optimizaton of Large Systems
  • IE 420 Financial Engineering
  • IE 510 Applied Nonlinear Programming
  • IE 522 Statistical Methods in Finance
  • IE 523 Financial Computing
  • IE 525 Numerical Methods in Finance
  • IE 526 Stochastic Calculus in Finance

ISE Courses (second year)

  • IE 524 Optimization in Finance
  • IE 515 Stochastic Simulation
  • IE 598 Clustering and Approx Method
  • IE 598 Inference in Graphical Models

Non-ISE Electives

Departments: MATH, STAT, ECON, FIN, ECE, CS

Subjects: Probability theory, stochastic process, deterministic and stochastic control, regression, time series, statistical computing, econometrics, macroeconomics, microeconomics, complex analysis, PDE, numerical methods, data mining/machine learning/pattern recognition/statistical learning, optimization, etc.