MASTER OF FINANCIAL ENGINEERING - CURRICULUM

The curriculum to be delivered is designed to be at par with some of best programs of this nature available across the globe. The aim is to make students market-ready for investment finance jobs.





Semester 1
Introduction to Financial Engineering
Financial Computing - I (Excel VBA)
Introduction to Financial Mathematics
Introduction to Financial Statistics
Probability Theory - I
Corporate Finance and Financial Modelling
Semester 2
Probability Theory - II
Financial Computing - II (R, MATLAB)
Statistical Analysis of Financial Data
Introduction to Stochastic Calculus
Stochastic Calculus for Finance
The Bourse Game and Currency Markets
Semester 3
Numerical Computations For Finance
Computational Finance - I (Equity Derivatives)
Computational Finance - II (Fixed Income)
Computational Finance - III (Currency Derivatives)
Computational Finance - IV (Credit Derivatives)
Risk Management - I
Semester 4 (2 Mandatory + any 4 Optionals)
Case Studies in Financial Markets - I (Mandatory)
Case Studies in Financial Markets - II (Mandatory)
Financial Computing - III (Python, C++)
Financial Computing - IV (RDBMS)
Financial Computing - V (SAS)
Financial Computing - VI (Big Data in Finance)
Risk Management - II
Quantitative Trading
Portfolio Management and Analytics