USC南加州大学金融工程课程设置

金融工程硕士课程的目标是培训具有工程，应用数学或物理学背景的研究生，将数学和工程工具应用于金融领域。

这个多学科的教育计划涉及维特比工程学院，马歇尔商学院和文学，艺术与科学学院（经济系）。金融工程学使用金融和经济学，工程学，应用数学和统计学等工具来解决诸如衍生证券估值，战略规划和动态投资策略，风险管理等问题。具有这些技能的毕业生对投资银行和商业银行很感兴趣，贸易公司，对冲基金，保险公司，企业风险管理人员和监管机构等。

国际学生：该计划有资格获得opt stem扩展名。

请注意：毕业要求，课程设置，课程可用性，衔接课程以及任何其他学位要求可能会发生变化。在注册任何课程之前，学生应咨询学术顾问。
金融工程硕士学位至少需要30个学分
每个学习计划都需要得到该计划的联系老师的事先书面批准。
必修课：17学分
金融，商业和经济学领域的2名经顾问批准的选修课：6-7个学分
在优化，模拟和随机系统领域，由2位顾问批准的选修课：6-7个学分
毕业要求的最低累积gpa为3.00

curriculum

the egree requirements inclue six require courses an two courses from each of two lists of electives for a minimum total of 30 units.

require
gsba 548 corporate financeunits: 2, 3
﹙note: gsba 548 for 3 units satisfies this requirement. o not register for the 2 unit version.﹚
fbe 559 management of financial riskunits: 3 or
ise 563 financial engineeringunits: 3
ee 503 probability for electrical an computer engineersunits: 4
ee 512 stochastic processesunits: 3
ee 518 mathematics an tools for financial engineeringunits: 4
ee 590 irecte researchunits: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
﹙1 unit require﹚
electives ﹙aviser-approve﹚
finance, business, economics area:

two courses ﹙6-8 units﹚ from the following:

econ 500 microeconomic analysis an policyunits: 4
econ 501 macroeconomic analysis an policyunits: 4
econ 613 economic an financial time series iunits: 4
fbe 529 financial analysis an valuationunits: 3
fbe 535 applie finance in fixe income securitiesunits: 1.5, 3
﹙3 units require﹚
fbe 540 hege funsunits: 3
fbe 543 forecasting an risk analysisunits: 3
fbe 554 traing an exchangesunits: 3
fbe 555 investment analysis an portfolio managementunits: 3
fbe 589 mortgages an mortgage-backe securities an marketsunits: 3
ise 566 financial accounting analysis for engineeringunits: 3
optimization, simulations, stochastic systems:

two courses ﹙6-8 units﹚ from the following:

csci 455x introuction to programming systems esignunits: 4
csci 570 analysis of algorithmsunits: 4
csci 567 machine learningunits: 4
ee 588 optimization for the information an ata sciencesunits: 4
ise 525 esign of experimentsunits: 3
ise 529 preictive analyticsunits: 3
ise 530 optimization methos for analyticsunits: 3
ise 536 linear programming an extensionsunits: 3
ise 539 stochastic elements of simulationunits: 3
units require: 30
return to: electrical an computer engineering – ming hsieh epartment of electrical an computer engineering