2022-2023 Undergraduate and Graduate Bulletin (without addenda) [ARCHIVED CATALOG]
Course Descriptions
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A Brief Guide to Course Descriptions
Each program described in this catalog contains detailed descriptions of the courses offered within the program.
The first line gives the official course number for which students must register and the official course title. The letters indicate the discipline of the course and the first number of the official course numbers indicates the level of the course. The levels are as follows:
- 1XXX - Freshman Level
- 2XXX - Sophomore Level
- 3XXX - Junior Level
- 4XXX - Senior Level
- 5XXX to 9XXX - Graduate level
Typically the last number of the course number indicates the number of credits. The breakdown of periods of the course is also listed.
When selecting a course for registration, the section of the course may include the following notations:
- “LEC” - lecture section
- “RCT” or “RC” - recitation section
- “LAB” or “LB” - lab section
Additionally, any other letter or digit listed in the section will further identify the section and being liked to another section of the class with the same letter and/or digit combination. Further information on sections is available from academic advisers during registration periods.
The paragraph description briefly indicates the contents and coverage of the course. A detailed course syllabus may be available by request from the office of the offering department.
“Prerequisites” are courses (or their equivalents) that must be completed before registering for the described course. “Co-requisites” are courses taken concurrently with the described course.
The notation “Also listed…” indicates that the course is also given under the number shown. This means that two or more departments or programs sponsor the described course and that students may register under either number, usually the one representing the student’s major program. Classes are jointly delivered. |
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Finance and Risk Engineering Undergraduates in Graduate FRE Courses
The Department of Finance and Risk Engineering does not permit undergraduates to take courses with the prefix “FRE”; these are graduate courses reserved for graduate students. Exceptions are made only for sub-matriculated undergraduates; undergraduates who have applied to and been accepted to the MS FE program at NYU Tandon in their Senior year of undergraduate studies. No other exceptions are made.
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FRE-GY 6211 Financial Market Regulation 1.5 Credits
This course considers the role and forms of regulation in the U.S. financial markets, the role of the Securities and Exchange Commission (SEC), the Commodity Futures Trading Commission (CFTC), the Federal Reserve, the Office of the Controller of the Currency (OCC), and self-regulating organizations (SROs) such as the National Association of Securities Dealers and the National Futures Association. Also examined are the roles of the state insurance commissions and the STATE OR FEDERAL Department of Labor.
Prerequisite(s): FRE-GY 6031 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6223 Actuarial Models 3 Credits
Many problems in actuarial science involve building a mathematical model to forecast or predict future insurance losses and revenues. Historical data guide the actuary in selecting the model and in calibrating its unknown parameters. The course introduces discrete and continuous actuarial models such as loss, frequency and severity models and their specific characteristics. It then studies aggregate loss models in which individual risks are pooled into a manageable aggregate risk. Finally, financial tools are used to market price theses losses and allow a securitization of insurance firms’ portfolios.
Prerequisite(s): FRE-GY 6051 Insurance Finance and Actuarial Science, and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6231 Stochastic Calculus in Finance 1.5 Credits
This course provides the mathematical foundations of option pricing and credit risk models. The techniques covered include filtrations, arithmetic and geometric Brownian motion, first passage time, the reflection principle, the stochastic Ito integral, Ito differential calculus, change of probability measure, martingales, Stochastic Differential Equations and the connection with Partial Differential Equations. Some financial applications to European options and bonds will be presented.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department and FRE-GY 6083
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6233 Options Pricing & Stochastic Calculus 3 Credits
This course provides the mathematical foundations of Option Pricing models. The techniques covered include arithmetic and geometric Brownian motion, first passage time, the reflection principle, the stochastic Ito integral, Ito differential Calculus, change of probability measure, martingales, Stochastic Differential Equations and Partial Differential Equations. Some of the pricing models considered are the European, Barrier, Asian and American options. These problems are either solved analytically by the martingale approach or numerically, by applying approximation and simulation methods. Since the same techniques allow the treatment of more complex financial products, examples of credit derivatives will be also presented. This course is a requirement in the Computational Finance Track.
Prerequisite(s):
Weekly Lecture Hours: 3
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FRE-GY 6243 Credibility and Loss 3 Credits
This course deals with actuarial models and the estimation of their parameters. Statistical parameter estimation techniques and Bayesian methods are used to study and interpret survival models. Quantitative methods for model selection and model testing are introduced. The basics of credibility theory provide the mathematical tools for an insurer’s prospective experience rating on a risk or a group of risks (e.g., to justify policy prices). Finally, model simulation techniques are treated in theory and practice.
Prerequisite(s): FRE-GY 6223 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6251 Numerical and Simulation Techniques in Finance 1.5 Credits
Advanced numerical techniques for the solution of ordinary, partial and stochastic differential equations are presented. These techniques are analyzed mathematically and use computer aided software that allows for the solution and the handling of such problems. In addition, the course introduces techniques for Monte Carlo simulation techniques and their use to deal with theoretically complex financial products in a tractable and practical manner. Both self-writing of software as well as using outstanding computer programs routinely employed in financial and insurance industries will be used.
Prerequisite(s): FRE-GY 6083 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6273 Advanced Valuation Theory 3 Credits
This course provides students with corporate finance theory and analytical skills essential to financial decision-making. It helps students develop a framework that is useful for understanding a broad range of major corporate financial policies and equips students with tools and techniques useful for evaluating firms and assessing a business’s investment and financial policies. Topics will include: discount cash flow models, financial statement analysis, valuations, capital budgeting analysis, capital structure, cost of capital, dividend policies, initial public offerings, and corporate governance.
Prerequisite(s): and .
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FRE-GY 6291 Applied Derivative Contracts 1.5 Credits
This course provides an introduction to derivative contracts with a special emphasis on current practical applications in use today by financial institutions for investing, hedging, trading and issuing. The characteristics and features of futures, forwards, swaps, options and structured notes are all covered with a special emphasis on useful applications. For each of the four primary derivative contracts, we review in these lectures the appropriate definitions, terminology, market mechanics and theoretical fair value pricing.
Prerequisite(s): FRE-GY 6003 , FRE-GY 6023 , FRE-GY 6103 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6303 Dynamic Assets and Option Pricing
This course provides the foundations of option pricing models. The problems are either solved analytically by the martingale and Partial Differential equation approaches, or numerically, by applying approximation and simulation methods. The applications to both European and American options, exotic options, and bonds will be presented. Since the same techniques allow the treatment of more complex financial products, application to fixed income derivatives such as interest rate caps will also be presented. This course is a requirement in the Computational Finance Track and is a track elective in the Risk Finance Track.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of Department & FRE-GY 6083 .
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FRE-GY 6311 Dynamic Assets and Option Pricing 1.5 Credits
The course focuses on inter-temporal assets pricing, both in discrete and continuous time. The course distinguishes between problems in complete and incomplete markets of both theoretical and practical interest, all of which requires an appreciation of financial economic theories and computational techniques. Problems and cases are presented that span Fixed Income (Bonds), Stocks and Derivatives (Options of various sorts), and Implied Risk Neutral Pricing. Reference text: Applied Stochastic Models and Control for Finance and Insurance by C.S. Tapiero (Kluwer, 1998).
Prerequisite(s): FRE-GY 6083 and FRE-GY 6123 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6311 Dynamic Assets and Options Pricing 1.5 Credits
The course focuses on inter-temporal assets pricing in discrete and continuous time. The course explores problems in complete and incomplete markets of both theoretical and practical interest that require an appreciation of financial economic theories and computational techniques. Financial-engineering techniques are introduced including Martingales, stochastic calculus and jump processes; these are applied to engineering problems in finance. Problems and cases are presented that span Stocks and Derivatives (options of various sorts), Bonds and Implied Risk-Neutral Pricing.
Prerequisite(s): FRE-GY 6083 and FRE-GY 6123 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6321 Casualty I 1.5 Credits
This course broadens perspectives on the business environment in which actuaries work and analyzes insurance-pricing cycles and regulatory developments. Rating and solvency issues are covered, as well as the rating of individual risks and the concept of loss reserve. The course also touches on issues behind daily events and the impact of current developments in the actuarial sciences on the actuarial function.
Prerequisite(s): FRE-GY 6051 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6331 Financial Risk Management & Optimization 1.5 Credits
This course provides solutions to the inter-temporal problems in financial management including management of portfolios, credit risks and market making. Dynamic and stochastic dynamic programming techniques as well as optimal control and stochastic control principles of optimality are presented, and their financial contexts emphasized. Both theoretical and practical facets of inter-temporal management of financial risks and risk pricing are also stressed. The course uses financial and optimization software to solve problems practically.
Prerequisite(s): FRE-GY 6083 , FRE-GY 6091 and FRE-GY 6123 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6341 Casualty II 1.5 Credits
This course continues FRE-GY 6321 . It covers operational issues of Property and Casualty insurance. Specialized Lines of Business are treated. An introduction to Classification Analysis is given.
Prerequisite(s): FRE-GY 6321 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6351 Econometrics and Time Series Analysis 1.5 Credits
Financial econometrics has matured into a necessary and essential part of financial engineering that provides opportunities to deal with real and practical problems in finance. For example, techniques such as ARCH and GARCH and their subsequent development are used to estimate the volatility of underlying financial processes; the analysis of intraday trading data that requires particular models and techniques; memory-based and fractal stochastic processes to study complex markets behaviors and copulas applied routinely to model- and estimate-dependent risks. These financial and risk problems require the application of advanced financial-econometric techniques, which the course provides from both theoretical and empirical-applied viewpoints. Selected cases provide a real-world sense of financial engineering when it is faced with financial-market reality and complexity.
Prerequisite(s): FRE-GY 6083 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6361 Corporate and Financial Strategy 1.5 Credits
This is an introduction to financial strategy for MS Financial Engineering students. The course focuses on the role of financial engineers and financial officers in developing and sustaining competitive advantage through the use of financial engineering analyses.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department & FRE-GY 6023 and FRE-GY 6103 .
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6371 Contract Economics 1.5 Credits
This course covers advanced material in applied economics for students of financial engineering. The topics discussed include the development of contractual relationships between parties with dissimilar interests. These include risks of moral hazard and the design of incentives, adverse selection and market signaling, auction theory and the winner’s curse, and distributed and integrative negotiation. Students who complete this course successfully obtain an appreciation for the theoretical and practical challenges in completing contracts that provide satisfactory economic incentives to each party and satisfy the other party’s belief that the required terms will be met.
Prerequisite(s): FRE-GY 6023 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6391 Mergers & Acquisitions 1.5 Credits
This course examines the theories and empirical evidence related to mergers and acquisitions and other corporate transactions and reorganizations. The course looks at friendly mergers, hostile takeovers (including takeover and anti-takeover tactics), leveraged buyouts and bankruptcy. Throughout, the course examines the motives behind these transactions and reorganizations.
Prerequisite(s): FRE-GY 6103 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6411 Fixed Income Securities and Interest Rate Derivatives 1.5 Credits
This course examines the body of analytical tools and measures that constitute modern fixed-income markets. The valuation of interest-rate sensitive cash flows is the unifying theme. Major topics include theories of term structure, institutional aspects of fixed-income markets and analytical techniques for managing interest-rate risk. Bond refunding, defeasance, corporate bonds, forwards, futures, options and interest-rate swaps are discussed. The course gives an overview of the major classes of fixed-income securities and the markets in which they trade. Among the major classes of fixed-income instruments discussed are Treasury and agency securities, mortgage-backed securities (including CMOs and Strips), asset-backed securities, municipals, floating and inverse floating rate securities.
Prerequisite(s): FRE-GY 6023 , FRE-GY 6083 and FRE-GY 6103 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6431 Electronic Market Design 1.5 Credits
This course covers the design and analysis of electronic marketplaces. This exciting new research area incorporates ideas from economics (in particular game theory and mechanism design), AI and theoretical computer science. Electronic markets have many interesting applications, from the obvious, such as automated negotiation for e-commerce, to non-obvious applications such as resource allocation in grid-computing settings. The course focuses on computational and game theoretic questions related to electronic markets and looks at what it means to design electronic markets with good properties. Topics include Introduction to game theory and mechanism design; winner determination in combinatorial auctions; bidding languages; approximate single-shot auctions; iterative auctions; preference elicitation and communication complexity; mechanisms for selling digital goods; false-name bids; reputation mechanisms; computationally-limited agents; trading agents; and privacy and auctions.
Prerequisite(s): matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6451 Behavioral Finance 1.5 Credits
This course discusses investors’ systematic deviations from the level of financial rationality assumed by modern financial theory. Such biased behavior can lead to market inefficiencies, market opportunities and market failure. After a brief introduction to the topic and its research history, the course focuses on the limits to arbitrage created by decision bias, the equity premium puzzle, market over-reaction and under-reaction. The course seeks to understand how and where opportunities for and threats to wealth accumulation exist as a result of the mismatch between investor behavior and the assumptions about investment behavior inherent in financial theory.
Prerequisite(s): FRE-GY 6023 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6471 Applied Financial Econometrics 1.5 Credits
This course builds on the concepts covered in FRE-GY 6091 and addresses the design, estimation and application of both univariate and multivariate time-series models that are used widely in finance and risk engineering. Financial econometric techniques such as ARCH-GARCH methods and the use of numerical techniques and simulation.
Prerequisite(s): FRE-GY 6083 and FRE-GY 6091 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6491 Credit Risk & Financial Risk Management 1.5 Credits
This course provides a deep understanding of credit instruments from a qualitative and quantitative point of view. Students learn how to price credit derivatives and hedge credit risk. Both the structural and intensity models approaches are presented. Applications to a number of structured products are considered.
Prerequisite(s): FRE-GY 6411 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6511 Derivatives Algorithms 1.5 Credits
This course focuses on the algorithms behind derivatives valuation and applications. The focus is on the principles and practice of financial engineering and risk management and on developing intuition: understanding the reasons for the existence of the product, simulating possible paths and possible parameter values as an exploratory process, approximating complex derivatives as a combination of simpler ones, and attempting to replicate the payout. The goal is to prepare students to be able to evaluate an arbitrary derivative given only its term sheet. To that end, the course requires a project almost every week. Projects can be done in any programming language (Excel, Mathematica, R, Python, etc.), but the final result must be stand-alone tables and graphs. The primary prerequisite is familiarity with standard option pricing and Greeks. A portion of the final exam may involve a live computation project.
Prerequisite(s): FRE-GY 6123 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6551 Accounting for Financial Products 1.5 Credits
This course addresses accounting issues pertaining to innovative financial products, risk management strategies, tax-driven strategies and other manifestations of financial engineering, particularly those in which derivative financial instruments play an important role. Accounting and tax rules are reviewed and applied.
Prerequisite(s): FRE-GY 6003 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6571 Asset-Backed Securities and Securitization 1.5 Credits
This course examines essential contributions in this field and provides a comprehensive coverage of financial securitization and their application to major asset-backed securities, structuring issues and relative value analysis. Topics include the expanding frontiers of asset securitization; introduction to ABS accounting; trends in the structuring of ABSs; and prepayment nomenclature in the ABS market.
Prerequisite(s): , FRE-GY 6511 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6591 Real Estate Finance and Mortgage-Backed Securities 1.5 Credits
This course takes the student from a general introduction to real estate finance and applied mortgage-backed securities (MBS) to a detailed treatment of issues that make real estate and these instruments some of the most complex. Students learn the fundamentals of yield curves, mortgage-cash flows, prepayments and analysis. The course covers pass-throughs, CMOs, mortgage derivatives and ARMs. Asset/Liability management of MBS will be discussed. Students build a price-yield calculator for MBS pass-throughs (using a spreadsheet) and complete a course project.
Prerequisite(s): FRE-GY 6411 and FRE-GY 6571 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6611 Credit Derivatives 1.5 Credits
This course introduces credit derivatives and Collateralized Debt Obligations (CDO’s). The course reviews the most important credit instruments and their marketing, starting with risky bonds and credit default swaps, through basket swaps, structured products and CDO’s. Each instrument is defined and explained, including its markets, modeling, pricing and risk management. Class work is illustrated with theoretical homework and practical Excel projects.
Prerequisite(s): FRE-GY 6411 and FRE-GY 6511 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6631 Applied Derivatives and Real Options Finance 1.5 Credits
This course focuses on financial-engineering applications using derivatives, alone and in combination with other financial instruments. In addition to studying complex financial- engineering structures, students consider applications of real options to the many industrial and assets management problems dealt with by business firms. Examples of applications include case problems in real options as well as issues in tax arbitrage, the construction of equity collars on restricted stock, the alteration of the investment characteristics of large portfolios, and the creation of synthetic financial instruments.
Prerequisite(s): FRE-GY 6411 and FRE-GY 6511 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6651 Term Structure Modeling and Advanced Interest Rate Derivatives 1.5 Credits
This course covers term-structure models, the term structure of volatility, interest-rate processes with time-dependent volatility and mean reversion, a closer look at path-dependent securities, including sinking fund bonds and options with look-back features, multifactor models and multinomial methods of discrete numerical implementations. Course readings are drawn from current literature.
Prerequisite(s): FRE-GY 6411 and FRE-GY 6511 . Students are expected to know numerical analysis, and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6671 Global Finance 1.5 Credits
The level of economic and financial globalization combined with the growth of the multinational firms and virtual firms with no boundaries may have altered the future of finance and its risk engineering. The purpose of this course is to focus attention on the essential elements that both large financial firms and institutions are confronting worldwide, the challenges of national and international financial investments, currencies speculations and investments, regulation as well as managing risks in a strategic and macroeconomic environment. In such an environment, financial markets are multi-polar, geographically distributed with national entities pursuing their own economic and political agenda.
Prerequisite(s): FRE-GY 6411 and FRE-GY 6511 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6691 Intermediate Credit Derivatives Valuation and Applications 1.5 Credits
Credit derivatives have emerged as an area of significant interest in global derivatives and risk- management practice. These instruments have the potential to revolutionize the management of credit risk in banking and capital markets. This course introduces the full range of products available in today’s marketplace, the economic value of credit derivatives, valuation techniques and guidelines on using them to manage and control risk.
Prerequisite(s): FRE-GY 6411 and FRE-GY 6511 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6711 Quantitative Portfolio Management 1.5 Credits
This course focuses on the quantitative foundations of portfolio management . It teaches the fundamental mathematical models such as the Markowitz, CAPM, and the Merton investment-consumption models, and discusses the issues related to the implementation of these models in practice to different types of portfolios. Finally, it also introduces some common portfolio construction and rebalancing techniques.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department & FRE-GY 6083
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6713 Advanced Investment Theory and Applications 3 Credits
This course covers a wide range theoretical and practical issues that arise in the management of equity and fixed income portfolios, including the classical (Markowitz) foundations of mean-variance optimization, the use of constraints, risk budgeting, robust (outlier-resistant) optimization, tail risk aware optimization, the estimation of expected returns, and the measurement and monitoring of portfolio performance using ideas from statistical process control. It will also require the use of Bloomberg’s PORT optimization tool to optimize, as well as to simulate the risk and return of, large portfolios.
Prerequisite(s): FRE-GY 6083 , FRE-GY 6103 and Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of Department.
Weekly Lecture Hours: 3
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FRE-GY 6731 Market Risk Management and Regulation 1.5 Credits
This course covers quantitative methods of measurement and management of market risk as well as regulatory aspects of market risk management including both the current framework of Basel 2, 2.5, and 3 and the future methodology of FRTB. As the final project students produce a fully developed risk management system that includes risk calculations (sensitivities, VaR, Stressed VaR, Stress Analysis) on individual position and portfolio levels.
Corequisite(s): FRE-GY 6711 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6751 Credit Risk Measurement and Management 1.5 Credits
This course deals with issues in credit-risk measurement, credit-risk management and related areas in which credit considerations are important. These issues arise in credit-rating activity, credit extension by banks and other financial services and in derivative markets where counter-party risk is perceived to be an important management issue.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department Corequisite(s): FRE 6711.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6771 Financial Optimization Techniques 1.5 Credits
The course introduces optimization concepts intended for coping with financial stochastic processes. The course involves both numerical analysis with commercial solvers and analytical approaches for gaining insights into underlying problems. The course covers three major optimization areas: convex optimization, non-convex optimization and stochastic programming. Conceptual frameworks and techniques are taught through applications and problems in financial engineering and management.
Prerequisite(s): FRE-GY 6311 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6791 Operational Risk Measurement and Management 1.5 Credits
The operational difficulties faced by financial institutions have created a need for tools to measure and manage operational risk. An accurate appreciation of risks, exposures and controls is critical to managing risk effectively in today’s dynamic global business environment. This course examines the effects of transaction processing, liquidity management, organizational structure, personnel and compliance on the nature of operational risk. Qualitative and quantitative measures of operational risk are discussed.
Prerequisite(s): FRE 6711.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6811 Financial Software Laboratory 1.5 Credits
This course teaches students to use financial software tools commonly employed in industry. Examples include: @Risk, Yieldbook, Excel, R, and C++.
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6821 Financial Econometric Laboratory 1.5 Credits
This course teaches students to use Eviews and Stata.
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6831 Computational Finance Laboratory 1.5 Credits
The course introduces programming applications in financial modelling. Topics include variables, data types, input/output, plotting, selection statements, loop statements, functions, and classes, and implementation for Black-Scholes option pricing partial differential equation, Monte Carlo simulation, numerical methods for solving partial differential equations, and option pricing by Fourier transform.
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6861 Financial Software Engineering Laboratory 1.5 Credits
This financial lab requires students to publicly participate in a large software project. This participation could take the form of innovation, such as contributing to an open-source financial software project with the contributions being accepted and committed to the main branch, or invention, such as publishing a stand-alone library or package for a programming language commonly used in financial applications, or pure entrepreneurship, such as the development or updating of a brand-new industrial strength financial software application. As the students work on their project, this course will focus on important software engineering considerations specifically as they apply to the real-time world of financial projects, such as formalized procedures for revision control and bug tracking and other proven methods of software management in a fast-paced financial and business environment.
Prerequisite(s): matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6871 R in Finance 1.5 Credits
This course introduces the free programming language R and its many applications to finance including risk management, portfolio construction, strategy development and testing, and trading and execution. Topics covered include financial time series analysis, advanced risk tools, applied econometrics, portfolio management, and derivatives valuation. Students will be required to write some code in R every week.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department & FRE-GY 6123 and FRE-GY 6083
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6883 Financial Computing 3 Credits
This course covers programming applications to financial engineering, including C++ and Java and the various common development environments for them. Topics include structured and object-oriented programming in C++ with applications to binomial options pricing, multi-threaded programming in Java with applets and graphical interfaces with applications to risk measurement tools, data-based manipulation and programming in SQL and standard database access libraries with applications to historical financial data series retrieval and management, and other advanced programming concepts important for financial engineering such as numerical techniques, trading systems, and large-scale software design.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6901 Selected Topics in Financial Engineering: QUANTITATIVE FINANCE & BIG DATA ANALYTICS (TOPFER CHAIR LECTURE SERIES) 1.5 Credits
Current topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide focus for further study. Examples might include infrastructure and projects finance, international and global finance, economics and finance in developing countries, global finance in a global world, international investment strategies, finance and taxes, among others.
Prerequisite(s): Advanced standing and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6911 Financial Regulation 1.5 Credits
The course provides an overview of the legal and institutional framework of regulations for capital markets, with a strong emphasis on the United States with some discussion of the financial regulation of banks, insurance firms and financial services in general. In addition, attention is given to regulation in global and emerging markets. The goal is to develop a practical understanding for application in business decision making. The course explores the interplay of regulation (both intended and unintended effects), risk management and the evolution of global modern banking. In light of current market developments, the course develops a critical perspective and discusses potential approaches to the structure of financial regulation.
Prerequisite(s): matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 6921 Selected Topics in Financial Engineering, FINANCIAL MARKETS: COMMODITY FINANCIAL MARKET 1.5 Credits
Current topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide focus for further study. Examples might include infrastructure and projects finance, international and global finance, economics and finance in developing countries, global finance in a global world, international investment strategies, finance and taxes, among others.
Prerequisite(s): Advanced standing and instructor’s permission.
Weekly Lecture Hours: 1.5
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FRE-GY 6931 Selected Topics in Financial Engineering: FINANCIAL COMPLIANCE & BANK REGULATIONS 1.5 Credits
Prerequisite(s): Graduate Standing.
Weekly Lecture Hours: 1.5
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FRE-GY 6971 Selected Topics in Financial Engineering: FINANCIAL ANALYTICS 1.5 Credits
Current topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics will be emphasized and provide focus for further study. Examples might include urban finance engineering, environmental finance, infrastructure and projects finance, real estate finance, insurance finance and derivatives, macro hedge funds management, among others.
Prerequisite(s): Advanced standing and instructor’s permission and Graduate Standing.
Weekly Lecture Hours: 1.5
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FRE-GY 6991 Selected Topics in Financial Engineering: FIN ADVISING & INVEST MGMNT 1.5 Credits
Current topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide focus for further study. Examples might include infrastructure and projects finance, international and global finance, economics and finance in developing countries, global finance in a global world, international investment strategies, finance and taxes, among others.
Prerequisite(s): Advanced standing and instructor’s permission and Graduate Standing.
Weekly Lecture Hours: 1.5
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FRE-GY 7003 Financial Accounting and Analysis 3 Credits
This course provides a solid understanding of the creation and interpretation of modern financial statements. Topics include the reasons for financial statements, U.S. accounting principles and how they differ abroad, quality of financial information, financial ratios and their uses, cash-flow analysis, measurement of corporate performance. The course will also cover various methods of forecasting statements and a discussion of valuation.
Prerequisite(s): Graduate Standing or permission of FRE department.
Weekly Lecture Hours: 3
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FRE-GY 7043 Financial Engineering Capstone: Project 3 Credits
In this project course, students work with faculty on proprietary or non-proprietary research projects. Generally, students work under faculty supervision. However, the course is intended to be largely self-directed within the guidelines established by the supervising faculty member. A significant written research component is required.
Prerequisite(s): This course should be taken after the student has successfully completed two Semesters and has earned at least 18 credits. Prerequisites vary depending on the student’s track, the nature of the project to be undertaken, and Graduate Standing.
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FRE-GY 7103 Macroeconomics 3 Credits
Macroeconomics deals with the performance, structure and behavior of a national or regional economy as a whole. This course provides the basic tools for analyzing macroeconomic phenomena. Economic models are developed that explain the relationship between factors such as national income, output, consumption, unemployment, inflation, savings, investment, international trade and international finance. Applications investigate the causes and consequences of short-run fluctuations in national income and attempts at predicting long-run economic growth.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7121 Statistical Arbitrage 1.5 Credits
Statistical arbitrage refers to strategies that combine many relatively independent positive expected value trades so that profit, while not guaranteed, becomes very likely. This course prepares students to research and practice in this area by providing the tools and techniques to generate and evaluate individual trading strategies, combine them into a coherent portfolio, manage the resulting risks, and monitor for excess deviations from expected performance. It introduces theoretical concepts such as cointegration, risk capital allocation, proper backtesting, and factor analysis, as well as practical considerations such as data mining, automated systems, and trade execution. Programming languages such as R, Python, or C++ will be used to present applications to data at low, intermediate and high frequency.
Prerequisite(s): Matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department & FRE-GY 6123 and FRE-GY 6083
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7211 Forensic Financial Technology and Regulatory Systems 1.5 Credits
The goal of this course is to understand the technology behind financial forensics and regulatory systems. These include innovative database techniques (“dataveillance”), artificial intelligence, data mining, and non-parametric outlier methods used by the Securities Exchange Commission (SEC), the Financial Industry Regulatory Authority (FINRA), as well as the FBI, and other federal and state agencies. Student teams will prepare and present projects or case studies applying the concepts covered in class.
Prerequisite(s): FRE-GY 6153 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7221 Big Data in Finance 1.5 Credits
This is an advanced course on practical computer science and database topics most relevant to financial applications. As such it covers fundamental concepts such as financial database design, use, and maintenance, distributed financial computing and associated storage, grid and cloud computing, modeling unstructured financial data, and data mining for risk management.
Prerequisite(s): FRE-GY 6153 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7241 Algorithmic Portfolio Management 1.5 Credits
This course focuses on portfolio construction and rebalancing strategies such as momentum, value, and size strategies, among others. The course emphasizes backtesting and risk factor analysis as well as optimization to reduce tracking error. It will also address how a quantitative investment approach can help both individual and institutional investors make sound long-term investment decisions.
Prerequisite(s): FRE-GY 6123 and Graduate Standing
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7251 Algorithmic Trading & High-Frequency Finance 1.5 Credits
Algorithmic trading refers to the utilization of special computer programs in an order management system that restructure an order into a sequence of sub-orders based on the dimensions of submission time, price, size, and side. The goal of this course is to survey several algorithmic strategies used by financial institutions and to understand their implementation in the context of order management systems and standard financial protocols (such as FIX and FIXatdl). Student teams will prepare and present projects or case studies applying the concepts covered in class.
Prerequisite(s): FRE-GY 6153 and FRE-GY 7221 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7261 News Analytics and Strategies 1.5 Credits
The fast-growing field of news analytics requires large databases, fast computation, and robust statistics. This course introduces the tools and techniques of analyzing news, how to quantify textual items based on, for example, positive or negative sentiment, relevance to each stock, and the amount of novelty in the content. Applications to trading strategies are discussed, including both absolute and relative return strategies, and risk management strategies. Students will be exposed to leading software in this cutting-edge space.
Prerequisite(s): FRE-GY 6153 and FRE-GY 7221 and Graduate Standing.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7703 Data Science for Financial Engineering 3 Credits
This is an on-line quantitative course especially geared toward Master of Science in Financial Engineering students. The course covers the statistical tools needed to model and estimate the joint dynamics of markets.
Included are:
- topics in multivariate statistics that are relevant for risk management and portfolio management
- machine learning models as generalizations of linear factor models, omnipresent across finance
- the connection between the estimation/calibration of machine learning models and classical and Bayesian econometrics
- backtesting and model/estimation risk in the context of decision theory
- distributional stress-testing for risk management and portfolio/business construction for portfolio management. The final exam may be administered on-line or in-person.
Prerequisite(s): Matriculation into MS Financial Engineering or permission of FRE department.
Weekly Lecture Hours: 3
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FRE-GY 7773 Machine Learning in Financial Engineering 3 Credits
This course covers the theory of Machine Learning and its fundamental applications in the field of Financial Engineering. Supervised, unsupervised, and reinforcement learning paradigms are discussed.
Prerequisite(s): Matriculation into MS Financial Engineering or permission of the FRE department.
Weekly Lecture Hours: 3
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FRE-GY 7801 Topics in Finance and Financial Markets I 1.5 Credits
Current topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide focus for further study. Examples might include Financial Economics, Macroeconomics and Finance, the Bond market, the securities markets, Derivatives markets, Contract Theory, Credit and Counterparty Risks, Banking Finance and others.
Prerequisite(s): Graduate Standing and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7811 Quant Topics in Financial Markets II: Financial Risk Management 1.5 Credits
The course analyzes and discusses current topics of particular importance in finance and risk engineering. Selected topics are emphasized and provide focus for further study. Examples can include Behavioral Finance, Personal Finance, Investment Theories and Alternative Finance, Corporate and Financial Responsibility, Financial Ethics, Hedge Funds Investment Strategies and their Management and macro hedge funds management, among others.
Prerequisite(s): matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7821 Topics in Risk Finance I 1.5 Credits
Current topics of particular importance in Actuarial Science are analyzed and discussed. Course topics may include for example: Pension Funds management, Actuarial Science and Social Security, Life Insurance, Insurance and Financial Products design and management.
Prerequisite(s): Advanced standing and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7831 Topics in Financial and Risk Engineering I: FINANCIAL ANALYTICS & BIG DATA 1.5 Credits
Current and selected topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide a focus for further study. Topics include Credit Risk and Credit Derivatives, Quantitative Methods in Rare Events, Energy, Oil and Water Finance as well as advanced topics in financial econometrics and computational finance.
Prerequisite(s): Graduate Standing and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7841 Topics in Risk Finance II 1.5 Credits
Current and selected topics of particular importance in Actuarial Science and in the insurance-finance convergence are analyzed and discussed. Course topics may include Risk Engineering and the Insurance Business, Principles of Insurance Management in a Dynamic and Global Setting, Finance-insurance convergence.
Prerequisite(s): Advanced standing and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7851 Topics in Financial and Risk Engineering II 1.5 Credits
Current topics of particular importance in finance and risk engineering are analyzed and discussed. Selected topics are emphasized and provide a focus for further study. Examples can include urban finance engineering, environmental finance, infrastructure and projects finance, real-estate finance, insurance finance and derivatives, and macro hedge funds management.
Prerequisite(s): Graduate Standing and instructor’s permission.
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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FRE-GY 7871 Topics in Financial Information Services and Technology 1.5 Credits
Prerequisite(s): Graduate standing and instructor’s permission.
Weekly Lecture Hours: 1.5
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FRE-GY 7891 Topics in Management of Financial Services: FINANCIAL COMPLIANCE & BANKING REGULATION 1.5 Credits
Weekly Lecture Hours: 1.5
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FRE-GY 9713 Special Topics in Asset Pricing 3 Credits
Prerequisite(s): Graduate standing and instructor’s permission.
Weekly Lecture Hours: 3
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FRE-GY 9733 Special Topics in Financial Engineering 3 Credits
Prerequisite(s): Graduate standing and instructor’s permission.
Weekly Lecture Hours: 3
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FRE-GY 9743 Special Topics in Risk Management 3 Credits
Prerequisite(s): Graduate standing and instructor’s permission.
Weekly Lecture Hours: 3
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FRE-GY 9973 MS Thesis in Finance & Risk Engineering 3 Credits
In this research course, students undertake proprietary or non-proprietary research and write a thesis-type research paper. Generally, students work under faculty supervision. However, the course is intended to be largely self-directed within guidelines established by the supervising faculty member.
Prerequisite(s): Graduate Standing. This course should be taken during the student’s final semester. Prerequisites vary depending on the student’s track and the nature of the thesis project.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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General Engineering |
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EG-UY 1001 Engineering and Technology Forum 1 Credits
In this course, the notions of invention, innovation and entrepreneurship (i2e) are brought to the forefront of students’ educational experience in an effort to introduce undergraduates to elements of a research-intensive institution and encourage intellectual and scholarly interaction with their peers and faculty. This course includes presentations and discussions on emerging and exciting topics by leading engineers, scientists, inventors and entrepreneurs discussing case studies on innovations, inventions and entrepreneurship as well as relevant contemporary and emerging environmental-, economic-, global-, energy- and health-related topics. The course exposes students to an array of collegiate academic skills such as the elements of a research-intensive institute, information-technology resources and ethics in science and engineering, as well as discussions of student life-related topics and issues.
Weekly Lecture Hours: 1 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
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EG-UY 1003 Introduction to Engineering and Design 3 Credits
This course introduces selected aspects of the history, philosophy, methodology, tools and contemporary topics in engineering. Also included are basic engineering experimentation and data analysis, a team-design project and analysis and presentation of engineering data and designs.
Weekly Lecture Hours: 1 | Weekly Lab Hours: 3 | Weekly Recitation Hours: 1.5
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EG-UY 1004 Introduction to Engineering and Design 4 Credits
This course introduces selected aspects of the history, philosophy, methodology, tools, and contemporary topics in engineering. Also included are basic engineering experimentation, data analysis, and a team-design project. This course will provide an understanding of what professional engineers do. In this context, an emphasis will be placed on developing oral and written communication skills. EG1004 is a survey course that introduces students to NYU Tandon academic opportunities, professional and career development, and teamwork skills. Design and project management skills are developed throughout a semester-long design project. Disciplines within engineering will be introduced during lecture, and explored through practice in laboratory assignments.
Weekly Lecture Hours: 4
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EG-UY 3003 Precapstone Innovation 3 Credits
The Pre-Capstone Innovation Experience course is designed for our undergraduate engineering students and aimed at preparing them for capstone/senior design projects with the following goals: 1) to provide students with multidisciplinary engineering prototyping tools spanning biological engineering to circuit design; 2) to expose student to customer discovery process and Lean Launchpad methods; 3) to facilitate E-team formation around multidisciplinary groups; and 4) to prepare students for innovative capstone prototypes and understand the process to transform ideas into commercial ventures.
Prerequisite(s): EG-UY 1001 , Junior Standing and permission from adviser.
Weekly Lecture Hours: 3
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VIP-GY 5000 Vertically Integrated Projects 0 Credits
The Vertically Integrated Projects (VIP) courses are designed to allow select students to participate in ongoing research, innovation, design, and entrepreneurial projects within student teams, under the direction of faculty from within Tandon, and other schools of NYU. There is a different section for each project; the graduate VIP course and sections align with the undergraduate VIP course sections. Students must apply to engage in a specific project. Decisions on acceptance will be made each semester by the faculty advisors for the project, in consultation with the VIP Program Management. Students are expected to participate for at least three semesters in a VIP course. Graduate students in 5000-level VIP sections will utilize their strong foundations within their disciplines, will pursue needed knowledge and skills, will make meaningful contributions to the team, and will take on significant responsibilities in technical areas and/or team leadership.
Prerequisite(s): Department & advisor approval required.
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VIP-UY 300X Vertically Integrated Projects 1-3 Credits
The Vertically Integrated Projects I-IV courses are designed to allow select students to participate in ongoing research projects within student teams, under the direction of faculty from within Tandon, and other schools of NYU. These courses are open to students from the sophomore to senior years, and students must apply to engage in a specific project in a given semester. Decisions on acceptance will be made by the faculty advisors for the project, in consultation with the Director of the VIP Program.
Prerequisite(s): Department Consent Required.
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VIP-UY 3000 Vertically Integrated Projects 0 Credits
The Vertically Integrated Projects courses are designed to allow select students to participate in ongoing research, innovation, design, and entrepreneurial projects within student teams, under the direction of faculty from within Tandon, and other schools of NYU. This is the zero-credit version of the course. These courses are open to students from the first to senior years, and students must apply to engage in a specific project in a given semester. Decisions on acceptance will be made by the faculty advisors for the project, in consultation with the Director of the VIP Program. Students must commit to at least three semesters of participation in VIP, either enrolling in VIP-UY 300X or VIP-UY 3000.
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General Studies |
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GS-UY 101 Computer Skills for Engineers
This course focuses on the basic functions and intricacies of AutoCAD, MATLAB and/or Python. Course requirements: weekly lab assignments, a midterm and final exam, and an individual project synthesizing the course content.
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GS-UY 102 Pre-college Writing
This course helps to prepare students for college-level writing. Class time includes reading and writing exercises, grammar quizzes and lessons and a close examination of student writing (workshops). Course requirements include daily participation, weekly quizzes/essays, daily homework assignments and multiple written assignments and revisions.
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GS-UY 103 Pre-college Math
This course helps to prepare students for math at NYU-Poly. The math course taken over the summer will be determined by the results of the Math Assessment. Course requirements: daily participation, weekly quizzes, daily homework assignments and a midterm and final exam.
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GS-UY 106 Pre-college Physics
This course introduces the foundational concepts and laws of physics and their connection to the engineering disciplines. The subject matter helps students apply scientific methods to physical problems and prepares them for university-level physics. Topics include vectors, kinematics, Newton’s Laws, work and energy, momentum and collision theory, rotational motion, and angular momentum. Course requirements: daily participation, weekly quizzes, daily homework and a midterm and final exam.
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Higher Education Oppurtunity Program |
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HE-UY 1 Study Skills NC Credits
This skills workshop prepares students for the academic and social challenges of college. Workshop topics include self-exploration and development of skills, such as taking notes, preparing for examinations and evaluating academic goals. This course is offered only in the fall semester.
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History |
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HI-UY 2514W Introduction to New York City History 4 Credits
This course looks at the history and development of the City of New York, from Verazzano’s exploration to the present. Major themes include the evolution of the city’s political economy, political and economic influences on land and space use, and ethnic and class conflict in the urban environment.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
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HI-UY 2534 History of Computing 4 Credits
This is a course about the history of the Computer Revolution and its causes, consequences, and meanings for modern society. Our goal is to provide students with the tools necessary for critically evaluating claims made about the role and in uence of computer technology in modern social, economic, and political life. By the end of the course, the students will have developed a nuanced understanding of the relationship between technology and society that moves beyond simplistic claims that “the computer changes everything” to encompass models of innovation that include not only technological invention but also social, legal, and economic developments as well.
Prerequisite(s): EXPOS-UA 1
Weekly Lecture Hours: 4
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HI-UY 2724 Urban Environmental History 4 Credits
This course will examine the development of cities, primarily in North America, the evolution of the technologies used for that development, and their effect on the natural environment of cities and their regions, and the effects of the modernization and electrification of rural America on cities. Students will use a broad toolkit of historical methods and modes, including environmental history, social history, world history and history of technology.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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HI-UY 3034 Introduction to Urban Infrastructure History 4 Credits
This survey of urban infrastructure history concentrates on water, sanitation and public health, electrical and communications systems, the development of housing and real estate, the security infrastructure and plans for the future, with one or two cities as a case study. The course explores how the urban political economy has shaped its physical environment and how technological innovations have made the city modern and postmodern.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a HuSS elective.
Weekly Lecture Hours: 4
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HI-UY 3034W History of New York’s Urban Infrastructure 4 Credits
This survey of New York City’s infrastructure concentrates on water, sanitation and public health, electrical and communications systems, the development of housing and real estate, the security infrastructure and plans for the future. The course explores how the city’s political economy has shaped its physical environment and how technological innovations have made the city modern and postmodern.
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4
Note: Satisfies a humanities and social sciences elective.
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HI-UY 3144 History of American Capitalism: Enterprise, Technology and Work 4 Credits
This course is an exploration of the intersection of economic enterprise, technology, culture and work in modern American history. This course is aimed to build a historical understanding of the rise of the American economy, the role of technological advance and change, business and management systems and their impact on how we work. The course will supply you with an historical understanding of the rise of the modern American economy.
Prerequisite(s): EXPOS-UA 1
Weekly Lecture Hours: 4
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HI-UY 3254W History of Mass Media 4 Credits
This mass-media history course examines broadsides, newspapers, cinema, radio, TV and the Internet, from the advent of cheap print in the early modern period to the turn of the 21st century. Themes include the history of mass-media technology, the mass dissemination of news and its effects on popular culture and gender relations, sensationalism, and the role of the media in developing advertising and consumer culture.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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HI-UY 3304 Science and Technology as a Strategic Resource in World War II 4 Credits
This course examines the role of technology and science during World War II. Among the technologies that are considered are some that were inherited from World War I and much improved (e.g., tanks, airplanes, aircraft carriers and submarines). Others were completely new and required considerable scientific input to be developed (e.g., radar, code breaking by the use of computers, jet engines, ballistic missiles, antibiotics and the atomic bomb).
Prerequisite(s): Completion of EXPOS-UA 1 or EXPOS-UA 4 .
Note: Satisfies a humanities and social sciences elective.
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HI-UY 3434 History of Intellectual Property in America 4 Credits
This course, a history of successive regimes of patent, trade secret, copyright and trademark law from the early modern period to the present, introduces undergraduates to basic intellectual property concepts, language, the political and distributive implications of intellectual property regimes, and the possibility or even inevitability of alternative regimes.
Prerequisite(s): Completion of first year writing requirements
Note: Satisfies a humanities and social sciences elective.
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