From Quantnet Wiki
[edit] Quick Glance
- The MSFE Program requires the completion of 36 points on a full time basis only.
- All courses are for 3 credits, unless stated otherwise.
[edit] People
- Emanuel Derman, Director of the M.S. Program in Financial Engineering
- Jenny S. Mak, Director, Administration, Academic & Professional Development
[edit] Admission Information
- Summer admission only. Deadline: December 1
- GRE required. GMAT is not acceptable
- TOEFL required.The institution code is 2111. There is no department code; leave the department code blank.
- Download prerequisite here
- To apply, please visit our online application here
- Application status can be tracked online here
[edit] Tuition Information
- MS in FE Student Budget 2007-08 (estimate)
- Tuition (36 pts at $1184 per point) $42,624
- Mandatory fees $5,219
- Health services & insurance $2,216
- Books and supplies $1,300
- Room and board $19,280
- Personal expenses (clothing, travel, loan fees, etc.) $4,050
- Total Year Budget $74,689
[edit] The Careers of Our Students
Our students are recruited by top investment banks, hedge funds, and other financial organizations in major financial centers including New York, London, Tokyo, etc. Depending on background, our students take positions as analysts, associates, and mid-management levels.
[edit] Financial Research at Our Department
Some recent and current projects by faculty and Ph.D. students include:
- Financial theory, financial engineering, derivatives valuation, volatility, risk management by Emanuel Derman
- Stochastic systems, simulation, gradient estimation, variance reduction techniques, queueing by Paul Glasserman, Ph.D. (Graduate School of Business)
[edit] Contact Information
- General inquiries: admit@ieor.columbia.edu
- Phone: +1 212-854-2941
- Fax: +1 212-854-8103
[edit] Mailing information
Office of Graduate Student Services
The Fu Foundation School of Engineering and Applied Science Columbia University
Mail Code 4708
500 West 120th Street, Room 524
New York, NY 10027
Fax: (212) 854-5900
[edit] External links
