Stevens

From Quantnet Wiki

Contents 1 Quick Glance 2 People 3 Admission 4 Tuition 5 Academics 5.1 Core Required Courses for Technology Track and Quantitative Track 5.2 Quantitative Track 5.3 Technology Track with a concentration in Databases and Networks 5.4 Technology Track with a concentration in Information and Modeling 6 The Careers of Our Students 7 Financial Research at Our Department 8 Contact Information 9 Mailing information 10 External Links

[edit] Quick Glance

• Available programs of study:
  • Full time, Quantitative Track, on campus
  • Full time, Technology Track, on campus
  • Full time or part time, Technology Track, WebCampus

[edit] People

• Khaldoun Khashanah, Director of the M.S. Program in Financial Engineering
• Jim Wang, Adjunct Professor of Financial Engineering
• Ionut Florescu, Assistant Professor in Mathematical Sciences
• Natasha Dexter, Adjunct Professor of Financial Engineering

[edit] Admission

From Graduate Admissions for the School of Systems and Enterprises Webpage

"Admission into our Master’s or Doctoral programs in Engineering Management, Enterprise Systems, Financial Engineering, Space Systems, Software Engineering and Systems Engineering, requires an undergraduate degree in Engineering, or in a related discipline. Outstanding applicants in other areas maybe admitted conditionally, on the basis they satisfactorily complete specified introductory courses.

Applicants to the school possess a strong quantitative background, including elements of calculus.

Students seeking admission into our Master's and PhD programs must demonstrate a “B” or above average from an accredited college or university.

Students must submit the following documentation for Admission: (International students and transfer students should visit: the Graduate Admissions website for relevant admissions requirements.)

• Completed Application for Admission.
• Application Fee
• All Official College Transcripts from all colleges attended.
• Two (2) Letters of Recommendation.
• GRE scores are required for students applying into Doctoral programs, however, they are not required for Graduate Certificate or Master's Degree applicants.
• TOEFL scores of 550 or higher (or 210 for the computed based exam) are required for all International students.

All matters pertaining to Admission, and/or the submission of documentation is handled through the Office of the Graduate Admissions "

From Financial Engineering Academics Webpage

"Students wishing to enroll in any of the FE programs must have an undergraduate degree in an engineering or science discipline, and must have completed coursework in:

• Calculus and Differential Equations,
• Probability and Statistics,
• Linear Algebra, and
• Programming Languages C++ or Java and Spreadsheets.

Students must also some basic knowledge in FE. Students without this background should enroll in FE 510. Note that FE 510 cannot be used as a course for a FE degree."

[edit] Tuition

• Academic Year 2007-2008
  • Per credit, $995.00

• Fees
  • Technology Fee, $10 per credit
  • Enrollment Fee, $125 per semester

[edit] Academics

[edit] Core Required Courses for Technology Track and Quantitative Track

• Stochastic Calculus for Financial Engineers
• Pricing and Hedging
• Computational Methods in Finance
• Portfolio Theory and Applications
• Project in Financial Engineering or Master's Thesis in Financial Engineering

[edit] Quantitative Track

Required Courses:

• Advanced Calculus I
• Investments and Capital Markets
• Partial Differential Equations

Two of:

• Advanced Derivatives
• Numerical Solutions of Partial Differential Equations
• Numerical Analysis I
• Time Series Analysis I
• Econometrics
• Design and Analysis of Experiments
• Risk Management Methods and Applications

[edit] Technology Track with a concentration in Databases and Networks

Required Courses:

• Fundamentals of Quantitative Software Engineering
• Database Management Systems I
• Fundamentals of Cybersecurity

Two of:

• Advanced Derivatives
• Risk Management Methods and Applications
• Information Networks I
• Analysis and Development of Information Systems
• Data and Knowledge Management
• Fundamentals of Cryptography
• E-Business Security and Information Assurance
• Economics of Networks

[edit] Technology Track with a concentration in Information and Modeling

Note: This is the one available on WebCampus

Required Courses:

• Modeling and Simulation
• Decision and Risk Analysis
• Forecasting and Demand Modeling Systems

Two of:

• Advanced Derivatives
• Dynamic Modeling of Systems and Enterprise
• Analysis and Development of Information Systems
• Data and Knowledge Management
• Risk Management Methods and Applications

[edit] The Careers of Our Students

Our students are recruited . . .

• . . . enter some employment data
• . . . by top investment banks, hedge funds, and other financial corporations

[edit] Financial Research at Our Department

Some recent and current projects by faculty and Ph.D. students include:

• Enter some research info

[edit] Contact Information

• General inquiries: Contact Form on right hand side
  • gradadmissions@stevens.edu

[edit] Mailing information

Office of Graduate Admissions
Stevens Institute of Technology
Castle Point on Hudson
Hoboken, NJ 07030

[edit] External Links

• [1]
• Financial Engineering, Technology Track, WebCampus
• Course Catalog 2007-2008, Financial Engineering