MSc FInancial Engineering

EPFL (Ecole Polytechnique Fédérale de Lausanne)
Switzerland
Qualification
Master's Degree
Study mode
Full-time
Duration
1 year
Intakes
September
Tuition fee (local)
Information not available
Tuition fee (foreign)
Information not available

Entry Requirements

  • Holders of a Bachelor’s degree in a technical discipline such as mathematics, physics, computer science, engineering or economics are eligible to apply for admission into the MFE.
  • Applicants should have a high level of intellectual ability and exceptional analytical skills as well as a strong interest in finance. They should also have a solid background in mathematical analysis, statistics and probability theory.
  • Applicants to the MFE should command either one formal computer language such as C, C++ or Java, or a high-level language such as Matlab or Mathematica.

Curriculum

  • Accounting for Finance
  • Econometrics
  • Macrofinance
  • Quantitative methods in finance
  • Stochastic Calculus I
  • Project in human and social sciences
  • Advanced derivatives
  • Credit risk
  • Derivatives
  • Financial Econometrics
  • Fixed income analysis
  • Investments
  • Real options and financial structuring
  • Stochastic Calculus II

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