STEM项目金融工程理学硕士课程是STEM指定的36个学位课程（相当于12个三学分的课程）。前半部分专门介绍贸易工具及其在金融市场和工具建模中的使用。 MSFE课程包括随机过程，优化，数值技术，蒙特卡洛模拟和数据分析等课程。学生在投资组合理论，衍生工具估值和财务风险分析中使用这些方法。下半年为学生提供了学习更多高级课程或研究专业主题的机会，范围从利率期限结构模型到隐含波动率微笑的研究以及金融工程应用程序设计课程。学生还可以从特定市场及其模型的各种课程中进行选择（例如，抵押支持证券或信用风险模型）。

一个36学分的STEM指定课程。Students are also required to attend the Financial Engineering Seminar Series and submit learning journals.

The program offers seven concentrations, including:1. Asset Management 2. Computation & Programming3. Computational Finance/Trading Systems4. Derivatives5. Finance & Economics6. Financial Technology7. Machine Learning for Financial Engineering.

Core Curriculum:MSFE Quantitative and Computational Bootcamp, Optimization Models and Methods, Stochastic Models, Foundations of Financial Engineering, Monte Carlo Simulation Financial Engineering: Continuous Time Model Statistical Analysis and Time Series Financial,Engineering Seminar Series,Professional Development and Leadership

• Official transcript copies
• Three recommendation letters
• English Language Proficiency Test

IELTS总分最低 6.5 TOEFL总分最低 99 PTE总分最低 68

• Official (GRE) General Test Scores

School Code: 2111

• Personal statement
• Resume or Curriculum Vitae
• Publications (optional)
• An interview may be requested
• $85 non-refundable application fee

We recommend that your Personal Statement be 250 - 500 words.A few topics that you may want to address in your Personal Statement include:

• Describe how your background has prepared you to pursue an advanced degree in the field of engineering or applied science at Columbia University.
• Describe the reasons you are interested in this program and discuss any relevant past experience.
• If you have relevant work or research experience, please indicate how it helped you decide on your career path.
• What are your post-graduation plans or career goals?
• What do you hope to gain from this program?
• What about this program excites you?
• If there are any special circumstances that need to be brought to the attention of the Admission Committee, please include that information.

Application Deadlines

Fall: January 15

MSFE毕业生倾向于在银行，对冲基金，资产管理公司以及评级和金融服务咨询公司中担任定量职位。这些角色主要是在算法交易和贸易支持，财务建模和定量策略，投资组合管理，评估，定量研究和风险管理中。

需要GRE，不接受GMAT。熟悉金融理论，工程方法，数学工具和程序设计，对数学课程要求较高。