1.5 Hours; 1.5 Credits This course covers trading and hedging in futures markets. Students will implement trading strategies using futures and options on futures, and analyze their risk, including counterparty risk, and performance based on trading costs and frequency of trading. Energy futures and their trading will be emphasized. Prerequisite: MTH 9814 and MTH 9815; [...]
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1.5 Hours; 1.5 Credits This course covers the technical aspects of generating a quantitative model, back-testing it, and implem enting it in production. Students will learn about the motivation and practical aspects of the model validatio n process, and its importance in the financial industry. Prerequisite: MTH 9814
The Baruch College’s Master of Financial Engineering (MFE) program won 4th place (out of 52 teams from 48 universities) at 11th Rotman International Trading Competition held in February 2014 in Toronto. This is the fourth year in a row a Baruch MFE team is in Top 5 at RITC (after winning the competition in 2012 [...]
Mailing address: Department of Mathematics Box B6-230, Baruch College One Bernard Baruch Way New York, NY 10010, USA
April 11, 2013. It is with great pleasure that we are able to announce that Dr. Jim Gatheral of the Financial Engineering Masters Program at Baruch College was named Presidential Professor at Baruch College, City University of New York. Dr. Gatheral joined Baruch College in August 2010, after a distinguished career in finance, most recently as [...]
The Baruch Financial Engineering Program won 3rd place (out of 48 teams) at the Rotman International Trading Competition held in February 2013 at University of Toronto. This is the third year in a row a Baruch MFE team is in Top 3 at RITC (after winning the competition in 2012 and placing 3rd in [...]
The Baruch MFE Program won second place in the IAFE Academic Case Competition, which was announced at the IAFE Annual Gala in February 2013. Having our students at the very top in both trading competitions (winning the Rotman International Trading Competition in 2012) and case competitions is unique. The breadth of their knowledge and interests [...]
Baruch MFE student Juan Pablo Alonso (Baruch MFE'13) won second place in the 2012 Metaquotes Automated Trading Championship held from October 1st to December 28th, 2012, and a $25,000 money prize. Juan Pablo programmed a fully automated currency trading robot that ran without human interaction for the three months of the competition. The program [...]
The Baruch MFE students won the 2012 Rotman International Trading Competition. The Baruch MFE teams ranked first and fourth place out of 50 teams in the ninth annual Rotman International Trading Competition that took place in February 2012 at University of Toronto. Top Five: 1. Baruch College 2. University of Rome - LUISS Guido Carli [...]
New York City - Over 200 people celebrated the 10 year anniversary of the Financial Engineering Program at Baruch College on Monday, Sept 24, 2012. Recognized at the reception were major contributors to the success of the Baruch MFE Program, including alumni, faculty, friends from the financial industry, as well as leaders of City University [...]