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3 Hours; 3 Credits This course provides students with a survey and analysis of problems facing the financial manager, with an emphasis on the role of finance in the creation of value in corporations. Although it focusses on for-profit corporations, these lessons are also applicable to other forms of business, such as partnerships and non-profit [...]
3 Hours; 3 Credits Study of derivative securities: interest, foreign currency, and equity swaps; the spot and futures markets; caps, floors, collars, and corridors; forward rate agreements (FRAs), and program trading. Market structure and valuation methods are examined. Pre/Co-requisite: FIN 9783 or FIN 9773
3 Hours; 3 Credits General analysis of the different types of securities, the markets in which they are traded, the different security valuation models, and the basic portfolio analysis, and valuation models. Applicable cases and problems will be assigned. Required for all finance majors.
3 Hours; 3 Credits This course explores the volatility surface. The implications of various modeling assumptions such as stochastic volatility are explored as are the consequences for modeling of various empirical observations. The course covers the most recent technical developments in the field, such as multi-timescale modeling, efficient simulation of stochastic volatility models and model [...]
3 Hours; 3 Credits This course will give students an overview of the big data technologies that will help efficiently store, extract, and process very large datasets. Students will learn key data analysis and management techniques, including critical concepts such as Distributed File Systems (storage concepts) and MapReduce/Spark (processing concepts) that power modern big data [...]
3 Hours; 3 Credits The aim of this course is to provide the students with experience in applying mathematical models, cutting-edge algorithms, and large-scale computing resources to the analysis of big data in real-world settings. Subjects to be covered will be drawn from areas such as time series analysis, mathematical modeling, formulation of algorithms, and [...]
1.5 Hours; 1.5 Credits This course provides a survey of the challenges, concepts and methodologies employed in Natural Language Processing (NLP). The subject brings together the modeling of the underlying structure of human language with the flexibility and power of neural networks and other algorithmic approaches. The course covers modeling the parts of speech, disambiguation, [...]
1.5 Hours; 1.5 Credits This course covers the implementation of modern execution strategies and high frequency trading strategies and evaluating their performance. The risk management of these strategies, as well as their monitoring and associated portfolio construction are also covered. Prerequisite: MTH 9815
Baruch College’s Masters of Financial Engineering (MFE) team won won the ninth annual International Association for Quantitative Finance (IAQF) Student Competition! This is the fourth time that Baruch MFE students have won the IAQF competition and completes a perfect year for our students, who also won the Rotman International Trading Competition in February. The competition [...]
The 2025 Baruch MFE 5th Year Career Development Report covers results from a career development survey conducted on Baruch MFE graduates from 2016 to 2018, who have been working for 4 to 6 years after graduation. The survey was distributed to all the 2016-2018 Baruch MFE alumni. Of the 107 alumni surveyed, 84 responded, representing a [...]
