The Pre-MFE Program at Baruch College

Registration for the 2026 Spring Pre-MFE seminars is now open:

Accelerated – Advanced Calculus with Financial Engineering Applications (January 5 – January 30, 2025; syllabus)
Machine Learning for Financial Engineering Applications (February 4 – April 1, 2026; syllabus)
Advanced Calculus with Financial Engineering Applications (February 2 – March 30, 2026; syllabus)
Probability Theory for Financial Applications (February 3 – March 31, 2026; syllabus)
Numerical Linear Algebra for Financial Engineering (February 5 – April 2, 2026; syllabus)

A one-month accelerated Advanced Calculus with Financial Engineering Applications will be offered in January 2026. This seminar is ideally suited for prospective students who want to take three Pre-MFE seminars in the Spring and can now take the accelerated AC-FE seminar before taking two other seminars on a February-March schedule.

In addition to Advanced Calculus, Probability, and Numerical Linear Algebra with financial engineering application, a seminar in Machine Learning for Financial Engineering Applications is offered in Spring 2026.

An Information Session for the Pre-MFE seminars will take place on December 8, 8pm New York time.
Registration at
https://baruch.zoom.us/meeting/register/vNLF4dmZRpu3acV3V_OGMw
After registering, you will receive a confirmation email containing information about joining the meeting.

All the synchronous Pre-MFE seminars are offered online, via Zoom. The times are 7-11 pm New York time; three-hour lecture followed by a one hour review session. There is no need to be physically located in New York to take these seminars. Last year, our Pre-MFE students came from Asia, Europe, North America, and South America.

The Financial Engineering Program at Baruch College offers a Pre-MFE Program consisting of online seminars for people interested in pursuing graduate studies in financial engineering and for finance practitioners interested in studying the mathematical fundamentals behind financial models.

We offer Synchronous seminars, which are taught live via Zoom on an October to March schedule, and Asynchronous seminars with pre-recorded lectures which can be taken year-round.

Enrollment is open year-round for the Asynchronous Baruch Pre-MFE Online Seminars:

C++ Programming for Financial Engineering Certificate: with content by Dr. Daniel Duffy, best-selling author of C++ and numerical methods books for financial engineering, and offered since 2011 through QuantNet, the leading education and career resource for financial engineering

Advanced C++11/C++14 and Multidisciplinary Applications: offered since July 2016, with content by Dr. Daniel Duffy and in partnership with QuantNet

VBA/Python/SQL with Applications: offered since April 2017, with content by Mark Ross, Baruch MFE instructor, and in partnership with ScriptUni

The Baruch Pre-MFE Online certificates are specially tailored, through financial applications and assignments, to provide the necessary C++, Python, SQL, and VBA knowledge for graduate education in financial engineering.

The Baruch MFE Program provides a teaching assistant to each student, and grants a Certificate of Completion upon passing the final exam and obtaining a 70% or higher average; a Certificate of Completion with Distinction is awarded to students with a 90% or higher average.

Online Synchronous Seminars in the Pre-MFE Program at Baruch College

The seminars are offered on an October 2025 – March 2026 schedule. Enrollment for each seminar is limited to 40 people.

Fall Online Seminars in the Pre-MFE Program at Baruch College:

- Advanced Calculus with Financial Engineering Applications (October 20 – December 15, 2025)
- Probability Theory for Financial Applications (October 21 – December 16, 2025)
- Numerical Linear Algebra for Financial Engineering (October 16 – December 18, 2025)

Spring Online Seminars in the Pre-MFE Program at Baruch College:

- Accelerated – Advanced Calculus with Financial Engineering Applications (January 5 – January 30, 2025; syllabus)
- Machine Learning for Financial Engineering Applications (February 4 – April 1, 2026; syllabus)
- Advanced Calculus with Financial Engineering Applications (February 2 – March 30, 2026; syllabus)
- Probability Theory for Financial Applications (February 3 – March 31, 2026; syllabus)
- Numerical Linear Algebra for Financial Engineering (February 5 – April 2, 2026; syllabus)

Registration Process: To apply for enrollment, send an email to baruch.mfe@baruch.cuny.edu with the following documents:

- - a current version of your resume
  - a one page statement detailing your career and educational goals, as well as how the Pre-MFE Program seminars align with those goals
  - indicate the seminar(s) for which you intend to register

Feedback from Pre-MFE seminars participants in previous years: general feedback, Advanced Calculus with Financial Engineering Applications, Probability Theory for Financial Applications, Numerical Linear Algebra for Financial Engineering.

The mathematical and financial concepts fundamental for a successful learning experience in financial engineering graduate programs are explained in detail during these seminars. The seminars emphasize financial applications and, as such, have a significant programming component; students are strongly encouraged, but not required, to program in C++.

The seminars are offered in the evenings on an eight session schedule, with each session lasting four hours:

Lecture from 7-10pm (taught by the instructor)
Review Session 10-11pm (taught by the teaching assistants)

Each seminar concludes with a Final Exam.

These seminars are offered online in a synchronous format, with the instructor and teaching assistants live with students.

The instructors are faculty of the Baruch MFE Program with extensive teaching experience. The teaching assistants are finance professionals, alumni of the Baruch MFE Program, and have prior teaching experience.

Enrollment is limited to 40 people per seminar. The application process for enrollment is detailed below.

Certificates of completion will be issued upon passing the final exam and completing the seminar with a passing average; see below for details.

Upon request, the instructors will provide letters of recommendation detailing the student’s performance in each seminar.

Accelerated – Advanced Calculus with Financial Engineering Applications

Dates: January 5 – January 30, 2025

Instructor: Dan Stefanica, Baruch MFE Co-Director

Syllabus: can be found here

Feedback: Advanced Calculus with Financial Engineering Applications

Tuition: $1,650

Registration is now open.

Machine Learning for Financial Engineering Applications

Dates: February 4 – April 1, 2026

Instructor: Giulio Trigila, Baruch MFE Faculty

Syllabus: can be found here

Tuition: $1,650

Registration is now open.

Advanced Calculus with Financial Engineering Applications

Dates: February 2 – March 30, 2026

Instructor: Rados Radoicic, Baruch MFE Faculty

Syllabus: can be found here

Feedback: Advanced Calculus with Financial Engineering Applications

Tuition: $1,650

Registration is now open.

Probability Theory for Financial Applications

Dates: February 3 – March 31, 2026

Instructor: Louis-Pierre Arguin, Baruch MFE Faculty

Syllabus: can be found here

Feedback: Probability Theory for Financial Applications

Tuition: $1,650

Registration is now open.

Numerical Linear Algebra for Financial Engineering

Dates: February 5 – April 2, 2026

Instructor: Dan Stefanica, Baruch MFE Co-Director

Syllabus: can be found here

Feedback: Numerical Linear Algebra for Financial Engineering

Tuition: $1,650

Registration is now open.

Registration Process:

To apply for enrollment, send an email to baruch.mfe@baruch.cuny.edu with the following documents:

- - a current version of your resume
  - a one page statement detailing your career and educational goals, as well as how the Pre-MFE Program seminars align with those goals
  - indicate the seminar(s) for which you intend to register

If approved for enrollment, you will be contacted via email within a week of document submission with further information.

Certifications:

For each seminar, a Certificate of Completion will be issued upon passing the final exam and obtaining a 70% or higher average.

For each seminar, a Certificate of Completion with Distinction will be awarded to students with a 90% or higher average.

Frequently Asked Questions

1. Do I have to enroll for all the seminars at the same time?

- - No, seminars can be taken on an individual basis.

2. How do I reserve a seat in a seminar?

- - You have to submit your resume and a one page statement detailing your goals as explained above. Once your application is approved, you must pay the tuition in full in order to reserve your seat.

3. What is the refund policy?

- - A 90% tuition refund is granted upon request up to one week before the beginning of the seminar. Thereafter, the tuition refund is 80% before the first session of the seminar, 60% after the first session of the seminar, and 30% after the second session of the seminar, with no refund thereafter.

4. Are the seminars solely for people interested in pursuing graduate studies in financial engineering?

- - No. Practitioners enrolled in previous seminars have found value in the material presented.

5. How difficult is it to pass the seminar, or to achieve Distinction?

- - On average, 58% of the people enrolling in a Pre-MFE Seminar receive the Certification, 31% with Distinction.

6. Do you offer student visa support for taking seminars in the Baruch Pre-MFE Program?

- - We do not offer F-1 visa support for taking Pre-MFE seminars. The seminars are offered online, so there is no need to be physically located in the US while taking them.

7. Will I be admitted to the Baruch MFE Program if I successfully complete the Pre-MFE Program?

- - The application process to the Baruch MFE Program is separate from the Pre-MFE Program. The instructors will write, upon request, letters of recommendations for your application, and they will have first hand knowledge of your strengths and abilities when doing so. As a matter of process, the application will be evaluated, and a decision will be made, by the members of the Admissions Committee who were not your instructors in the Pre-MFE Program. More than 20% of the students currently enrolled in the Baruch MFE Program have successfully completed Pre-MFE seminars prior to enrolling in the Baruch MFE program.

8. Are the Pre-MFE seminars designed for students without sufficient math background for MFE program or for students who want to refresh their math skills?

- - The pre-requisite for taking a Pre-MFE seminar is to have taken the corresponding class at undergraduate level – for example, for taking the Numerical Linear Algebra for Financial Engineering Pre-MFE seminar you must have taken an undergraduate Linear Algebra course.

9. Is attendance mandatory since the Pre-MFE seminars are online?

- - Yes. Although the seminars are online, attendance is mandatory. It is permitted to miss 1 session maximum, but other than that you must be online, with no exceptions. Attendance will be taken for each class of the seminar and 10 points deducted from your homework grades per class/session.