Graduate Diploma in Financial Engineering (GDFE) Program Details

  • This highly technical program is well suited for individuals with strong quantitative backgrounds in economics, mathematics, statistics, computer science, science and engineering.

    Graduates of the program will be equipped with the specialized skills to develop and value new financial instruments and implement risk management schemes.

  • Professor Ming Dong, GDFE Diploma Coordinator
    Professor Ming Dong, GDFE Diploma Coordinator

Study Options

To obtain the Financial Engineering Diploma (Stand Alone), students need to complete five Masters’-level courses offered by the Schulich School of Business and the Graduate Program of Mathematics and Statistics. Students have a maximum of six consecutive terms to complete these requirements.

Available delivery options

  • Part-time 12 to 24 months

Location(s)

  • Schulich School of Business, Toronto
Graduation Requirements
  • Curriculum Overview

    The Diploma in Financial Engineering (Stand Alone) requires the completion of five Master level 3.00-credit courses offered by the Schulich School of Business (SB courses) and the Faculty of Graduate Studies Graduate Program of Mathematics and Statistics (GS courses).

    View program requirements Hide program requirements

    Core Courses

    • STOCHASTIC CALCULUS IN FINANCE
    • NUMERICAL METHODS IN FINANCE
    • INVESTMENTS
    • OPTIONS, FUTURES & OTHER DERIVATIVE SECURITIES
    • FIXED INCOME SECURITIES

     

    Students may not enrol in courses other than those specified for the Graduate Diploma in Financial Engineering.

     

    NOTE: Not all courses required to fulfill a specialization are offered each term. Course offerings are based on factors such as student demand and instructor availability. The office of Student Services & International Relations is available to provide advising on course sequencing and the fulfillment of program and specialization requirements within a student’s period of study. For current course offerings and details, please view the Schulich Course Offerings Database.

Faculty

  • The Financial Engineering faculty teaches a rigorous curriculum in financial theory, methods of engineering, tools of mathematics and practice of programming. Their research accomplishments span areas including management compensations, valuation techniques, risk management and insurance, the innovation of financial instruments and market frictions, housing index derivatives and more.