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.
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
- MATH 6910 3.00 STOCHASTIC CALCULUS IN FINANCE
- MATH 6911 3.00 NUMERICAL METHODS IN FINANCE
- FINE 6200 3.00 INVESTMENTS
- FINE 6800 3.00 OPTIONS, FUTURES & OTHER DERIVATIVE SECURITIES
- FNEN 6850 3.00 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.
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.
Program faculty members
Professor of FinanceView profile
Wade D. Cook
Professor of Operations Management and Information Systems; Gordon Charlton Shaw Professor of Management ScienceView profile
Moshe Arye Milevsky
Associate Professor of Finance; Area Coordinator, FinanceView profile
Eliezer Z. Prisman
Professor of Finance and the Nigel Martin Chair in FinanceView profile