Financial Software Engineering

This graduate certificate is aimed at intra-system super structural software applications (ISSS). Retail software platforms, web trading desks, pricing software tools for new instruments including derivatives products and stochastic portfolio simulators, and cutting edge information and knowledge discovery tools in a firm are all examples of software engineering or ISSS in financial institutions. This certificate explores these applications and how they work within a financial institutions overall enterprise system.

Financial Software Engineering Requirements

The required courses are:

SSW 540Fundamentals of Software Engineering

3

SSW 565Software Architecture and Component-Based Design

3

FE 610Stochastic Calculus for Financial Engineers

3

FE 620Pricing and Hedging

3