The Graduate Certificate in Financial Engineering is offered by the department of Electrical & Systems Engineering with support from the Finance department of Olin School of Business.
The requirements for receiving a certificate are the following:
- Acceptance to the program
- Enrollment in a graduate program in a participating department
- Completion of at least four courses (12 units) with a minimum GPA of 3.0 out of 4.0 that are approved by the program director and completion of requirements for a graduate degree in a participating department
- Courses that apply toward the degree must be taken with the credit/letter grade option. The program must be consistent with the residency and other applicable requirements of Washington University and the McKelvey School of Engineering.
Required Courses
| Code | Title | Units |
|---|---|---|
| ESE 4261 | Statistical Methods for Data Analysis With Applications to Financial Engineering | 3 |
| ESE 4270 | Financial Mathematics | 3 |
| FIN 5017 | Quantitative Risk Management * | 3 |
| Total Units | 9 | |
- *
FIN 5017 Quantitative Risk Management must be taken after ESE 4270 Financial Mathematics to satisfy the prerequisites of FIN 5017 Quantitative Risk Management.