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Graduate Degree Programmes| Faculty Members by Field of Interest| Programme Regulations
Regular M.A. Programme| M.A. Programme for Teachers| Graduate Diploma in Financial Engineering| Doctoral Programme
"Breadth" Courses| "Depth" Courses| Financial Assistance| Course Outlines|

The Graduate Diploma in Financial Engineering

(i) Admission Requirements

(a) Students must complete the M.A. by coursework as described above.

(b) To receive the Financial Engineering Diploma, a student must complete all of the following courses. Some of these courses can be used to satisfy the requirement in (a), with permission of the Graduate Programme Director.

Math 6910.03 Stochastic Calculus in Finance
Math 6911.03 Numerical Methods in Finance
FNEN 6210.03 Portfolio Management
FNEN 6810.03 Derivative Securities
FNEN 6850.03 Management of Bond Portfolios
Valuation of Interest-Rate Dependent Claims
MGTS 6000.03 Models and Applications in Operations Research
COSC 5910.03 Software Foundations

(c) In addition to the course requirements, diploma students must complete either a) an internship of at least 10 weeks in a financial institution, subject to the availability of internships; or b) submit a research paper.

(d) Students not in the Statistics stream (option (c) under Core Course Requirements) will be allowed to give a talk on their internship or research paper to fulfill the seminar requirement.

Other Courses:

Students with little or no background in finance may find it beneficial to take the basic finance course, FINE 5200, as a background to the finance courses listed above. Students with little background in computing may need an introductory course before taking the Computer Science course listed above.

Time Required:

Students should expect to spend two years to complete the course work for the Masters degree and diploma. They will then do the internship or the research paper in the following summer.

Applying to the Programme:

As stated, the diploma is in conjunction with a Master's degree. You cannot receive the diploma alone. You must first apply and be accepted to the regular Master's programme. After being accepted to this, you will then submit a separate application for the diploma.

Please send inquires about graduate program to gradir@mathstat.yorku.ca

Important Dates | General Info. | Graduate Degree Programmmes | Faculty Members by Field of Interest
Programme Regulations | Regular M.A. Programmes | M.A. Programmes for Teachers
Graduate Diploma in Financial Engineering | Doctoral Programme | "Breadth" Courses | "Depth" Courses
Financial Assistance | Course Outlines | Timetable
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