Pre-Program Courses

In order to help admitted students and prospective students review the concepts necessary to be successful in the MFE program, we offer pre-program courses specifically tailored to the program.

You can choose to take the courses online or in person at Berkeley Haas. Online participants will receive links to the video lectures 1-2 days after the lectures take place.

Enrollment

Registration for the 2020 pre-program classes will be available in the fall of 2019.

Enrollment in the pre-program courses is open to the public; we encourage individuals who are thinking of applying to the program, along with those who simply want to review or enhance skills that are covered in the courses, to enroll. 

View the most-recent pre-program schedule

Course Details

Math Foundations for Financial Engineers

This is a 30-hour foundation course that equips students with the mathematical background necessary to understand the courses in the MFE Program. The course will be available online for students unable to attend in person.

The course is recommended for those with an undergraduate degree and/or those with advanced degrees who need a refresher course in mathematics. The main challenge of the course will not be the math, but the mental framework needed to think effectively in financial terms.

Class details
  • Instructor: Dr. Johan Walden
  • Dates: December 20, 2018 - February 7, 2019
  • Fees for public: $1,895; Fees for admitted students: $1,595
Prerequisites
  • Solid understanding of calculus, one dimensional and multi-dimensional
  • Good knowledge of ODEs
  • Exposure to PDEs
  • Solid knowledge of linear algebra, including eigenvalues, elementary optimization, and linear systems
Recommended Reading
  • Numerical Recipes in C by Press et al. (Cambridge University Press.)
  • Introduction to Calculus and Analysis, Vol. I and II by Courant and John (John Wiley and Sons.)
  • Introductory Statistics for Business and Economics by Wonnacott and Wonnacott (John Wiley and Sons.)
  • The Money Market by Marcia Stigum (McGraw-Hill Trade) ISBN 1556231229
  • Options Markets by Mark Rubinstein (Prentice Hall) ISBN 0136382053

C++ Programming

This course is designed as a first introduction to object oriented programming in C++ for financial engineers, quantitative analysts, accountants, and other finance professionals. This course is not intended for information technology specialists, computer scientists, or professional programmers in the finance industry. 

The course focuses on programming skills required for pricing and risk managing financial instruments in equities, fixed income, and credit. This course will be available online for students unable to attend in person. 

Class Details 
  • Instructor: Dave Klein
  • Dates: January 15, 2019 -March 5, 2019
  • Fees for public: $1,895; Fees for admitted students: $1,595
Programming Environment

A C++ Programming environment is required for the course. The instructor recommends Microsoft Visual C++ 2008 Express Edition. The instructor will be using this environment for his in-class examples.

Any C++ environment should be sufficient for the course but if you have questions, contact mfe@haas.berkeley.edu.

If you are attending the in-class lectures, you need to bring a laptop with the C++ environment installed on it. This is very important since the second half of all lectures will be hands-on practice.

Statistics for Financial Engineers

Statistics for Financial Engineers is a 30-hour course that gives students the statistics and probability training necessary to understand the courses in the program. The course is recommended for those who need a refresher course in statistics. The course will be available online for students unable to attend in person.

The primary objectives are to prepare students for the statistics demands of the MFE program and to give finance professionals the necessary statistical tools for analyzing and modeling the behavior of financial data. This course will build on the introductory statistics topics covered in the Math Foundations for Financial Engineering class.

The Statistics for Financial Engineers is a VEE Approved Course

Class details
  • Instructor: Dr. Martin Lettau
  • Dates: January 9, 2019 - March 13, 2019
  • Fees for public: $1,895; Fees for admitted students: $1,595

Certification and Grading

The pre-program courses are graded on a pass/not pass basis. Students who complete the assignments satisfactorily and on time will receive certificates of completion.

Course Access

A few days prior to the first day of the course, we will send students who have registered and paid for the course the location of the class and access to the course site via email.

If you do not receive the notice, please contact the MFE Office.

Cancellation of Enrollment

If you need to cancel your enrollment in the pre-program courses, please contact the MFE office. 

Refunds requests will be processed Jan 26, 2018. If you request to cancel enrollment after the start of the course, unfortunately, we will not be able to refund your course fee.

Contact Us

If you have additional questions, contact the MFE Program at (510) 642-4417 or mfe@haas.berkeley.edu.

For questions regarding registration, call (510) 599-1503.