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.
The courses are offered online. Participants may join the session live or view the video lectures 1-2 days after the lectures take place.
Registration for the 2021 pre-pre program classes are now open. Fees per course is $1,895 (admitted students $1,595).
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.
Registration for Pre-Program Courses:
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. The course will be available online only.
C++ and Python Programming
This course is designed as a first introduction to object oriented programming in C++ and Python 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. The course will be available online only.
Students are required to have access to a Python and C++ program environment. Instructions will be given in Assignment 1 on how to install specific development environments. For Python, we will use Visual Studio Code. Students are allowed to use whatever C++ environment is most convenient for them and it is their responsibility to ensure they can write, save and execute programs. Additionally, the C++ development environment must support C++ 11.
Any C++ environment that supports C++ 11 and any Python distribution should be sufficient for the course, but if you have questions, contact email@example.com.
If you are attending the in-class lectures, you need to bring a laptop with the C++ and Python distribution environment installed on it. This is very important as students will work through exercises during class.
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 course will be available online only.
The Statistics for Financial Engineers is a VEE Approved Course.
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.
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.
If you need to cancel your enrollment in the pre-program courses, please contact the MFE office.
Refunds requests will be processed December 15, 2020. If you request to cancel enrollment after the start of the course, unfortunately, we will not be able to refund your course fee.
If you have additional questions, contact the MFE Program at (510) 642-4417 or firstname.lastname@example.org.
For questions regarding registration, call (510) 599-1503.