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    Master of Financial Engineering Program

    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.

    The courses are offered online. Participants may join the online session live or view the video lectures 1-2 days after the lectures take place.

    Enrollment and Fees

    Registration for the 2022 pre-program classes is now closed. If you are interested in joining the 2023 pre-program classes, registration will open in Fall 2022. 

    Please note: 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.

    As a reference, please find the 2022 Pre-program schedule here. 

    To learn more about each course, explore our drop down menus below.

    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 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.

     

    Class details
    • Instructor: Dr. Johan Walden
    • Dates: December 7, 2021 - February 1, 2022
    • Registration Link (closed): MFE Math Foundations
    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

    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 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. 

    Class details
    • Instructor: Dr. Martin Lettau
    • Dates: December 8, 2021 - February 16, 2022
    • Registration Link (closed): MFE Stats

    Python

    This 30-hour course is designed as an industry-level Python- in-action for financial engineers, quantitative analytics, accountants, and other finance professionals. All who take the course can qualify the minimum coding requirement of a tech/quant interview/entry-level position. The course will be available only.

    Class Details 
    • Instructor: Frank Xia and Yang Guo
    • Dates: December 6, 2021 - January 31, 2022
    • Registration Link (closed): MFE Python
    Programming Environment

    Students are required to have access to a Python program environment. Instructions will be given in the first lecture on how to install a Python development environment. Students are allowed to use whatever operating system is most convenient for them and it is their responsibility to ensure they can write, save and execute programs. 

     

    If you have questions, contact mfe@haas.berkeley.edu

     

    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 at mfe@haas.berkeley.edu.

    Cancellation of Enrollment

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

    Cancellations must be requested before the first day of class. Unfortunately, if you request to cancel enrollment after the start of the course, we will not be able to refund your course fee. All refunds will be processed on December 14, 2021. 

    Contact Us

    If you have additional questions, contact the MFE Program at mfe@haas.berkeley.edu. You are also welcome to ask your questions live during Admissions Office Hours on Tuesdays and Wednesdays.

    https://mfe.haas.berkeley.edu/admissions/contact-admissions 

    For questions regarding registration or invoicing, call (510) 643-5246, or email yolanda@haas.berkeley.edu.

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