The Financial Engineering concentration within the Operations Research program provides training in the application of engineering methodologies and quantitative methods to finance. Financial Engineering integrates financial theory with economics, methods of engineering, tools of mathematics, and practice of programming.


Undergraduates are strongly recommended to follow the sequence of courses as outlined in the SEAS Bulletin.


The undergraduate OR:FE concentration requires a total of nine (9) points of electives equivalent to three (3) courses.
ORCA 2500: Foundations of Data Science (only if taken by the end of sophomore year)
APMA W4300: Numerical Methods
CIEN E4138: Real Estate Finance for Construction Management
CSOR W4231: Analysis of Algorithms
ECON V3025: Financial Economics 
ECON W4280: Corporate Finance 
IEOR E4212: Data Analytics and Python for OR
IEOR E4525: Machine Learning for OR & FE
IEOR E4600: Applied Integer Programming
IEOR E4601: Dynamic Pricing and Revenue Management
IEOR E4650: Business Analytics (Junior Spring and Seniors Only)
IEOR E4709: Statistical Analysis and Time Series (Seniors Only)
IEOR E4718: Beyond Black-Scholes: The Implied Volatility Smile (Seniors Only)
IEOR E4711: Global Capital Markets or FINC B6302: Capital Markets and Investments (students may not take both)
IEOR E4720 - E4729: Topics in Quantitative Finance Series
IEOR E4731: Credit Risk Modeling and Derivatives (Seniors Only)
MATH V2030: Ordinary Differential Equations
MATH W4061: Intro to Modern Analysis, I
STAT W4440: Linear Regression and Time Series Methods
If there are other electives of interest, the student should bring the course description to his or her faculty advisor for review.