Curriculum

Curriculum

Our specialized MFE curriculum integrates mathematical, statistical, and computer programming tools with finance theory application. Unlike many MFE programs, the UCLA Anderson MFE curriculum is solidly based on the business school paradigm which merges technical and theory-based pedagogy with practical immersion in the business of finance and investments. In addition to classroom learning, students apply their financial engineering knowledge to real-world settings by participating in a summer internship and Applied Finance Project. Throughout the year, the MFE program hosts a Financial Institutions Seminar Series which allows students to learn first-hand about financial engineering from successful practioners working in areas such as investment management, venture capital and private equity, corporate finance, investment banking, risk management, and credit rating agencies. 

FOUNDATION BUILDING*
(Nov-Dec)

WINTER QUARTER
(Jan - Mar)

SPRING QUARTER
(Mar - Jun)

FALLQUARTER
(Sep - Dec)

Fundamentals of Investments
(Eduardo Schwartz)

Corporate Finance
(Ivo Welch)

Financial Risk Management
(Ehud Peleg)

Introduction to Credit Markets
(Holger Kraft, visiting professor)

Financial Accounting
(Brett Trueman)

Stochastic Calculus
(Russel Caflisch)

Fixed Income Markets
(Francis Longstaff)

Special Topics in Financial Engineering
(Olivier Ledoit, visiting professor, Peter Rossi, Avanidhar "Subra" Subrahmanyam)

Macroeconomic Essentials
(Ed Leamer, Paola Giuliano, Romain Wacziarg)

Empirical Methods in Finance
(Hanno Lustig)

Computational Methods in Finance
(Levon Goukasian, visiting professor)

Applied Finance Project
(Ehud Peleg)

Introduction to Econometrics
(Peter Rossi)

Derivatives
(Daniel Andrei)

Quantitative Asset Management
(Jason Hsu)

To learn more about our finance faculty, please visit our faculty page here.
Total Program Curriculum: 52 units