Financial Engineering (MFE) – Interdisciplinary
Course Overview
Chula’s MFE is a one‑year full‑time (domestic) program designed to produce top-tier quantitative finance professionals. It integrates rigorous applied mathematics with modern finance theory, preparing students to model and manage complex financial instruments, risk, and trading strategies. Admission emphasises strong quantitative and programming backgrounds—ideal for graduates in engineering, mathematics, physics, statistics, economics, or finance.
What You'll Learn
Rigorous Quantitative & Programming Foundations
You’ll master essential mathematical tools—such as stochastic calculus, optimization, linear algebra, and statistics—while acquiring programming skills in languages like C/C++, MATLAB, R, and Python, essential for financial engineering.Deep Finance & Risk Analytics Expertise
Courses cover derivatives pricing (e.g., Black–Scholes, binomial models), fixed-income securities, portfolio optimisation, time-series analysis (ARCH/GARCH), stochastic modeling, and credit risk evaluation.Professional Readiness & Ethical Grounding
Through a course in professional ethics and structured problem-solving in finance, you’ll develop both the technical and moral competencies to operate responsibly in financial institutions.
400,000 THB
Chulalongkorn University
https://www.chula.ac.th/en
Skills You'll Gain:
