Financial Engineering & Computational Risk Management - UPH | Universitas Pelita Harapan

Financial Engineering & Computational Risk Management

Duration
3.5 years
Format
Full Time
Degree
Undergraduate
Academic Title
Bachelor of Mathematics
Location
Main Campus

Overview

Our Financial Engineering and Computational Risk Management Program provides students with an unparalleled combination of mathematics, statistics, and finance, uniquely positioning them for successful careers in the financial and data science industries. This interdisciplinary program develops expertise in quantitative finance, risk management, and computational mathematics, emphasizing the application of mathematical and statistical methods to solve complex financial problems. The program follows the curriculum of the Global Association of Risk Professionals (GARP), recognized as a leading authority in financial risk management. This ensures our graduates are well-prepared for certification exams and professional roles in the modern financial industry and beyond. This integrated approach ensures that our graduates are not only adept at managing financial risks but also proficient in leveraging computational techniques to drive innovation and efficiency in their chosen fields.

Career Path

  • Data Scientists
  • Software Developer/Engineer
  • Financial Analysts
  • Financial Engineers
  • Financial Product Developers
  • Quantitative Analysts
  • Portfolio Managers

Curriculum

First Year

1st Semester
Courses
Credit
Calculus 1
3
Mathematical Logic
3
tMathematical Logic
3
Elementary Statistics
3
Elementary Linear Algebra
3
Algorithm and Programming
2
Reflective Reasoning
2
Leadership
2
2nd Semester
Courses
Credit
Calculus 2
3
Financial Mathematics
3
Microeconomics
4
Civics
3
text-inggris
2
Bahasa Indonesia
2
Principles of Accounting 1 + Lab
3
3rd Semester
Courses
Credit
Pendidikan Agama Kristen / Pendidikan Agama-agama Dunia
4
Teks dan Konteks
2
Scientific Softwares
2

Second Year

1st Semester
Courses
Credit
Ordinary Differential Equations
3
Probability Theory
3
Principle of Finance + Lab
3
Advanced Calculus
4
Numerical Methods
3
Allah dan Ciptaan / Allah dan Semesta
4
2nd Semester
Courses
Credit
Advanced Financial Mathematics
3
Discrete Methods and Combinatorics
3
Mathematical Statistics
3
Allah dan Dosa/ Manusia dan Moralitas
4
Mathematical Methods
3
Macroeconomics
3
3rd Semester
Courses
Credit
Allah dan Ciptaan Baru / Sejarah dan Masyarakat
4
Pancasila
2
Time Series Analysis
3

Third Year

1st Semester
Courses
Credit
Manajemen Investasi dan Analisis Portfolio
3
Mathematical Concepts of Financial Derivatives
3
Complex Function Analysis
3
Financial Risk Management
3
Statistika Terapan
3
2nd Semester
Courses
Credit
Real analysis
3
Stochastic Calculus
3
Computational Finance
3
Stochastic Process
3
Data Mining dan Predictive Analytics
3
Capstone
3
3rd Semester
Courses
Credit
Tugas Akhir 1
4
Keuangan Korporat
2

Fourth Year

1st Semester
Courses
Credit
Tugas Akhir 2
4
Derivative and Alternative Investments***
3