Universities / Chulalongkorn University
Master of Science in Financial Engineering (MFE)
A financial engineering master's at Chulalongkorn's business school covering stochastic calculus, derivatives, fixed income, optimisation and time-series modelling, with a thesis or project route and electives in algorithmic trading, credit risk and market microstructure.
What you’ll study
Core
- Stochastic Models for Financial Engineering
- Financial Markets and Instruments
- Finance Theories
- Optimization for Financial Engineering
- Statistical Methods for Financial Engineering
- Ethics in Finance
- Stochastic Calculus
- Fixed Income Securities
- Financial Derivatives and Applications
- Financial Time-Series Models
- Research Methods in Financial Engineering
- Simulation Techniques in Finance
- Financial Engineering Seminar
- Thesis (Plan A)
- Financial Engineering Project (Plan B)
Electives
- Computational Finance
- Advanced Stochastic Processes
- Financial Modeling
- Quantitative Portfolio Management
- Modeling for Algorithmic Trading
- Special Topics in Financial Engineering
- Credit Risk Modeling
- Individual Study in Financial Engineering
- Portfolio Performance Evaluation and Attribution
- Foundations of Behavioral Finance
- Market Microstructure
- Selected Topics in Risk Management
- Financial Programming
- Macro Issues in Finance
Source: mfe.acc.chula.ac.th ↗
Before you apply
- Background
- Bachelor's in a quantitative field (engineering, physics, mathematics, statistics, economics, finance); finance work experience preferred; Plan B needs 1+ year work experience
- Maths
- linear algebra; multivariate calculus; differential equations; numerical analysis; advanced statistics and probability
- Programming
- Some exposure to programming, mathematical tools and statistical software
- Tests
- QAT or GRE Math Subject Test only for second-round applicants or if requested by committee
- English
- TOEFL iBT 68 / paper 520, IELTS 5.5, or CU-TEP 70
- Other
- Two recommendation letters, interview by invitation; minimum GPA 3.00 to graduate
Source: mfe.acc.chula.ac.th ↗
After graduation
The programme doesn’t publish an employment report.
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Checked 6 November 2026 against the sources linked on this page. Fees, units and requirements change each year, so confirm them on the programme’s website before applying.
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