The course will be taught by Dr. Domingo Tavella.

Domingo Tavella, Principal of Octanti Associates, Inc., PhD (engineering), Stanford University. Computational methods in financial pricing, stochastic simulation in finance and insurance, financial software development strategies and methods, risk management strategies in finance and insurance, hybrid insurance structures.

Dr. Tavella teaches quantitative courses in the MFE Program and hence is uniquely qualified to teach a targeted course in financial mathematics. The course will focus on preparing you for the rigorous math component of the MFE Program. Enrollment is limited.

Successful students will earn a certificate of completion from the Center of Executive Development (CED), Haas School of Business.

Topics covered will include:

• Statistics, regressions, distributions, expectations, moments, and related concepts.
• Linear programming and related issues.
• Utility function concepts and applications.

Other topics like Monte Carlo, non linear optimization, and other numerical techniques will be discussed in an MFE Program course (Stochastic Calculus).

This course is unique in that it unites a number of fields that are the essence of strength of financial engineering methods, tailored for use in the MFE program.

Click here to download the Math Foundations syllabus

If you are an MFE student:

• To prepare you for the highly quantitative courses you will be facing. These courses require working knowledge of the topics in this class.

If you are not an MFE student:

• To facilitate your access to more advanced FE and finance texts and to facilitate your readings of materials published in the more applied end of the professional literature.
• To give you simple quantitative tools for elementary quantitative finance.

What this class is not:

• A rigorous math course for mathematicians.
• A math course to access advanced finance texts, heavy into probability and stochastic processes.
• A class for advanced numerical solutions of pricing and risk management problems (this is covered in the MFE program.)
• A stochastic calculus class (this is covered in the MFE program)

Individuals interested in applying to the Haas Master of Financial Engineering Program; those pursuing any quantitative analysis in the business world; those interested in actuarial science, or for those interested in seeing how mathematical theory can be applied in "real life."

• Solid understanding of calculus, one dimensional and multi-dimensional.
• Good knowledge of ODEs.
• Exposure to PDEs.
• Solid knowledge of linear algebra, including eigenvalues, elementary optimization, and linear systems.

• Numerical Recipes in C by Press et al. (Cambridge University Press.)
• Introduction to Calculus and Analysis, Vol. I and II by Courant and John (John Wiley and Sons.)
• Introductory Statistics for Business and Economics by Wonnacott and Wonnacott (John Wiley and Sons.)
• The Money Market by Marcia Stigum (McGraw-Hill Trade) ISBN 1556231229
• Options Markets by Mark Rubinstein (Prentice Hall) ISBN 0136382053

The Math Foundations for Financial Engineers course is a 10-week, 30-hour course that runs from January- March each year. We will post the schedule for the 2014 course by December 2013.

We will send students who have registered and paid for the course the location of the class and the login, password and web link to access the online course via email a few days prior to the first day of the course. If you do not receive the notice, please contact the MFE office by calling us at (510) 642-4417 or emailing us at mfe@haas.berkeley.edu.

The course fee for the 2014 program is $1,795($1,495 for those admitted to the MFE program). Online participants will receive links to the video lectures 1-2 days after the lectures take place. They will be able to view the lectures at any time that is convenient for them. There is an early bird discount for all who have registered and paid by December 6, 2013. The early bird rates are $1,695 ($1,395 for those admitted to the MFE Program).

Registration for the Math Foundations course is now open, please register here. NOTE: Although food will not be provided, you are still required to answer the dietary question when registering.

Cancellation of enrollment: If you need to cancel your enrollment in the preprogram courses, please contact mfe@haas.berkeley.edu ASAP. Refunds can be given up to 5 business days after the start of the course. If you request to cancel enrollment after that date, unfortunately, we will not be able to refund your course fee.

A C++ Programming enviroment is required for the course. The instructor recommends Microsoft Visual C++ 2008 Express Edition. This is a free C++ environment available for download from Microsoft. The instructor will be using this environment for his in-class examples.

Any C++ environment should be sufficient for the course but if you have questions, contact mfe@haas.berkeley.edu.

If you are attending the in-class lectures, you need to bring a laptop with the C++ environment installed on it. This is very important since the second half of all lectures will be hands-on practice.

This course is designed as a first introduction to object oriented programming in C++ for financial engineers, quantitative analysts, accountants, and other finance professionals. The course focuses on programming skills required for pricing and risk managing financial instruments in equities, fixed income, and credit.
This course is introductory in nature and is not intended for information technology specialists, computer scientists, or professional programmers in the finance industry.

Each session consists of a one-hour lecture followed by a half-hour segment of hands-on exercises. In the course of the program, participants will develop, step by step, the infrastructure needed to meet the demands they will encounter in the Master of Financial Engineering at UC Berkeley, as well as the basic programming requirements for financial engineering work in the derivatives securities in industry.

The following topics will be covered, with concentrated focus on financial problems:

• Fundamentals and C++ functions
• Structures
• Introduction to classes
• Working with classes
• Overloading and inheritance
• Input, output, and exception handling
• Call back functions and information transfer
• Architectural design issues in derivatives pricing, risk management and simulation

Successful students will earn a certificate of completion from the UC Berkeley Center for Executive Education.

The C++ course will run from January - March 2014. We will post the schedule for the 2014 course by December 2013.

We will send students who have registered and paid for the course the location of the class and the login, password and web link to access the online course via email a few days prior to the first day of the course. If you do not receive the notice, please contact the MFE office by calling us at (510) 642-4417 or emailing us at mfe@haas.berkeley.edu.

The course fee for the 2014 program is $1,795($1,495 for those admitted to the MFE program). Online participants will receive links to the video lectures 1-2 days after the lectures take place. They will be able to view the lectures at any time that is convenient for them. There is an early bird discount for all who have registered and paid by December 6, 2013. The early bird rates are $1,695 ($1,395 for those admitted to the MFE Program).

Registration for the C++ course is now open, please register here. NOTE: Although food will not be provided, you are still required to answer the dietary question when registering.

Cancellation of enrollment: If you need to cancel your enrollment in the preprogram courses, please contact mfe@haas.berkeley.edu ASAP. Refunds can be given up to 5 business days after the start of the course. If you request to cancel enrollment after that date, unfortunately, we will not be able to refund your course fee.

Click here to download the Statistics syllabus

Individuals interested in applying to the Haas Master of Financial Engineering Program, those pursuing any statistical analysis in the business world, or those interested in seeing how statistical theory can be applied in "real life."

None, although students should have taken university-level mathematics.

The Statistics for Financial Engineers Course is a 7-week, 21-hour course that runs from January- March each year. We will post the schedule for the 2014 course by December 2013.

We will send students who have registered and paid for the course the location of the class and the login, password and web link to access the online course via email a few days prior to the first day of the course. If you do not receive the notice, please contact the MFE office by calling us at (510) 642-4417 or emailing us at mfe@haas.berkeley.edu.

The course fee for the 2014 program is $1,795($1,495 for those admitted to the MFE program). Online participants will receive links to the video lectures 1-2 days after the lectures take place. They will be able to view the lectures at any time that is convenient for them. There is an early bird discount for all who have registered and paid by December 6, 2013. The early bird rates are $1,695 ($1,395 for those admitted to the MFE Program).

Registration for the Statistics course is now open, please register here. NOTE: Although food will not be provided, you are still required to answer the dietary question when registering.

Cancellation of enrollment: If you need to cancel your enrollment in the preprogram courses, please contact mfe@haas.berkeley.edu ASAP. Refunds can be given up to 5 business days after the start of the course. If you request to cancel enrollment after that date, unfortunately, we will not be able to refund your course fee.

The course will be taught by Dr. Domingo Tavella.

Domingo Tavella, Principal of Octanti Associates, Inc., PhD (engineering), Stanford University. Computational methods in financial pricing, stochastic simulation in finance and insurance, financial software development strategies and methods, risk management strategies in finance and insurance, hybrid insurance structures.

Click here to download the VBA for Business Applications syllabus

Individuals interested in applying to the Haas Master of Financial Engineering Program or those interested in seeing how VBA can be applied in "real life."

Basic knowledge of Excel. For implementing the project, participants are expected to have attended or have the background given in Mathematical Foundations for Financial Engineering and Statistics for Financial Engineering.

The VBA for Business Applications course is a 1-day, 4-hour course that runs in March each year. We will post the schedule for the 2014 course by December 2013.

We will send students who have registered and paid for the course the location of the class and the login, password and web link to access the online course via email a few days prior to the first day of the course. If you do not receive the notice, please contact the MFE office by calling us at (510) 642-4417 or emailing us at mfe@haas.berkeley.edu.

The course fee for the 2014 program is $395($295 for those admitted to the MFE program). Online participants will receive links to the video lectures 1-2 days after the lectures take place. They will be able to view the lectures at any time that is convenient for them.

Registration for the VBA for Business Applications course is now open, please register here. NOTE: Although food will not be provided, you are still required to answer the dietary question when registering.

Cancellation of enrollment: If you need to cancel your enrollment in the preprogram courses, please contact mfe@haas.berkeley.edu ASAP. Refunds can be given up to 5 business days after the start of the course. If you request to cancel enrollment after that date, unfortunately, we will not be able to refund your course fee.