<p>I was wondering which undergraduate degree would better prepare me for a graduate program in Financial Engineering. Industrial Engineering, Computer Science, Finance, or Mathematics?</p>
<p>Depends…What schools?</p>
<p>I’ll be attending Penn State this fall.</p>
<p>“Financial Engineering” is the current term for what used to be described as quantitative finance. You need to really understand financial concepts; have a solid math background; and have at least some intro computer programming classes. Industrial Engineering is irrelevant IMO. I’d say that you would be best served by taking a heavy math load in undergrad - - either get a major or minor in math. If you major in Math it might be possible that you could skip some math in your graduate program and fill in with extra finance classes.</p>
<p>Ok thank you for your advice.</p>
<p>It shouldn’t matter what your actually major is. The courses you have taken are much more relevant.</p>
<p>A solid guideline for which courses to take is here:
[Prerequisites</a>, MFE Program, Berkeley-Haas](<a href=“Master of Financial Engineering Program | Berkeley Haas”>Master of Financial Engineering Program | Berkeley Haas)</p>
<p>Keep in mind this is an absolute minimum. Particularly with respect to programming, it is quite beneficial to have taken a few more courses. </p>
<p>Either a major in CS or Applied mathematics would probably be ideal.
If you major in CS, be sure to add partial differential equations, real analysis and probability theory.
If you major in math, it’d be beneficial to take more than the 2 or so required CS courses.</p>