2006 Beijing Municipal Demonstration Courses have been designated recently, among which Tsinghua SEM抯 Financial Engineering is listed. There are 135 courses on the designated list, 11 of which are from Tsinghua.

With Professor Fengmin Song as the director, Financial Engineering is taught by the team consisting of Professor Song, Professor Yingzi Zhu, Lihong Zhang, Dongqing Zhao and Yuhong Pei from the Department of Finance. Every year, around 100 students select the course.

Tsinghua SEM is the first school to open Financial engineering in mainland China. So far, this course has been open for 10 years. It was named Futures & Option for the first two years, but the content was about financial engineering. It has been very popular with students.