thats for straight OR, not FE... still interesting stuff though. if you're doing a MFE anyway after undergrad you might as well diversify your coursework experience with stuff like that. just have fun man you've got time.. all you have to do is get the prereqs for the MFE done (multivariate calc, linear algebra, probability theory, statistics, stochastic processes, DEs, and decent programming), maybe take a few extra things like more advanced coursework in these areas and some analysis and stuff like that, find a way to develop some understanding of the markets and basic financial theory through work and/or coursework, and then you can do whatever you want with undergrad. dont worry about making every single class tailored to financial engineering - you'll just become a boring person. after all, you have the rest of your life to do FE, but you only get to do undergrad once