Financial engineering program at carnegie mellon?

however, i know their main program is in pittsburg and in ny they broadcast all the cles from pittsburg. however, considering that CMU has one of best financial engieering program but it's only broadcast over internet in NYC, i wanted to if it's still worth going for this in new york. do you think if there are any better options in new york for financial engineering in terms of schools? please let me know.