Echoing ADF's comment, a graduate program in operations research might fit what you're looking for. OR uses probability, statistics, modeling, optimization techniques, and sometimes game theory to solve complicated decision problems.
Your favorite school may have an OR program; you might just have to look in the right place and for the right name. OR is closely related to (and is sometimes indistinguishable from) programs that go by the name "systems engineering" or "industrial engineering" or "management science." It can be housed in a variety of locations, too, depending on the school: I think I've seen OR programs in engineering schools, business schools, math departments, computer science departments, as stand-alone departments, and even as an interdisciplinary center. Some of these programs are easier to get into than those mentioned by ADF.
As far as preparation, a solid grounding in mathematics, especially linear algebra, real analysis, and probability, is likely more useful even than undergrad courses in optimization or game theory. They'll teach you the latter material in grad school. Proving you have a strong mathematical aptitude by good grades in your math courses and a solid performance on the quantitative section of the GRE are also more important than taking specific OR-type courses in undergrad.
"Financial engineering" is a much newer field. There aren't too many schools that have such a program, although they are becoming more common. (Besides those mentioned by 805801, I believe Columbia and NYU have one as well, and I'm sure there are others.) I think Princeton is the only school with a department that's actually called "operations research and financial engineering," though.