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Courses


The Masters Degree Program consists of 11 one-semester courses and a Masters Project.  Many of the courses are offered both fall and spring semesters to accommodate the schedule of full-time as well as part-time students.  In the table below, the numbers in parentheses indicate the prerequisites needed for the given course.  Full-time students follow the schedule of Level 1 Fall courses, the Level 2 Spring courses, the Level 3 Fall courses.  (Click here to see Course Sequence Advice for Part-time students.)

 

  Courses Offered Fall Semester Courses Offered Spring Semester Summer Semester
Level 1
  1. Derivative Securities
  2. Risk and Portfolio Mgmt with Econometrics
  3. Stochastic Calculus
  4. Computing in Finance
  1. Derivative Securities
  2. Risk and Portfolio Mgmt with Econometrics
  3. Stochastic Calculus
  1. Stochastic Calculus
Level 2
  1. Fixed Income Derivatives:  Models & Strategies in Practice (1,4)
  2. Credit Analytics: Bonds, Loans, and Derivatives (1, 4)
  3. Scientific Computing (4)
  1. Continuous Time Finance (1,3)
  1. Int Rates & FX Models (1,3,4)
  2. Scientific Computing for Finance (4)
  3. Advanced Risk Management (1, 2, 4)
  4. Continuous Time Finance (1,3)
 
Level 3
  1. Time Series Analysis and Statistical Arbitrage (1,3,4,7)
  2. Case Studies in Financial Modeling (3,4,9)
  3. Computational Methods for Finance (7,9)
  4. Project & Presentation
  5. Regulation and Regulatory Risk Models (1,2)
  6. Advanced Econometric Modeling and Big Data (1,2,4)
  7. Data Science in Quantitative Finance (1, 2, 4)
  1. Algorithmic Trading and Quantitative Strategies (2,4)
  2. Securitized Products & Structured Finance (1,3)
  3. Energy Markets and Derivatives (1,3)
  4. Advanced Topics in Equity Derivatives (1,3,4)
  5. Market Microstructure (1,2,4)
  6. Active Portfolio Management (1, 2, 4)
  1. Project & Presentation
 

 

The default curriculum for full-time Mathematics in Finance MS students in the Spring semester is to take Continuous Time Finance, Scientific Computing for Finance and two of the other three  Level 2 offerings.

Under appropriate circumstances students may substitute more advanced courses for some of those listed above. Permission is granted on a case by case basis.

 

Course Descriptions and Course Schedules

Detailed course descriptions and course schedules are available here.