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Degree Requirements


The Mathematics in Finance MS degree requires 12 courses, split into 11 lecture-based courses and the Master's thesis project (the Project & Presentation course).

The following lecture-based courses are required:

  • MATH-GA 2791.001 Derivative Securities
  • MATH-GA 2751.001 Risk and Portfolio Management with Econometrics
  • MATH-GA 2902.001 Stochastic Calculus
  • MATH-GA 2041.001 Computing in Finance
  • MATH-GA 2792.001 Continuous Time Finance
  • MATH-GA 2043.001 Scientific Computing or MATH-GA 2048.001 Scientific Computing in Finance

Students whose background makes one of these courses redundant can request for a waiver in order to take an extra elective. 

The remaining lecture-based courses must be chosen from the following: 

  • MATH-GA 2045.001 Computational Methods for Finance
  • MATH-GA 2046.001 Advanced Econometric Modeling and Big Data
  • MATH-GA 2707.001 Time Series Analysis and Statistical Arbitrage
  • MATH-GA 2708.001 Algorithmic Trading and Quantitative Strategies
  • MATH-GA 2752.001 Active Portfolio Management
  • MATH-GA 2753.001 Advanced Risk Management
  • MATH-GA 2757.001 Regulation and Regulatory Risk Models
  • MATH-GA 2797.001 Credit Markets and Models
  • MATH-GA 2798.001 Interest Rate and FX Models
  • MATH-GA 2799.001 Securitized Products & Derivatives (half semester spring course)
  • MATH-GA 2800.001 Energy Markets & Derivatives (half semester spring course)
  • MATH-GA 2801.001 Advanced Topics in Equity Derivatives (half semester spring course)
  • MATH-GA 2802.001 Market Microstruture (half semester spring course)

The Master's thesis:

  • MATH-GA 2755.001 Project & Presentation