Academic Year 2010-2011
The Masters Degree Program consists of 11 one semester
courses and a Masters Project. Many of the courses are now
offered both fall and spring semesters to accommodate the schedule of
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.
to see Course Sequence Advice for Part-time students.)
Offered Fall Semester
Offered Spring Semester
& Potfolio Mgmt with Econometrics
Markets and Models(1,4)
for Finance (3)
Rates & FX Models(1,3,4)
Management (1, 2, 4)
Time Finance (1,3)
Series Analysis And
Statistical Arbitrage (1,3,4,7)
Studies in Financial Modeling(3,4,9)
Methods in Finance (7,9)
Eng Models for Corp Finance (1,2)
Algorithmic Trading And Quantitative Strategies (2,4)
Mortgage-Backed Securities and Energy Derivatives (1,3)
Portfolio Management (1, 2, 4)
default curriculum for full-time
Mathematics in Finance MS students in the Spring semester is to take
Continuous Time Finance, Scientific Computing 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.
Click here for
more information on degree requirements.
Click here for information on rooms and instructors.