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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. Full-time students follow the schedule of Level 1 Fall courses, the Level 2 Spring courses, the Level 3 Fall courses. Click here for suggested course sequencing for part-time students.

	Courses Offered Fall Semester	Courses Offered Spring Semester	Summer Semester
Core Level 1	Computing in Finance Data Science and Data-Driven Modeling Financial Securities and Markets Risk and Portfolio Management Stochastic Calculus (half semester version)	Financial Securities and Markets Machine Learning & Computational Statistics Risk and Portfolio Management Stochastic Calculus (half semester version)	Stochastic Calculus (full semester version)
Core Level 2	Dynamic Asset Pricing Project & Presentation Scientific Computing	Dynamic Asset Pricing Project & Presentation Scientific Computing in Finance
Electives	Advanced Statistical Inference and Machine Learning Alternative Data in Quantitative Finance Trends in Financial Data Science Fixed Income Derivatives: Models & Strategies in Practice Nonlinear Problems in Finance: Models and Computational Methods (not being offered in fall of 2022) Time Series Analysis & Statistical Arbitrage Trends in Sell-Side Modeling: XVA, Capital and Credit Derivatives	Active Portfolio Management Advanced Risk Management Advanced Topics in Equity Derivatives Algorithmic Trading & Quantitative Strategies Interest Rate & Fx Models Market Microstructure Modeling and Risk Management of Bonds and Securitized Products Advanced Topics: Cryptocurrency And Blockchains: Mathematics And Technologies (Half Of Semester) Trading Energy Derivatives

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 .

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