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Course Sequence Advice for Part-Time Students Following the New Curriculum

The following table is intended to help each student plan a course sequence that is consistent with all prerequisites.  First, we list the Mathematics in Finance courses, indicating their dependencies.  Then we offer two examples of feasile course sequences.

Required Courses (Total 6 Courses + Project & Presentation)


Courses Offered Fall Semester

Coursed Offered Spring Semester

Core Level 1

Core Level 2


Electives (Choose 5 Courses)

Courses Offered Fall Semester

Courses Offered Spring Semester



The sequence omits Computing in Finance


The sequence omits Risk & Portfolio Management 

(Fall) Financial Securities and Markets & Stochastic Calculus


(Fall) Financial Securities and Markets & Computing in Finance

(Spring) Risk & Portfolio Management & Scientific Computing in Finance


(Spring) Scientific Computing in Finance & Stochastic Calculus

(Fall) Continuous Time Finance & Credit Markets & Models


(Fall) Continuous Time Finance & Time Series Analysis & Statistical Arbitrage

(Spring) Advanced Risk Management & Interest Rate & Fx Models


(Spring) Interest Rate & Fx Models & Advanced Risk Management

(Fall) Nonlinear Problems in Finance: Models and Computational Methods & Times Series Analysis & Statistical Arbitrage


(Fall) Trends in Sell-Side Modeling: XVA, Capital and Credit DerivativesAdvanced Statistical Inference and Machine Learning

(Spring) Advance Risk Management & Project & Presentation


(Spring) Algorithmic Trading & Quantitative Strategies & Project & Presentation