MS in Financial Engineering
The Master of Science program in financial engineering consists of twelve 3-credit courses, for a total of 36 credits. Beginning in Fall 2005, nine of these courses are required courses and three are to be chosen from a group of electives. Students entering the program with exceptional mathematical or financial skills may be permitted to replace one or more of the required courses with additional electives.
The program’s curriculum is designed to provide students with the background required for modeling and solving problems that arise in the financial services industry. Students attending full time will complete the program in three semesters. Alternatively, students may attend part time for a more extended period of five to six semesters. All courses are offered in the evening.
Required Courses (27 credits)
| MTH 9815 | Object Oriented Programming for Financial Applications | 3 credits |
| MTH 9821 | Numerical Linear Algebra | 3 credits |
| MTH 9831 | Real Analysis and Probability | 3 credits |
| MTH 9845 | Market and Credit risk Management | 3 credits |
| MTH 9852 | Numerical Methods for PDEs in Finance | 3 credits |
| MTH 9862 | Stochastic Processes in finance | 3 credits |
| MTH 9871 | Advanced Computational Metods in finance | 3 credits |
| MTH 9873 | Interest Rate Models and Interest Rate Derivatives | 3 credits |
| Capstone Project and Presentation | 3 credits |
Elective Courses (9 credits)
Choose three courses from:
| MTH 9842 | Linear and Quadratic Optimization Techniques | 3 credits |
| MTH 9881 | Current topics in Mathematical Finance | 3 credits |
| ECO 82100 | (Term I) Econometrics I | 3 credits |
| ECO 82100 | (Term II) Financial Econometrics | 3 credits |
| FIN 9770 | Financial Markets and Institutions | 3 credits |
| FIN 9782 | Futures and Forward Markets | 3 credits |
| FIN 9783 | Investment Analysis | 3 credits |
| FIN 9786 | International Financial Markets |
3 credits |
| FIN 9790 | Seminar in Finance | 3 credits |
| FIN 9793 | Advanced Investment Analysis | 3 credits |
| FIN 9797 | Options Markets | 3 credits |
| STA 9700 | Modern Regression Analysis | 3 credits |
| STA 9701 | Time Series: Forecasting and Statistical Modeling |
3 credits |
Department of Mathematics - Masters Program
The program information above is from the Graduate
Bulletin 2005 - 2008
View the entire
Bulletin or previous Bulletins
