Courses in Specialization (36 credits)
Required Courses (12 credits) |
| Financial Markets and Securities | 1.5 credits |
| Object Oriented Programming for Financial Applications | 1.5 credits |
| Numerical Methods for Finance I | 3 credits |
| Probability and Stochastic Processes for Finance I | 3 credits |
| Capstone Project and Presentation | 3 credits |
Elective Courses (24 credits)
Choose courses from the following courses: |
Showcourse v |
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CourseNumber | 9760 |
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Discipline | MTH |
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| Big Data Technologies | 3 credits |
Showcourse v |
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CourseNumber | 9796 |
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Discipline | MTH |
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| Statistical Natural Language Processing | 1.5 credits |
Showcourse v |
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CourseNumber | 9797 |
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Discipline | MTH |
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| Advanced Data Analysis | 1.5 credits |
Showcourse v |
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CourseNumber | 9816 |
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Discipline | MTH |
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|
| Fundamentals of Trading | 1.5 credits |
| Statistics for Finance | 3 credits |
| Optimization Techniques in Finance | 1.5 credits |
| Market and Credit Risk Management | 3 credits |
| Elements of Structured Finance | 3 credits |
Showcourse v |
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CourseNumber | 9852 |
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Discipline | MTH |
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| Numerical Methods for Finance II | 3 credits |
Showcourse v |
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CourseNumber | 9855 |
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Discipline | MTH |
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| Asset Allocation and Portfolio Management | 3 credits |
Showcourse v |
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CourseNumber | 9862 |
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Discipline | MTH |
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| Probability and Stochastic Processes for Finance II | 3 credits |
Showcourse v |
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CourseNumber | 9863 |
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Discipline | MTH |
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| Volatility Filtering and Estimation | 1.5 credits |
Showcourse v |
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CourseNumber | 9864 |
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Discipline | MTH |
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| Model Review for Quantitative Models in Finance | 1.5 credits |
| Commodities and Futures Trading | 1.5 credits |
Showcourse v |
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CourseNumber | 9866 |
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Discipline | MTH |
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|
| Modeling and Market Making in Foreign Exchange | 1.5 credits |
| Time Series Analysis and Algorithmic Trading | 3 credits |
| Advanced Risk and Portfolio Management | 3 credits |
| Advanced Computational Methods in Finance | 3 credits |
| Interest Rate Models and Interest Rate Derivatives | 3 credits |
| The Volatility Surface | 3 credits |
Showcourse v |
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CourseNumber | 9876 |
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Discipline | MTH |
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| Credit Risk Models | 3 credits |
Showcourse v |
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CourseNumber | 9877 |
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Discipline | MTH |
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| Interest Rate and Credit Models | 3 credits |
Showcourse v |
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CourseNumber | 9878 |
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Discipline | MTH |
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| Interest Rate Models | 3 credits |
| Market Microstructure Models | 3 credits |
| Current Topics in Mathematical Finance | 3 credits |
| Fixed Income Risk Management | 1.5 credits |
| Structured Security Valuation in the Primary Market | 1.5 credits |
Showcourse v |
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CourseNumber | 9886 |
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Discipline | MTH |
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| Emerging Markets and Inflation Modeling | 1.5 credits |
Showcourse v |
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CourseNumber | 9887 |
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Discipline | MTH |
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|
| Blockchain Technologies in Finance | 1.5 credits |
| Introduction to Applied Financial Econometrics | 1.5 credits |
| Time Series Analysis | 1.5 credits |
Showcourse v |
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CourseNumber | 9894 |
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Discipline | MTH |
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| | Machine Learning | 1.5 credits |
| Behavioral Finance | 1.5 credits |
Showcourse v |
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CourseNumber | 9897 |
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Discipline | MTH |
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| Systematic Trading | 1.5 credits |
Showcourse v |
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CourseNumber | 9898 |
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Discipline | MTH |
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| Data Science in Finance I: Big Data in Finance | 1.5 credits |
Showcourse v |
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CourseNumber | 9899 |
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Discipline | MTH |
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| Data Science in Finance II: Machine Learning | 1.5 credits |
| (Term I) Econometrics I | 3 credits |
| (Term II) Financial Econometrics | 3 credits |
| Financial Markets and Institutions | 3 credits |
| Futures and Forward Markets | 3 credits |
| Investment Analysis | 3 credits |
| International Financial Markets | 3 credits |
| Seminar in Finance | 3 credits |
| Advanced Investment Analysis | 3 credits |
| Options Markets | 3 credits |
| Modern Regression Analysis | 3 credits |
| Time Series: Forecasting and Statistical Modeling | 3 credits |