Baruch College Graduate Bulletin - Fall 2019 / Spring 2020 ARCHIVE

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  1. Exhibit broad and deep knowledge of financial markets and instruments.
  2. Apply mathematical models to the study of financial instruments across markets.
  3. Demonstrate excellent presentation and communication skills.
  4. Display high proficiency in C++ and VBA programming for financial applications.
  5. Quantify and estimate the risk associated with financial instruments.
  6. Develop pricing tools that interface with financial data providers such as Bloomberg and Reuters.
  7. Implement numerical methods for pricing and hedging financial instruments in various financial markets.

Program Curriculum

Courses in Specialization    (36 credits) 

Required Courses                 (12 credits)
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MTH 9814

Financial Markets and Securities

1.5 credits
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MTH 9815

Object Oriented Programming for Financial Applications1.5 credits
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MTH 9821

Numerical Methods for Finance I3 credits
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MTH 9831

Probability and Stochastic Processes for Finance I3 credits
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MTH 9903

Capstone Project and Presentation3 credits

Elective Courses                   (24 credits)

Choose courses from the following courses:
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CourseNumber9760
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Big Data Technologies3 credits
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CourseNumber9796
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Statistical Natural Language Processing1.5 credits
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CourseNumber9797
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Advanced Data Analysis1.5 credits
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CourseNumber9816
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Fundamentals of Trading

1.5 credits
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MTH 9841

Statistics for Finance3 credits
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MTH 9842

Optimization Techniques in Finance1.5 credits 
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MTH 9845

Market and Credit Risk Management3 credits
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MTH 9848

Elements of Structured Finance3 credits
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CourseNumber9852
DisciplineMTH
Numerical Methods for Finance II3 credits
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CourseNumber9855
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Asset Allocation and Portfolio Management3 credits
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CourseNumber9862
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Probability and Stochastic Processes for Finance II3 credits
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CourseNumber9863
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Volatility Filtering and Estimation1.5 credits 
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CourseNumber9864
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Model Review for Quantitative Models in Finance1.5 credits
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MTH 9865

Commodities and Futures Trading1.5 credits  
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CourseNumber9866
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Modeling and Market Making in Foreign Exchange 1.5 credits 
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MTH 9867

Time Series Analysis and Algorithmic Trading 3 credits
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MTH 9868

Advanced Risk and Portfolio Management 3 credits
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MTH 9871

Advanced Computational Methods in Finance 3 credits
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MTH 9873

Interest Rate Models and Interest Rate Derivatives 3 credits
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MTH 9875

The Volatility Surface 3 credits
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CourseNumber9876
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Credit Risk Models3 credits
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CourseNumber9877
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Interest Rate and Credit Models3 credits
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CourseNumber9878
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Interest Rate Models3 credits
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MTH 9879

Market Microstructure Models3 credits
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MTH 9881

Current Topics in Mathematical Finance 3 credits
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MTH 9882

Fixed Income Risk Management1.5 credits  
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MTH 9883

Structured Security Valuation in the Primary Market 

1.5 credits  
Showcourse v
CourseNumber9886
DisciplineMTH

Emerging Markets and Inflation Modeling

1.5 credits
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CourseNumber9887
DisciplineMTH
Blockchain Technologies in Finance1.5 credits
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MTH 9891

Introduction to Applied Financial Econometrics 

1.5 credits
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MTH 9893

Time Series Analysis 

1.5 credits  

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CourseNumber9894
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Machine Learning

1.5 credits
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MTH 9896

Behavioral Finance 

1.5 credits
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CourseNumber9897
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Systematic Trading1.5 credits
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CourseNumber9898
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Data Science in Finance I: Big Data in Finance1.5 credits
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CourseNumber9899
DisciplineMTH
Data Science in Finance II: Machine Learning1.5 credits
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ECO 82100

(Term I) Econometrics I3 credits
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ECO 82100

(Term II) Financial Econometrics3 credits
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FIN 9770

Financial Markets and Institutions3 credits
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FIN 9782

Futures and Forward Markets3 credits
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FIN 9783

Investment Analysis3 credits
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FIN 9786

International Financial Markets3 credits
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FIN 9790

Seminar in Finance3 credits
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FIN 9793

Advanced Investment Analysis3 credits
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FIN 9797

Options Markets3 credits
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STA 9700

Modern Regression Analysis3 credits
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STA 9701

Time Series: Forecasting and Statistical Modeling3 credits

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