Courses in Specialization (36 credits)
Required Courses (15 credits) |
| A Quantitative Introduction to Pricing Financial Instruments | 3 credits |
| Object Oriented Programming for Financial Applications | 3 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 (21 credits)
Choose courses from the following courses: |
| Statistics for Finance | 3 credits |
| Linear and Quadratic Optimization Techniques | 1.5 credits |
| Market and Credit Risk Management | 3 credits |
| Elements of Structured Finance | 3 credits |
| Numerical Methods for Finance II | 3 credits |
| Asset Allocation and Portfolio Management | 3 credits |
| Probability and Stochastic Processes for Finance II | 3 credits |
| Volatility Filtering and Estimation | 1.5 credits |
| Model Review for Quantitative Models in Finance | 1.5 credits |
| Commodities and Futures Trading | 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 |
| Credit Risk Models | 3 credits |
| 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 |
| Introduction to Applied Financial Econometrics | 1.5 credits |
| Time Series Analysis | 1.5 credits |
| Machine Learning | 1.5 credits |
| Behavioral Finance | 1.5 credits |
| Data Science in Finance I: Big Data in Finance | 1.5 credits |
| 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 |