Program Requirements
General Program Requirements:
Number of Credits Required Beyond the Baccalaureate: 30
Required Courses:1
Year 1 | ||
---|---|---|
Fall | Credit Hours | |
Finance Academy, August | ||
FIN 5602 | Corporate Finance | 1 |
FIN 5604 | Derivative Markets | 1 |
FIN 5605 | Fixed Income | 1 |
FIN 5607 | Stochastic Calculus & Finance | 1 |
Fall Term | ||
FIN 5601 | Financial Technology | 1 |
FIN 5612 | Asset Pricing | 1.5 |
FIN 5614 | Continuous Time Finance | 1.5 |
FIN 5615 | Data Science in Finance | 1.5 |
FIN 5619 | Quant Fixed Income | 1.5 |
FIN 5624 | Numerical Methods | 1.5 |
FIN 5627 | Financial Econometrics | 1.5 |
FIN 5629 | Value at Risk | 1.5 |
FIN 5673 | Financial Risk Management I | 1.5 |
FIN 5675 | Professional Development | 1 |
Credit Hours | 18 | |
Spring | ||
FIN 5622 | Machine Learning in Finance | 1.5 |
FIN 5631 | Financial Time Series | 1.5 |
FIN 5634 | Stochastic Volatility | 1.5 |
FIN 5639 | Quantitative Risk Modeling | 1.5 |
FIN 5646 | Frontiers in Quantitative Finance | 1.5 |
FIN 5648 | Quantitative Portfolios | 1.5 |
FIN 5649 | Enterprise Risk Management | 1.5 |
FIN 5674 | Financial Risk Management II | 1.5 |
Credit Hours | 12 | |
Total Credit Hours | 30 |
- 1
With approval from the Academic Director, FIN 5683 Special Study in Finance or non-FIN graduate courses may be substituted for any required course.
10-Month Full-Time MS
Year 1 | ||
---|---|---|
Fall | Credit Hours | |
Finance Academy, August | ||
FIN 5602 | Corporate Finance | 1 |
FIN 5604 | Derivative Markets | 1 |
FIN 5605 | Fixed Income | 1 |
FIN 5607 | Stochastic Calculus & Finance | 1 |
Fall I | ||
FIN 5612 | Asset Pricing | 1.5 |
FIN 5614 | Continuous Time Finance | 1.5 |
FIN 5619 | Quant Fixed Income | 1.5 |
FIN 5673 | Financial Risk Management I | 1.5 |
FIN 5675 | Professional Development | 1 |
Fall II | ||
FIN 5601 | Financial Technology | 1 |
FIN 5615 | Data Science in Finance | 1.5 |
FIN 5624 | Numerical Methods | 1.5 |
FIN 5627 | Financial Econometrics | 1.5 |
FIN 5629 | Value at Risk | 1.5 |
Credit Hours | 18 | |
Spring | ||
Spring I | ||
FIN 5631 | Financial Time Series | 1.5 |
FIN 5634 | Stochastic Volatility | 1.5 |
FIN 5639 | Quantitative Risk Modeling | 1.5 |
FIN 5648 | Quantitative Portfolios | 1.5 |
Spring II | ||
FIN 5622 | Machine Learning in Finance | 1.5 |
FIN 5646 | Frontiers in Quantitative Finance | 1.5 |
FIN 5649 | Enterprise Risk Management | 1.5 |
FIN 5674 | Financial Risk Management II | 1.5 |
Credit Hours | 12 | |
Total Credit Hours | 30 |
22-Month Full-Time MS1
Year 1 | ||
---|---|---|
Fall | Credit Hours | |
Finance Academy, August | ||
FIN 5604 | Derivative Markets | 1 |
FIN 5607 | Stochastic Calculus & Finance | 1 |
Fall I | ||
FIN 5612 | Asset Pricing | 1.5 |
FIN 5614 | Continuous Time Finance | 1.5 |
FIN 5675 | Professional Development | 1 |
Fall II | ||
FIN 5615 | Data Science in Finance | 1.5 |
FIN 5627 | Financial Econometrics | 1.5 |
Credit Hours | 9 | |
Spring | ||
Spring I | ||
FIN 5631 | Financial Time Series | 1.5 |
FIN 5634 | Stochastic Volatility | 1.5 |
FIN 5648 | Quantitative Portfolios | 1.5 |
Spring II | ||
FIN 5622 | Machine Learning in Finance | 1.5 |
FIN 5646 | Frontiers in Quantitative Finance | 1.5 |
FIN 5673 | Financial Risk Management I | 1.5 |
Credit Hours | 9 | |
Year 2 | ||
Fall | ||
Finance Academy, August | ||
FIN 5602 | Corporate Finance | 1 |
FIN 5605 | Fixed Income | 1 |
Fall I | ||
FIN 5601 | Financial Technology | 1 |
FIN 5619 | Quant Fixed Income | 1.5 |
FIN 5674 | Financial Risk Management II | 1.5 |
Fall II | ||
FIN 5624 | Numerical Methods | 1.5 |
FIN 5629 | Value at Risk | 1.5 |
Credit Hours | 9 | |
Spring | ||
Spring I | ||
FIN 5639 | Quantitative Risk Modeling | 1.5 |
Spring II | ||
FIN 5649 | Enterprise Risk Management | 1.5 |
Credit Hours | 3 | |
Total Credit Hours | 30 |
- 1
This full-time program can be modified for part-time study. In the part-time 22-month program, students reduce their courseload in the Spring term of their first year of study to 6 credits and increase their courseload to 6 credits in the Spring term of their second year. Contact the Academic Director for the 22-month part-time schedule for the Quantitative Finance and Risk Management MS.
Culminating Event: Successful completion of coursework is required to earn the MS in Quantitative Finance and Risk Management degree.