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CURRICULUM GUIDE 2018-19

TOTAL UNITS
necessary for degree completion:

Required - 750 units Computing - 200-300 units Electives - 250 units

AUTUMN WINTER

FINM 33000 - 100 units FINM 33410 - 50 units FINM 36700 - 100 units FINM 32000 - 100 units FINM 34500 - 100 units FINM 36702 - 50 units
Mathematical Foundations Probability for Risk Portfolio Theory and Numerical Methods Stochastic Calculus Portfolio Theory and
of Option Pricing Management I Risk Management I Risk Management II

FINM 32500 - 100 units FINM 37301 - 50 units


Computing for Finance Foreign Exchange:
in Python Markets, Products & Pricing

FINM 32850 - 100 units FINM 33165 - 100 units FINM 33180 - 100 units FINM 32600 - 100 units
Case Studies for Computing Probabilistic Programming Multivariate Data Analysis Computing for Finance
in Finance* and Deep Learning* via Matrix Decompositions in C++**

FINM 33420 - 50 units FINM 35000 - 100 units FINM 35910 - 50 units FINM 33170 - 100 units
Statistical Inference for Topics in Economics Applied Algorithmic Financial Statistics:
Risk Management Trading Time Series, Forecasting,
Mean Reversion &
High Frequency Data

FINM 37601 - 50 units FINM 37602 - 50 units FINM 39100 - 50 units


Mathematical Market Mathematical Market Model Risk, Counterparty Risk,
Microstructure: Microstructure: and Systemic Risk from a
An Optimization Approach w/o Rationality Assumptions Regulatory and Risk
Management Perspective

SPRING SUMMER

FINM 33150 - 100 units FINM 33601 - 100 units FINM 32950 - 50 units
Regression Analysis and Fixed Income Derivatives Introduction to
Quant. Trading Strategies HPC in Finance

FINM 32700 - 100 units


Advanced Computing
for Finance

FINM 35500 - 100 units FINM 33160 - 100 units BUSF 35125 - 100 units
Corporate and Machine Learning Quantimental
Credit Securities for Finance* Investment***

BUSF 41202 - 100 units


Analysis of Financial
Time Series***

*One of the following courses - 32850, 33160, and 33165 - may count as a computing course
**Required Computing course unless waived via placement exam
***Booth Courses - may take one but not both for elective credit

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