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MSCF Full-Time Class of 2013

Tracking Your Curriculum

Students can track their progress in the Student Services Online system. Your curriculum has been entered into the database and is updated as you complete courses. You may also visit the Student Services office for a personal review of your academic audit.
 

Curriculum for Full-Time MSCF Entering in 2011

MSCF candidates must complete a minimum of 150 units of coursework that fulfill the graduation requirements specified for their entering class.

The following is the curriculum for Full-Time MSCF students entering in 2011. Students will graduate in December, 2012 and are considered the Class of 2013.

 

 

Required Course Sequence

Required courses must be taken in the mini-semesters specified, no exceptions. Students may not drop required courses. Students must re-take required courses they fail.

Curriculum is subject to change.

Click on a course title to read the course description and prerequisites.

First Year

Mini Course # Course Title Units
Mini 1  46-901 Financial Computing I 6
  46-956 Fixed Income 6
  45-785 MSCF Finance 6
  45-789 Presentations for Comupational Finance 6
  46-921 Probability 6
Mini 2 46-902 Financial Computing II 6
  46-980 MSCF Deutsche Trading Competition 0
  46-941 Multi-Period Asset Pricing 6
  45-885 Options 6
  46-923 Statistical Inference 6
Mini 3 45-986 Macroeconomics for Computational Finance 6
  45-987 Financial Products and Markets 6
  46-926 Statistical and Machine Learning Methods for Financial Data 6
  46-944 Stochastic Calculus I 6
Mini 4 46-903 Financial Computing III 6
  46-932 Simulation Methods for Option Pricing 6
  46-929 Financial Time Series Analysis 6
  46-945 Stochastic Calculus II 6

Second Year

Mini 1 45-988 Financial Optimization 6
  46-950 Numerical Methods 6
  46-936 Statistical Arbitrage 6
  45-886 Studies in Financial Engineering 6
Mini 2 46-915 Advanced Derivative Modeling* 6
  46-904 Financial Computing IV* 6
  45-887 Financial Economics for Computational Finance * 6
  46-954 Risk Management I* 6
  46-955 Risk Management II* 6

* Choose four of five

Refer to the MSCF Student Handbook for more detailed information.

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