Tepper School of Business
MBA/MSCF Course Sequence
Fall 2009 60 units
Mini 1
46-921 Probability (HSS)
46-901 Financial Computing I (HNZ)
45-711 MSCF Finance (TSB)
45-905 Economics (TSB)
45-791 Interpersonal Managerial Communications (TSB)
Mini 2
46-923 Statistical Inference (HSS)
45-814 Options (TSB)
46-941 Multi-Period Asset Pricing (MCS)
46-956 Fixed Income (MCS)
45-750 Managerial Economics (TSB)
Spring 2010 60 units
Mini 3
46-926 Linear Financial Models (HSS)
46-902 Financial Computing II (HNZ)
46-XXX Financial Products and Markets (TSB)
46-944 Stochastic Calculus for Finance I (MCS)
45-720 Marketing Management (TSB)
Mini 4
46-929 Financial Time Series Analysis (HSS)
46-903 Financial Computing III (HNZ)
46-932 Simulation Methods for Option Pricing (HSS)
46-945 Stochastic Calculus for Finance II (MCS)
45-000 MBA Elective (TSB)
Summer 2010 MBA or MSCF Summer Internship
Fall 2010 60 units
Mini 1
46-816 Studies in Financial Engineering (TSB)
45-770 Managing Organizations (TSB)
46-936 Statistical Arbitrage (HSS)
45-000 MBA Elective (TSB)
45-000 MBA Elective (TSB)
Mini 2
45-701 Accounting for Decision Making and Control (TSB)
46-955 Topics in Quantitative Finance (MCS/HSS) *
45-903 Credit Derivatives (TSB)
45-793 Business Presentations (TSB)
45-908 Quantitative Asset Management (TSB)
Spring 2011 60 units
Mini 3
45-000 MBA Capstone Course (TSB)
46-904 Financial Computing IV (MCS)
45-000 MBA Elective (TSB)
45-000 MBA Elective (TSB)
45-000 MBA Elective (TSB)
Mini 4
45-000 MBA Capstone Course (TSB)
46-950 Numerical Methods (MCS)
45-740 Business Law & Ethics (TSB)
45-765 Production and Operations Management (TSB)
45-000 MBA Elective (TSB)
Summer 2011 36 units
Mini 5
45-000 MBA Elective (TSB)
Mini 6
45-000 MBA Elective (TSB)
| TSB: | Finance faculty of the Tepper School of Business |
| MCS: | Math faculty of the Mellon College of Science |
| HSS: | Statistics faculty of the School of Humanities and Social Sciences |
| HNZ: | IT faculty of the Heinz School of Public Policy and Management |
Other Requirements: (3 courses; 18 units) Each student must take at least one Strategy and Organizational Behavior elective and one IS/IT elective.
Fixed Sequence: Required courses must be taken during the specified mini-semesters, e.g., a student may not drop a required first-year course and take it during the second year.
The MBA/MSCF program reserves the right to change course times and offerings at any time during the academic year.
