Full-Time Course Sequence

Earning the MSCF degree requires the satisfactory completion of twenty-five MSCF courses (150 units). (The MSCF program reserves the right to change course times and offerings at any point during the academic year.)

Fall 1: August 25 to October 18, 2009  

• Probability
• Macroeconomics for Computational Finance
• MSCF Finance
• Presentations for Computational Finance
• Financial Computing I

Fall 2: October 22 to December 17, 2009

• Statistical Inference
• Fixed Income
• Multi-Period Asset Pricing
• Options
• MSCF Deutsche Trading Competition

Spring 3: January 12 to March 6, 2010

• Linear Financial Models
• Stochastic Calculus for Finance I
• Financial Computing II
• Financial Products and Markets

Spring 4: March 16 to May 6, 2010

• Financial Time Series Analysis
• Financial Computing III
• Stochastic Calculus for Finance II
• Simulation Methods for Option Pricing

Fall 1: August 24 to October 17, 2010

• Statistical Arbitrage
• Financial Computing IV 
• Studies in Financial Engineering
• Advanced Derivative Modeling

Fall 2: October 21 to December 16, 2010

• Numerical Methods
  Choose three of four
• Quantitative Asset Management 
• Asset Pricing
• Topics in Quantitative Finance
• Credit Derivatives