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 26 to October 20, 2013

• Financial Computing I
• Fixed Income
• MSCF Finance
• Presentations for Computational Finance
• Probability

Fall 2: October 23 to December 18, 2013

• Financial Computing II
• MSCF Deutsche Trading Competition
• Multi-Period Asset Pricing
• Options
• Statistical Inference

Spring 3: January 13 to March 7 2014

• Financial Computing III
• Financial Products and Markets
• Statistical and Machine Learning Methods for Financial Data
• Stochastic Calculus for Finance I

Spring 4: March 17 to May 9 2014

• Financial Time Series Analysis
• Macroeconomics for Computational Finance
• Simulation Methods for Option Pricing
• Stochastic Calculus for Finance II

Fall 1: 2014

• Financial Optimization
• Numerical Methods
• Statistical Arbitrage
• Studies in Financial Engineering

Fall 2: 2014
Choose four of five

• Advanced Derivative Modeling
• Financial Computing IV
• Financial Economics for Computational Finance
• Risk Management I
• Risk Management II