Mini-Semester

Courses

Fall 1, 2009

Probability
Financial Computing I 
MSCF Finance

Fall 2, 2009

Statistical Inference
Multi-Period Asset Pricing

Spring 3, 2010

Linear Financial Models
Financial Computing II

Spring 4, 2010

Financial Time Series Analysis
Financial Computing III

Fall 1, 2010

Macroeconomics for Comp Finance
Statistical Arbitrage

Fall 2, 2010

Options
Fixed Income
MSCF Deutsche Trading Competition

Spring 3, 2011

Stochastic Calculus for Finance I
Financial Products and Markets 

Spring 4, 2011

Stochastic Calculus for Finance II
Simulation Methods in Option Pricing

Fall 1, 2011

Studies in Financial Engineering 
Advanced Derivative Modeling

Fall 2, 2011

Choose two of three:
Dynamic Asset Management 
Topics in Quantitative Finance
Asset Pricing

Spring 3, 2012

Credit Derivatives
Financial Computing IV 

Spring 4, 2012

Numerical Methods
Presentations for Comp Finance