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MSCF Part-Time Class of 2015

Curriculum for Part-Time MSCF Entering in 2012

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 Part-Time MSCF students entering in 2012. Students will graduate in May, 2015 and are considered the Class of 2015.

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 '12 - '13
Mini Course # Course Title Units
Mini 1 46-901 Financial Computing I 6
  45-785 MSCF Finance 6
  46-921 Probability 6
Mini 2 46-9 Financial Computing II 6
  46-923 Statistical Inference 6
Mini 3 45-986 Macroeconomics for Computational Finance 6
  46-926 Statistical and Machine Learning Methods for Financial Data 6
Mini 4 46-903 Financial Computing III 6
  46-929 Financial Time Series Analysis 6

Second Year '13 - '14
Mini 1 46-956 Fixed Income 6
  46-936 Statistical Arbitrage 6
Mini 2  46-941 Multi Period Asset Pricing 6
  46-980 MSCF Deutsche Trading Competition 0
  45-885 Options 6
Mini 3 45-987 Financial Products and Markets 6
  46-944 Stochastic Calculus for Finance I 6
Mini 4 46-932 Simulation Methods for Option Pricing 6
  46-945 Stochastic Calculus for Finance II 6

Third Year '14 - '15
Mini 1 45-988 Financial Optimization 6
  45-886 Studies in Financial Engineering 6
Mini 2 46-915 Advance Derivative Modeling* 6
  45-887 Financial Economics for Computational Finance* 6
  46-954 Risk Management I* 6
Mini 3 45-985 Risk Management II (taught via recorded video) 6
  46-904 Financial Computing IV (taught via recorded video) 6
Mini 4 46-950 Numerical Methods (taught via recorded video) 6
  45-789 Presentations for Computational Finance 6

 * choose two of three

Refer to the MSCF Student Handbook for more detailed information.

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