Part-Time Course Sequence

Earning the part-time MSCF degree requires the satisfactory completion of twenty-five 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
• MSCF Finance
• Probability

Fall 2: October 23 to December 18, 2013

• Financial Computing II
• Statistical Inference

Spring 3: January 13 to March 7, 2014

• Financial Computing III
• Statistical and Machine Learning Methods for Financial Data

Spring 4: March 17 to May 9, 2014

• Macroeconomics for Computational Finance
• Financial Time Series Analysis

Fall 1: 2014

• Fixed Income
• Statistical Arbitrage

Fall 2: 2014

• Multi-Period Asset Pricing
• MSCF Deutsche Trading Competition
• Options

Spring 3: 2015

• Financial Products and Markets
• Stochastic Calculus for Finance I

Spring 4: 2015

• Simulation Methods in Option Pricing
• Stochastic Calculus for Finance II

Fall 1: 2015

• Financial Optimization
• Studies in Financial Engineering

Fall 2: 2015
Choose 2 of 3:

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

Spring 3: 2016

• Risk Management II (taught via recorded lectures)
• Financial Computing IV (taught via recorded lectures)

Spring 4: 2016

• Numerical Methods (taught via recorded lectures)
• Presentations for Computational Finance