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MSCF Full-Time Class of 2014

Curriculum for Full-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 Full-Time MSCF students entering in 2012. Students will graduate in December, 2013 and are considered the Class of 2014.

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

Mini Course # Course Title Units
Mini 1  46-901 Financial Computing I 6
  46-956 Fixed Income 6
  45-785 MSCF Finance 6
  45-789 Presentations for computational Finance 6
  46-921 Probability 6
Mini 2 46-902 Financial Computing II 6
  46-980 MSCF Deutsche Trading Competition 0
  46-941 Multi-Period Asset Pricing 6
  45-885 Options 6
  46-923 Statistical Inference 6
Mini 3 46-903 Financial Computing III 6
  45-987 Financial Products and Markets 6
  46-926 Statistical and Machine Learning Methods for Financial Data 6
  46-944 Stochastic Calculus I 6
Mini 4 46-929 Financial Time Series Analysis 6
  45-986 Macroeconomics for Computational Finance 6
  46-932 Simulation Methods for Option Pricing 6
  46-945 Stochastic Calculus II 6

Second Year

Mini 1 46-976 Financial Optimization 6
  46-950 Numerical Methods 6
  46-936 Statistical Arbitrage 6
  46-977 Studies in Financial Engineering 6
Mini 2 46-915  Advanced Derivative Modeling* 6
  46-904 Financial Computing IV* 6
  46-978 Financial Economics for Computational Finace* 6
  46-954 Risk Management I* 6
  46-955 Risk Management II* 6

* Choose four of five

Refer to the MSCF Student Handbook for more detailed information.

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