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MSCF Part-Time Class of 2014

Curriculum for Part-Time MSCF Entering in 2011

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 2011. Students will graduate in May, 2014 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 '11 - '12

Mini Course # Course Title Units
Mini 1 46-901 Financial Computing I 6
  45-785 MSCF Finance 6
  46-921 Probability 6
Mini 2 46-941 Multi-Period Asset Pricing 6
  46-923 Statistical Inference 6
Mini 3 46-902 Financial Computing II 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 '12 - '13

Mini 1 46-956 Fixed Income 6
  46-936 Statistical Arbitrage 6
Mini 2  45-887 Financial Economics for Computational Finance 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 '13 - '14

Mini 1 46-976 Financial Optimization 6
  46-977 Studies in Financial Engineering 6
Mini 2 46-915 Advanced Derivative Modeling* 6
  46-954 Risk Management I* 6
  46-955 Risk Management II* 6
Mini 3 46-904 Financial Computing IV (taught via recorded video) 6
  46-971 Presentations for Computational Finance  6
Mini 4 46-950 Numerical Methods (taught via recorded video) 6
  46-975 Macroecoonomics for Computational Finance 6

 * choose one of three
 ** choose one of two

Refer to the MSCF Student Handbook for more detailed information.

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