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MSCF Full-Time Class Of 2009

Tracking Your Curriculum

Students can track their progress in the Student Services Online system. Your curriculum has been entered into the database and is updated as you complete courses. You may also visit the Student Services office for a personal review of your academic audit.
 

Curriculum for Full-Time MSCF Entering in 2008

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 2008.

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  45-711 Introduction to Computational Finance 6
  46-901 Financial Computing I 6
  46-921 Probability 6
  45-906 Financial Products and Markets 6
  45-795 Presentations for Computational Finance 6
Mini 2 46-980 MSCF Deutsche Trading Competition 0
  46-956 Fixed Income 6
  46-902 Financial Computing II 6
  46-923 Statistical Inference 6
  46-941 Multi-Period Asset Pricing  6
 Mini 3 45-814 Options 6
  46-903 Financial Computing III 6
  46-926 Linear Financial Models 6
  46-944 Stochastic Calculus I 6
Mini 4 45-905 Macroeconomics 6
  46-932 Simulation Methods for Option Pricing 6
  46-929 Financial Time Series Analysis 6
  46-945 Stochastic Calculus II 6

 Second Year
Mini 1 46-915 Advanced Derivative Modeling 6
  45-816 Studies in Financial Engineering 6
  46-904 Financial Computing IV 6
  46-936 Statistical Arbitrage 6
Mini 2 46-950 Numerical Methods 6
  46-955 Topics in Quantitative Finance* 6
  45-908 Quantitative Asset Management* 6
  45-903 Credit Derivatives* 6
  45-848 Asset Pricing* 6

* Choose three of four

Refer to the MSCF Student Handbook for more detailed information.

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