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 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|
|Mini 2||46-9||Financial Computing II||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|
|Mini 2||46-941||Multi Period Asset Pricing||6|
|46-980||MSCF Deutsche Trading Competition||0|
|Mini 3||46-974||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||46-976||Financial Optimization||6|
|46-977||Studies in Financial Engineering||6|
|Mini 2||46-915||Advance Derivative Modeling*||6|
|46-978||Financial Economics for Computational Finance*||6|
|46-954||Risk Management I*||6|
|Mini 3||46-955||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|
|46-971||Presentations for Computational Finance||6|
* choose two of three
Refer to the MSCF Student Handbook for more detailed information.