Program Curriculum (MSMF)

In addition to the 22 credits of the core courses, the program requires at least 12 credits of Mathematics, Computer Science and Finance electives. The program is structured to be completed in three semesters of study.

Note: The students may be admitted to the program with only one semester of introductory Computer Science. Students who are not proficient in C, C# or C++ may be required to take CSC 322: C Programming and UNIX during their first or second semester in the program.

MSMF Curriculum

Semester 1 (Fall)

  • MTH 642 (Statistical Analysis)
  • MTH 647 (Introduction to Mathematical Finance)
  • FIN 650 (Financial Investments)
  • one elective.

Semester 2 (Spring)

  • MTH 643 (Statistical Analysis II with Financial Applications)
  • MTH 648 (Stochastic Calculus with Applications to Finance)
  • FIN 651 (Advanced Topics in Investments)
  • one elective
  • CSC 322 (if required).

Summer internship or summer project (optional).

Semester 3 (Fall)

  • MTH 645 (Optimization Methods)
  • MTH 649 (Computational Methods of Finance)
  • one or two FIN electives
  • Additional elective course, if needed to complete the program.

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