Note: Many of the course titles were updated in Autumn 2017 along with the course numbers. The old course titles are used on this page for your convenience. To review course equivalency information, use this chart.
| REQUIRED COURSES | |
|---|---|
| CFRM 463 (1 NC) R Programming for Quantitative Finance |
CFRM 543 (4) Portfolio Optimization and Asset Management |
| CFRM 540 (2) Investment Science I |
CFRM 544 (4) Options and Derivatives |
| CFRM 541 (4) Investment Science II |
CFRM 546 (4) Risk Management II |
| CFRM 542 (4) Financial Data Modeling and Analysis in R |
CFRM 558 (4) Fixed Income Analytics and Portfolio Management |
| ELECTIVE COURSES | |
|---|---|
| CFRM 510 (4) Financial Data Access with SQL, Excel, and VBA |
CFRM 555 (4) Optimization Methods in Finance |
| CFRM 520 (2) Energy Markets Analytics and Derivatives |
CFRM 557 (4) Financial Software Development and Integration with C++ |
| CFRM 545 (4) Risk Management I |
CFRM 559 (4) Stochastic Calculus for Derivatives |
| CFRM 547 (4) Credit Risk Management |
CFRM 560 (4) Actuarial Models and Estimation |
| CFRM 548 (4) Monte Carlo Simulation Methods in Finance |
CFRM 561 (4) Advanced Trading Systems |
| CFRM 551 (4) Introduction to Trading Systems |
CFRM 500 (varies) Special Topics in Computational Finance (Subject varies) |
| CFRM 552 (4) Portfolio Performance Analysis & Benchmarking |
AMATH 582 (5) Computational Methods for Data Analysis |
| CFRM 553 (4) Financial Time Series Forecasting Methods |
AMATH 583 (5) High Performance Scientific Computing |
| CFRM 554 (2) Endowment and Institutional Investment Management |
CFRM 600 Independent Research or Study |
| CFRM 601 Internship |
CFRM 700 (variable credits, minimum of 9 credits required) Master’s Thesis |