Course Schedule 2014-2015

 

During the late spring and early summer the CFRM faculty reviewed the 2013-2014 course offerings. This included gathering considerable input from the student cohort concerning the course offerings in our curriculum. As a consequence, the course offerings for 2014-2015 have been modified somewhat relative to 2013-2014 in order to improve the overall curriculum. The resulting course offerings and timing information is provided below.

 

 

September

Autumn

Winter

Spring

CFRM 500 (2)

Introduction to Investment Science

CFRM 541 (4)

Investment Science

CFRM 542 (4)

Financial Data Modeling/Analysis with R

CFRM 543 (4)

Portfolio Optimization & Asset Management

CFRM 463 (1 NC)

R Programming for Quantitative Finance

CFRM 544 (4)

Options & Derivatives

CFRM 558 (4)

Fixed Income Analytics & Portfolio Management

CFRM 546 (4)

Financial Risk Management II

 

CFRM 510 (4)

Financial Data Access with SQL, VBA, Excel

CFRM 557 (4)

Finance Software & Systems Integration with C++

CFRM 548 (4)

Monte Carlo Methods in Finance

 

CFRM 547 (4)

Credit Risk Management

CFRM 559 (4)

Stochastic Calculus for Derivatives

CFRM 551 (4)

Foundations of Electronic Trading

 

CFRM 555 (4)

Optimization Methods in Finance

AMATH 582 (5)

Computational Methods for Data Analysis

AMATH 583 (5)

High Performance Scientific Computing

*(#) indicates the number of credits.

*NC = no credit applied towards the MS-CFRM degree.

*Courses in bold are required for the MS-CFRM effective autumn 2014; other courses shown may be taken as electives.

*CFRM 463 and CFRM 510 exemptions require Professor Yollin approval.