Course Schedule 2014-2015

Below are the course offerings for the 2014-2015 academic year.

The 2015-2016 schedule will be posted at the conclusion of spring quarter 2015.

 

September 2014

Autumn 2014

Winter 2015

Spring 2015

Summer 2015

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 520 (2)

Energy Markets Analytics and Derivatives   *B Term Only*

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 561 (4)

Advanced Trading Systems

 

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

CFRM 500 (1)

Special Topics: Endowment and Institutional Investment Management

 
     

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.