Course Schedule 2015-2016

Below are the course offerings for the 2015-2016 academic year.

 

 

Summer 2015

September    2015

Autumn 2015

Winter 2016

Spring 2016

Summer 2016

CFRM 520 (2)

Energy Markets Analytics and Derivatives   *A Term Only*

CFRM 540 (2)

Investment Science I

CFRM 541 (4)

Investment Science II

CFRM 542 (4)

Financial Data Modeling/Analysis with R

CFRM 543 (4)

Portfolio Optimization & Asset Management

TBA

CFRM 561 (4)

Advanced Trading Systems

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.