REQUIRED COURSES | |
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CFRM 501 (4) Investment Science |
CFRM 504 (4) Options and Other Derivatives |
CFRM 502 (4) Financial Data Science |
CFRM 505 (4) Monte Carlo Methods in Finance |
CFRM 503 (4) Asset Allocation and Portfolio Management |
CFRM 509 (2) Ethics in the Finance Profession |
One of the following two courses: | |
CFRM 506 (4) Financial Data Access & Analysis with SQL, VBA, and Excel |
CFRM 507 (4) Optimization Methods in Finance |
ELECTIVE COURSES | |
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CFRM 500 (variable credit) Special Studies in Computational Finance |
CFRM 520 (4) Financial Software Development and Integration with C++ |
CFRM 521 (4) Machine Learning for Finance |
CFRM 522 (4) Introduction to Trading Systems |
CFRM 523 (4) Advanced Trading Systems |
CFRM 524 (4) Advanced C++ for Finance |
CFRM 525 (4) FinTech, Blockchains, & Cryptocurrencies |
CFRM 530 (4) Fixed Income Analytics |
CFRM 531 (4) Portfolio Performance Analysis & Benchmarking |
CFRM 532 (2) Endowment and Institutional Investment Management |
CFRM 540 (4) Risk in Financial Institutions |
CFRM 541 (4) Quantitative Risk Management |
CFRM 542 (4) Credit Risk Management |
CFRM 550 (4) Stochastic Calculus for Quantitative Finance |
CFRM 580 (2) Energy Markets Analytics and Derivatives |
CFRM 586 (4) Financial Time Series Forecasting Methods |
AMATH 582 (5) Computational Methods for Data Analysis |
AMATH 583 (5) High Performance Scientific Computing |
CFRM 600 Independent Research or Study |
CFRM 700 (variable credits, minimum of 9 credits required) Master’s Thesis |