For course listings including electives and additional program requirements, visit the Graduate Bulletin page for the Master of Mathematical Finance. For full course descriptions and syllabi, visit the Department of Applied Mathematics course syllabi page.
Suggested/Typical Study Schedule for a Full-Time M.M.F. Student
Semester One, Fall
| Class Number | Course Title |
|---|---|
| MATH 542 | Stochastic Processes |
| MATH 548 | Mathematical Finance I |
| MSF 505 or MSF 524 |
Futures, Options, and OTC Derivatives or Models for Derivatives |
Semester Two, Spring
The following core courses, plus one or two electives
| Class Number | Course Title |
|---|---|
| MATH 588 | Advanced Quantitative Risk Management |
| MATH 582 | Mathematical Finance II |
Semester Three, Fall
The following core course, plus one or two electives
| Class Number | Course Title |
|---|---|
| MATH 565 | Monte Carlo Methods in Finance |
| MATH 527 | Machine Learning in Finance |
Semester Four, Spring
(if needed to complete 30 credits)
Two to three electives
For all academic questions please contact:
Professor Tomasz R. Bielecki, Master of Mathematical Finance program director
312.567.3165