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 Futures, Options, and OTC Derivatives

Semester Two, Spring

Class Number Course Title
MATH 588 Advanced Quantitative Risk Management
MATH 582 Mathematical Finance II
MATH 586 Theory and Practice of Fixed Income Modeling

Internship or two electives

Semester Three, Fall

Class Number Course Title
MATH 565 Monte Carlo Methods in Finance
MSF 526 Computational Finance

One or two electives chosen from:

MATH 587 Theory and Practice of Modeling Credit Risk and Credit Derivatives
MATH 512 Partial Differential Equations
MATH 543 Stochastic Analysis
MATH 544

Stochastic Dynamics

MSF 575 C++ with Financial Applications

Semester Four, Spring
(if needed to complete 33 credits)
Two to three electives chosen from:

Class Number Course Title
MSF 566 Financial Time Series Analysis
MSF 576 OOP and Algorithmic Trading Systems
MATH 544 Stochastic Dynamics
MATH 569 Statistical Learning
MATH 589 Numerical Methods for PDEs

For all academic questions please contact:

Professor Tomasz R. Bielecki, Master of Mathematical Finance program director