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

tbielecki@iit.edu