Curriculum

Courses are organized by quarter, with the fall quarter focusing on the mathematical foundations of the subject and an introduction to financial markets. The winter and spring quarters focus on topics such as statistical risk management, regression analysis, portfolio theory and applications of the mathematical theory of option pricing, as well as fixed income and foreign exchange derivatives. In summer quarter students can opt to receive practical training through Project Lab or an internship. The final fall quarter rounds off the degree with a variety of elective courses.  Because the concepts introduced build upon each other, part-time students should expect to take more foundational courses first, followed by the more advanced and applied courses. 

The minimum number of units to complete the degree is 1300, which may be reduced to 1200 via passing of a placement exam.

Students take all required courses, 300 units of computing (which may be reduced to 200 units via passing of a placement exam) plus 250 elective units.*

*Students who matriculated prior to 2018 must complete all required courses, 300 units of computing (which may be reduced to 200 units via passing of a placement exam) plus 300 elective units.

Click the thumbmails on the right to view the Curriculum Schedule and Curriculum Guide.