Students in the joint program are required to successfully complete 1250 units, following the standard curriculum requirements for the MSFM, toward which up to 300 units of 200-level courses may count, following the course guidelines below.
Given the interdisciplinary nature of quantitative finance and the MSFM, there are a variety of College courses that may be counted towards the MSFM. This list is not all-inclusive and is meant to serve as a guide (3) to prospective students, college advisors, and the MSFM program advisor (Assistant Director for Student Services). Additional courses will be considered, with petition to the MSFM Program Director. Petitions should be coordinated through the MSFM program advisor.
The following courses automatically count towards the MSFM:
BUSN 20820 (or BUSN 20820) Financial Econometrics
CMSC 27502 Advanced Algorithms
CMSC 25700. Natural Language Processing
ECON 21030 Econometrics - Honors
ECON 21200 Time Series Econometrics
MATH 23500 Markov Chains, Martingales, and Brownian Motion
MATH 21200 Advanced Numerical Analysis
STAT 24410 Statistical Theory and Methods
STAT 22400 Applied Regression Analysis
STAT 24620 Multivariate Statistical Analysis: Applications and Techniques
STAT 27400 Nonparametric Inference
Additional 200 and 300 level+ courses from any department on the topics of Machine Learning, Data Science, Scientific Computing, Statistical Estimation, Numerical Methods, and Stochastic Processes, subject to MSFM Program Director approval.