For those students who entered the Financial Mathematics program in Fall 2021, degree requirements are as follows:
Units for Degree Completion: 1250
- Core Courses - 400 units
- FINM 33000 - Mathematical Foundations of Option Pricing
- FINM 33150 - Regression Analysis and Quantitative Trading Strategies
- FINM 34000 - Probability and Stochastic Processes
- or FINM 34510 - Stochastic Calculus I
- or STAT 31700 - Introduction to Probability Models (if taken, 50 of these units will be attributed to elective requirements)
- FINM 36700 - Portfolio Theory and Risk Management I
- FINM 36702 - Portfolio Credit Risk: Modeling and Estimation
- or FINM 35500 - Corporate and Credit Securities (if taken, 50 of these units will be attributed to elective requirements)
- Computing Courses - 400 units
- At least 100 units from:
- At least 100 units from:
- Other Computing Courses (if needed to reach 400 units) from among:
- FINM 32000 - Numerical Methods
- FINM 32950 - Introduction to HPC in Finance
- FINM 33165 - Probabilistic Programming and Deep Learning
- FINM 33210 - Bayesian Statistical Inference and Machine Learning I
- FINM 33220 - Bayesian Statistical Inference and Machine Learning II
- Elective Courses - 450 units
Any FinMath courses taken in excess of the requirements count towards Electives.
Click here to see the Curriculum Guide for 2021-2022.