2021 - 2022 Graduation Requirements

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
    • or STAT 22400/PBHS 32400 - Applied Regression Analysis 
    • or STAT 32950 - Multivariate Statistical Analysis: Applications and Techniques 
    • or BUSN 41100 - Applied Regression Analysis 
    • or BUSN 41201 - Big Data 
  • 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 reqs)
  • 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 reqs)

• Computing Courses - 400 units
  • At least 100 units from:
    • FINM 32500 - Computing for Finance in Python
    • FINM 33160 - Machine Learning for Finance
  • At least 100 units from: 
    • FINM 32600 - Computing for Finance in C++
    • FINM 32700 - Advanced Computing for Finance
  • 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