Beginning with the 2022-2023 academic year, the Financial Mathematics program is offering concentrations within the Masters degree. Students are able to earn multiple concentrations, each of which will be officially recognized on the graduate's transcript unless opted out.
300 units needed (350 available)
Autumn Quarter
FINM 32500 - Computing for Finance in Python (100 units) - Computing
FINM 35910 - Applied Algorithmic Trading (50 units) - Trading & Portfolio Management
FINM 37601 - Mathematical Market Microstructure (50 units) - Trading & Portfolio Management
Winter Quarter
FINM 33150 - Quantitative Trading Strategies (100 units) - Trading & Portfolio Management
Spring Quarter
FINM 36702 - Portfolio Credit Risk (50 units) - Trading & Portfolio Management
350 units needed (600 available)
Autumn Quarter
FINM 32500 - Computing for Finance in Python (100 units) - Computing
FINM 31200 - Blockchains and Cryptoassets for Finance (50 units) - Markets
Winter Quarter
FINM 32600 - Computing for Finance in C++ (100 units) - Computing
Spring Quarter
FINM 32000 - Options: Numerical Methods (100 units) - Markets
FINM 32700 - Advanced Computing for Finance (100 units) - Computing
Summer Quarter
FINM 31400 - Introduction to Blockchain and Smart Contracts (100 units) - Cross-Listed
FINM 32950 - Introduction to HPC in Finance (50 units) - Machine Learning & Algorithms
350 units needed (900 available*)
Autumn Quarter
FINM 33165 - Generative Models (100 units) - Machine Learning and Algorithms
FINM 33220 - Bayesian Statistical Inference and Machine Learning II (50 units) - Machine Learning and Algorithms
FINM 34800 - Modern Applied Optimization - Machine Learning and Algorithms
Winter Quarter
FINM 33150 - Quantitative Trading Strategies (100 units) - Trading & Portfolio Management
FINM 33160 - Machine Learning for Finance (100 units) - Machine Learning and Algorithms
FINM 33170 - Financial Statistics (100 units) - Cross-Listed
BUSN 41204 - Machine Learning (100 units) - Machine Learning and Algorithms
Spring Quarter
FINM 33210 - Bayesian Statistical Inference and Machine Learning I (50 units) - Machine Learning & Algorithms
BUSN 41201 - Big Data (100 units) - *Cross-Listed
MSCA 31006 - Time Series Analysis and Forecasting (100 units) - *Cross-Listed
STAT 32950 - Multivariate Statistical Analysis: Applications and Techniques (100 units) - *Cross-Listed
*subject to the enrollment restrictions of each department
300 units needed (350 available)
Autumn Quarter
FINM 33000 - Option Pricing (100 units) - Foundations
Winter Quarter
FINM 34500 - Stochastic Calculus (100 units) - Foundations
FINM 34510 - Stochastic Calculus I (50 units) - Foundations
FINM 37500 - Fixed Income Derivatives (50 units) - Markets
Spring Quarter
FINM 32000 - Options: Numerical Methods (100 units) - Markets
In the quarter of the student's graduation, the program will inform the student of the concentrations earned. It will be at this time that the student will confirm their intent to have the concentration awarded.