The MSMF is STEM designated, ten (10) three-credit courses (6 required and 4 elective) program. All courses are 3 credits unless stated otherwise. The program offers two concentration, including, Risk Management and Data Science
|MATH||16:643:621||Mathematical Finance I||Fall|
|MATH||16:643:622||Mathematical Finance II||Spring||Math 621|
|ECON||16:220:607||Econometrics I||Fall||No credit with Stat 563|
|ECON||16:220:608||Econometrics II||Spring||Econ 607||No credit with Stat 565 or ISE 530|
|MATH||16:643:573||Numerical Analysis I||Fall|
|MATH||16:643:623||Computational Finance||Spring|| Math 573, 621, ECE 503
Corequisites: Math 622
|MATH||16:643:630||Seminar in Mathematical Finance
| Fall & Spring
(two semesters required)
The MSMF program offers the following concentrations:
- Data Science- The analysis of large data sets has become an important task for mathematical finance professionals and financial statistics and risk management professional in industry. Employers of our students in summer internship or full-time positions increasingly request evidence of expertise in advanced techniques in the analysis of big data and machine learning, in addition to expertise in mathematical finance or financial statistics and risk management. In response to this evolution within the financial industry, we seek to provide MSMF students with a concentration that can be tailored to their specific needs and will enhance their career opportunities.
2. Risk Management- The knowledge of statistical finance and risk management is useful for a professional working in mathematical finance and data science in the financial industry. There is strong industry demand for graduates with expertise in both areas. In response to this demand, we seek to provide MSMF students with a concentration that can be tailored to their specific needs and will enhance their career opportunities.