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​MS in Finance —  Quantitative Track (MSFQ) Curriculum

The MSFQ curriculum fuses mathematical tools with a strategic understanding of business decision-making. The MSFQ track holds a STEM (Science, Technology, Engineering and Mathematics) designation.

In the Quantitative Finance track, students take courses to develop a skill set similar to a Financial Engineering program while still including course work in corporate finance, investments and financial markets. The 3-semester, 17-month program consists of a minimum of 39 credit hours. A minimum 3.0 grade point average must be maintained for graduation eligibility.

QUANTITATIVE FINANCE COURSES

Online Foundation Workshops beginning in July

These workshops are assigned as needed and are pass/fail.
  • Introduction to Finance
  • Introduction to Financial Accounting
  • Intermediate Financial Accounting

Fall Semester (16.5 credits)

Fall A Fall B
FIN 524 Options & Futures (1.5)
FIN 532 Investment Theory (1.5)
FIN 538 Stochastic Foundations for Finance (1.5)
MGT 537 Invest in Your Career (0)
FIN 524B Derivative Securities (1.5)
FIN 532B Data Analysis for Investments (1.5)

Choose one:
FIN 527 Financial Markets (1.5) (preferred) OR
FIN 521 Financial Intermediation (1.5) (offered in 3rd semester Fall A term)
MEC 537 Data Analysis, Forecasting and Risk Analysis (3)
CSE 501N Programming Concepts & Practices, plus lab (Java Programming) (3)
MGT 560F Professional Business Communication (1.5)

Spring Semester (16.5 credits)

Spring A Spring B
FIN 525 Fixed Income Securities (1.5)
FIN 534 Adv. Corporate Finance I - Valuation (1.5)
FIN 539 Mathematical Finance (1.5)
FIN 551 Adv. Credit Risk Modeling (1.5)
FIN 534B Adv. Corporate Finance II - Financing (1.5)
FIN 500Q Quantitative Risk Management (3)
FIN 537 Advanced Derivative Securities (3)

Choose one:
MKT 500S Predictive Analytics for Business Decision Making (3)
MKT XXX Database Design and SQL (3)* - Course number not yet available.
CSE 502N Fundamentals of Computer Science (3)
CSE 503S Rapid Prototype Development and Creative Programming (3)
CSE 504N Object-Oriented Software Development Laboratory (3)
CSE 511A Introduction to Artificial Intelligence (3) offered in Fall Semester only; can be taken in final semester
CSE 514A Data Mining (3)
CSE 517A Machine Learning (3)
CSE 530A Database Management Systems (3)

Second Fall Semester (6 credits)

Fall A Fall B
FIN 500R Topics in Quantitative Finance (1.5)
FIN 552 Fixed Income Derivatives (1.5)

If FIN 527 not taken in first Fall B term:
FIN 521 Financial Intermediation (1.5)

Full-semester courses:
FIN 500K Finance Consulting Projects (3)

39 CREDITS TOTAL
Academic Director - Hong Liu
Download MSFQ Course Descriptions (PDF)
Download MSFQ Curriculum (PDF)

Information updated as of 6/10/2016. Curriculum is subject to change.

Note to International Students:

Additional English courses may be added or waived based on an English assessment upon arrival. The pass/fail grade you receive will not count toward your GPA.

Transfer of Credit

Olin Business School will accept up to nine credits of graduate coursework taken at another AACSB accredited institution if the grades you earned are "B" or better, and the Academic Review Committee judges the courses to be equivalent to Olin MSF classes in quality and content. Submit the course syllabus and transcript to your academic advisor upon enrollment.