Electives

The following courses are approved Financial Mathematics electives in the program. Students will be advised that enrollment in some of the courses outside of the Applied Mathematics and Statistics department will require permission from the department offering the course. We anticipate the creation of additional Financial Mathematics courses as additional staff are brought on board.

EN.553.641 Equity Markets and Quantitative Trading
EN.553.642 Investment Science
EN.553.643 Financial Computing in C++
EN.553.646 Risk Measurement/Management in Financial Markets
EN.553.647 Quantitative Portfolio Theory & Performance Analysis
EN.553.648 Financial Engineering and Structured Products
EN.553.649 Advanced Equity Derivatives
EN.553.688 Financial Computing
EN.553.748 Credit and Systemic Risk
EN.553.749 Advanced Financial Theory
EN.553.753 Commodities & Commodity Markets

The following are approved Applied Mathematics and Statistics Electives:

EN.553.600 Mathematical Modeling and Consulting
EN.553.628 Stochastic Processes & Applications to Finance II
EN.553.630 Introduction to Statistics
EN.553.632 Bayesian Statistics
EN.533.633 Monte Carlo Methods
EN.553.636 Data Mining
EN.553.661 Optimization in Finance
EN.553.667 Deep Learning in Discrete Optimization
EN.553.681 Numerical Analysis
EN.553.688 Financial Computing
EN.553.720 Probability Theory I (measure-theoretic)
EN.553.721 Probability Theory II (measure-theoretic)
EN.553.722 Introduction to Stochastic Calculus
EN.553.723 Markov Chains
EN.553.730 Statistical Theory I
EN.553.731 Statistical Theory II
EN.553.732 Bayesian Statistics
EN.553.740 Machine Learning
EN.553.761 Foundations of Optimization/Nonlinear Optimization I
EN.553.762 Optimization Algorithms/Nonlinear Optimization II
EN.553.763 Stochastic Search and Optimization
EN.553.764 Modeling, Simulation and Monte Carlo

EN.530.641 Statistical Learning for Engineers

EN.570.470 Applied Economics and Finance
EN.570.487 Financial Market Research (Last offered Fall 2015)
EN.570.493 Economic Foundations for Environmental Engineering and Policy Design
EN.570.607 Energy Policy and Planning Models

EN.601.633 Intro Algorithms
EN.601.644 Network Security
EN.601.675 Machine Learning
EN.601.682 Machine Learning: Deep Learning

AS.180.601 Microeconomic Theory I
AS.180.602 Microeconomic Theory II
AS.180.607 Applied Microeconomics
AS.180.611 Economics of Uncertainty/Economics of Information I
AS.180.612 Economics of Uncertainty/Economics of Information II
AS.180.633 Econometrics
AS.180.641 International Finance and Trade
AS.180.647 Topics in Economic Theory and Finance

BU.756.715 Financial Risk Management
BU.756.720 Fixed Income Securities

Back to top