Electives

Financial Mathematics 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.

AMS Financial Mathematics Courses

EN.550.441/EN.553.641 Equity Markets and Quantitative Trading
EN.550.443/EN.553.643 Financial Computing in C++
EN.550.446/EN.553646 Risk Measurement/Management in Financial Markets
EN.550.447/EN.553.647 Quantitative Portfolio Theory & Performance Analysis
EN.550.448/EN.553.648 Financial Engineering and Structured Products
EN.550.449/EN.553.649 Advanced Equity Derivatives
EN.550.510/EN.553.510 Readings in Actuarial Mathematics
EN.550.648/EN.553.748 Credit and Systemic Risk
EN.550.649/EN.553.749 Advanced Financial Theory
EN.550.653/EN.553.753 Commodities & Commodity Markets

Geography and Environmental Engineering Courses

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

Economics Courses

180.601 Microeconomic Theory I
180.602 Microeconomic Theory II
180.607 Applied Microeconomics
180.611 Economics of Uncertainty/Economics of Information I
180.612 Economics of Uncertainty/Economics of Information II
180.641 International Finance and Trade

 

Finance Courses offered by Carey Business School

756.715 Financial Risk Management
756.720 Fixed Income Securities

 

Applied Mathematics and Statistics Electives
The following are approved Applied Mathematics and Statistics Electives:

Probability Theory/Probabilistic Models

EN.550.428/EN.553.628 Stochastic Processes & Applications to Finance II
EN.550.622/EN.553.720 Introduction to Stochastic Calculus
EN.550.620/EN.553.720 Probability Theory I (measure-theoretic)
EN.550.621/EN.553.721 Probability Theory II (measure-theoretic)
EN.550.723/EN.553.723 Markov Chains

Statistical Inference/Decision Theory/Data Analysis

EN.550.436/EN.553.636 Data Mining
EN.550.630/EN.553.730 Statistical Theory I
EN.550.631/EN.553.731 Statistical Theory II
EN.550.632/EN.553.732 Bayesian Statistics
AS.180.633 Econometrics

Optimization/Operations Research

EN.550.661/EN.553.761 Foundations of Optimization/Nonlinear Optimization I
EN.550.662/EN.553.762 Optimization Algorithms/Nonlinear Optimization II
EN.550.663/EN.553.763 Stochastic Search and Optimization

Numerical Analysis/Scientific Computation

EN.550.400/EN.553.600 Mathematical Modeling and Consulting
EN.550.664/EN.553.764 Modeling, Simulation and Monte Carlo
EN.550.681/EN.553.781 Numerical Analysis

 

 

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