This is a professional master’s program that prepares students for careers in quantitative finance. Course work covers mathematical background, financial theory and models, computational techniques, and practicalities of financial markets and instruments. Instructors include Courant Institute faculty and New York City finance professionals. There is a strong career placement component.
Coursework: Students must complete 36 points of coursework and a master’s project. The Mathematics in Finance Master’s Degree Curriculum consists of 12 courses, 8 required courses (24 points) and 4 elective courses (12 points). The required courses are the following: MATH-GA 2791, Derivative Securities, MATH-GA 2902, Stochastic Calculus, MATH-GA 2792, Continuous Time Finance, MATH-GA 2043 or 2048, Scientific Computing or Scientific Computing in Finance, MATH-GA 2045, Computational Methods for Finance, MATH-GA 2751, Risk and Portfolio Management with Econometrics, MATH-GA 2041, Computing in Finance, and MATH-GA 2755, Project and Presentation.