Elective Courses
Each candidate must take at least six approved elective courses from the list below, with two from each of the three core areas:
- Stochastic Processes and Statistics
- Differential Equations, Modeling, Simulation and Computing
- Finance
Other elective courses may be authorized by the Program Director if they provide skills relevant to financial mathematics and do not overlap with courses in the candidate's program.
Descriptions for the prerequisite and elective courses can be found in the Stanford Bulletin.
Mathematics (MATH):
136 Stochastic Processes - same as STATS 219
180 Introduction to Financial Mathematics
205A/B Real Analysis
220 PDE of Applied Mathematics
222A Computational Methods for Fronts, Interfaces, and Waves
227 Partial Differential Equations and Diffusion Processes
236 Introduction to Stochastic Differential Equations
237 Default and Systemic Risk
238 (same as STATS 250) Mathematical Finance
239 Computation and Simulation in Finance
240 Topics in Financial Mathematics: Fixed Income Models
256A/B Partial Differential Equations
261A/B Functional Analysis
266 Time Frequency Analysis and Wavelets
Statistics (STATS):
202 Data Mining and Analysis
206 Applied Multivariate Analysis
207 Introduction to Time Series Analysis
212 Applied Statistics with SAS
219 Stochastic Processes - same as MATH 136
220 Continuous Time Stochastic Control
227 Statistical Computing
235 Decision Making in Financial Services
237 Theory of Investment Portfolios and Derivative Securities
238 Policy & Strategy Issues in Financial Engineering
240 Statistical Methods in Finance
241 Financial Modeling Methodology and Applications
242 Algorithmic Trading and Quantitative Strategies
243 Statistical Methods and Models for Risk Management and Surveillance
252 Data Mining and Electronic Business
254 Correspondence Analysis and Related Methods one time offering Aut 08-09
305 Introduction to Statistical Modeling
306A Methods for Applied Statistics
310A/B/C Theory of Probability
315A/B Modern Applied Statistics
317 Stochastic Processes
318 Modern Markov Chains
322 Function Estimation in White Noise
324 Multivariate and Random Matrix Theory
343 Time Series Analysis
362 Monte Carlo
376A Information Theory
Computer Science (CS):
106A Introduction to Computers
106B Programming Abstractions
106X Programming Abstractions (Accelerated)
193D C++
224M Multi-Agent Systems
229 Machine Learning
249A Object-Oriented Programming : A Modeling and Simulation Perspective
261 Optimization and Algorithmic Paradigms
295 Software Engineering
339 Topics in Numerical Analysis
365 Randomized Algorithms
Economics (ECON):
190 Introduction to Financial Accounting
202N-203N Core Economics: Modules 1 and 2, 5 and 6 - For Non-Economics Ph.D. Students
210 Core Economics: Modules 3 and 7
211 Core Economics: Modules 11 and 12
269 International Financial Markets and Monetary Institutions
275 Time Series Econometrics
281 Economics of Uncertainty
284 Topics in Dynamic Economics
Management Science & Engineering (MS&E):
242H Investment Science Honors
247G (same as GSB F323)* International Financial Management
247S International Investments
272 Entrepreneurial Finance
310 Linear Programming
311 Optimization
312 Advanced Methods in Numerical Optimization
313 Vector Space Optimization
322 Stochastic Calculus and Control
323 Stochastic Simulation
339 Approximate Dynamic Programming
341 Advanced Economic Analysis
342 Advanced Investment Science
347 Credit Risk: Modeling and Management
345 Advanced Topics in Financial Engineering
348 Optimization of Uncertainty and Applications in Finance
349 Capital Deployment
351 Dynamic Programming and Stochastic Control
444* Investment Practice
445 Projects in Wealth Management
Computational & Mathematical Engineering (CME):
340 Computational Methods in Data Mining
Graduate School of Business (GSB):
FINANCE:
320* Debt Markets
326* Derivative Securities
328* Portfolio Management
620* Financial Markets I
621* Financial Markets II
622* Dynamic Asset Pricing Theory
629* Tax and Finance seminar
Economic
Analysis and Policy:
MGTECON600* Microeconomic Analysis I
MGTECON604* Econometric Methods II
MGTECON609* Applied Econometric and Economics Research
Operations, Information, and Technology:
OIT 667* Revenue Management
* - indicate courses of limited enrollment and/or the instructor's preapproval is needed for registration
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