Required Courses
In partial fulfillment of the Master of Science degree in Financial Mathematics, students must fulfill six required courses, with two from each of the following three core areas:
- Statistical Methods and Models
- Modeling, Simulation and Computing
- Finance
The selection of these courses is to be done in consultation with the Program Director. The following courses can be counted toward the six required courses:
FINANCE 622 Dynamic Asset Pricing Theory
MATH 236 Introduction to Stochastic Differential Equations
MATH 238 (same as STATS 250) Mathematical Finance
MATH 239 Computation and Simulation in Finance
MATH 240 Topics in Financial Mathematics: Fixed Income Models
MS&E 347 Credit Risk: Modeling and Management
STATS 240 Statistical Methods in Finance
STATS 241 Financial Modeling Methodology and Applications
STATS 242 Algorithmic Trading and Quantitative Strategies
STATS 243 Statistical Methods and Models for Risk Management and Surveillance
STATS
315A Modern Applied Statistics: Learning
STATS 315B Modern Applied Statistics: Data Mining
STATS 362 Monte Carlo
The course descriptions for the prerequisite and elective courses can be found in the Stanford Bulletin.
At the Program Director's discretion, courses taken previously that are equivalent to the above may be waived; in which case they must be replaced by elective courses in the same subject area.
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