GRADUATE SCHOOL OF NATURAL AND APPLIED SCIENCES
MS in Financial Mathematics

 

Curriculum
 
1st Year Fall Semester
Course Code Course Name Lecture Laboratory Credit
ECON 527 Financial Economics 3 0 3
ELEC 001 Elective Course I
MATH 505 Advanced Mathematical Analysis 3 0 3
STAT 503 Probability Theory 3 0 3
 
1st Year Spring Semester
Course Code Course Name Lecture Laboratory Credit
FM 506 Stochastic Processes in Finance 3 0 3
GSNS 595 Seminar 0 0 0
ITF 507 Financial Management 3 0 3
MATH 504 Statistics 3 0 3
MATH 508 Partial Differential Equations 3 0 3
 
2nd Year Fall Semester
Course Code Course Name Lecture Laboratory Credit
ECON 516 Institutional Risk Management 3 0 3
ELEC 002 Elective Course II
FM 597 Term Project 0 0 0
STAT 557 Time Series Analysis 3 0 3
 
Elective Courses
Course Code Course Name Lecture Laboratory Credit
ECON 517 Financial Econometrics 3 0 3
ECON 525 Investment Banking 3 0 3
FM 551 Scientific Computation and Simulation in Finance 3 0 3
MATH 552 Copula Theory and Its Application in Finance 3 0 3
MATH 553 Optimization 3 0 3
STAT 563 Statistical Decision Theory 3 0 3