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Academic Affairs
NYU Stern

MS Mathematics in Finance/MBA


Degree Requirements

MBA Program Outline 
Required Core*6
Menu Core12
Professional Responsibility1.5
Elective Courses16.5
Total36**
MS Mathematics in Finance Program Outline
 
Required Courses18
Intermediate Elective Courses9
Advanced Elective Courses9
Total36**


Program Sequence
 

 FallSpring
First YearCourant Courses (12)Courant Courses (12)
Second YearStern Core + Courant Course (15)Stern Core & Elective(s) (16.5)
Third YearStern Capstone Core & Courant Electives (16.5) 

Total credits required to complete both degrees = 72

*Required Core courses include COR1-GB.1306: Financial Accounting & Reporting and COR1-GB.2311: Foundations of Finance.  This program assumes demonstrated proficiency in COR1-GB.1305: Statistics & Data Analysis before matriculating at Stern.  COR1-GB.1305: Foundations of Finance has been made required and removed from Menu Core options as it is a prerequiste for later courses.
**Some courses are cross-listed
 

MS Mathematics in Finance/MBA - Full Time Student - 72 total credits

 

First Year (Courant)

Modules
Courses
Credits

Fall 1
September – December
(12 credits)
 MATH-GA.2791 Derivative Securities
 MATH-GA.2751 Risk & Portfolio Management with Econometrics
 MATH-GA.2902 Stochastic Calculus
 MATH-GA.2041 Computing in Finance
3
3
3
3

Spring 1
February – May
(12 credits)
 MATH-GA.2792 Continuous Time Finance
 MATH-GA.2043 Scientific Computing

Choose TWO of the following six spring level 2 courses (3 credits each):

 MATH-GA.2706 PDE for Finance
 MATH-GA.2753 Advanced Risk Management
 MATH-GA 2708 Algorithmic Trading and Quantitative Strategies
 MATH-GA 2796 Mortgage-Backed Securities and Energy Derivatives
 MATH-GA 2752 Active Portfolio Management
 MATH-GA.2798 Interest Rate and FX Models
3
3

6

Summer 1
May – June
Internship (through Courant career services)

 

 

Second Year (Stern)

Modules
Courses
Credits
 
Fall 2
September – December
(15 credits)
Business Writing Proficiency (summer)
Launch
Management Communication Forum

 COR1-GB.1306 Financial Accounting & Reporting
 COR1-GB.2311 Foundations of Finance

Choose at least TWO of the following three menu core courses (3 credits each):

 COR1-GB.2301 Strategy
 COR1-GB.1303 Firms & Markets
 COR1-GB.2310 Marketing
 COR1-GB.2314 Operations Management

 FINC-GB.7311 Computational Methods for Finance
         (cross-listed MATH-GA.2045 )
0
0
0

3
3
 
6







3

Spring 2
February – May
(16.5 credits)

Choose at least TW0 of the following four menu core courses (3 credits each): 

 COR1-GB.2310 Marketing
 COR1-GB.2314 Operations Management
 COR1-GB.2303 The Global Economy
 COR1-GB.1302 Leadership in Organizations

 Stern Elective or Additional Core Courses
6







10.5

Summer 2
May – June

Business Internship (through Stern career services)

 

 

Third Year (Stern)

Modules

Courses

Credits

 
Fall 3
September – December
(16.5 credits)
 COR-GB.3101 Professional Responsibility (with the Langone program)
 Stern Elective Courses
 FINC-GB 7314 Time Series Analysis and Statistical Arbitrage
         (cross-listed MATH-GA.2707) 
 FINC-GB 7315 Credit Markets and Models 
         (cross-listed MATH-GA.2797)
 MATH-GA.2755 Project & Presentation
1.5
6
3

3

3
 
Post Graduation
Full-Time Position (through Stern or Courant career services)