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MBA/MS Mathematics in Finance

Degree Requirements

MBA Program Outline

Required Core* 6
Menu Core 12
Professional Responsibility 1.5
Elective Courses 16.5
Total 36**

MS Mathematics in Finance Program Outline

Required Courses 18
Intermediate Elective Courses 9
Advanced Elective Courses 9
Total 36**

Total credits required to complete both degrees = 72


* Required Core courses include COR1-GB.1306: Financial Accounting and Reporting and COR1-GB.2311: Foundations of Finance.  This program assumes demonstrated proficiency in COR1-GB.1305: Statistics and 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 prerequisite for later courses.

**Some courses are cross-listed

Sample Program Sequence - Summary

  Fall Spring
First Year Courant Courses (12) Courant Courses (12)
Second Year Stern Core and Courant Course (15) Stern Core and Elective(s) (16.5)
Third Year Stern Capstone Core and Electives (16.5)  

Total credits required to complete both degrees = 72

Sample Program Sequence - Details

72 total credits

First Year (Courant)

Modules Courses Credits
Fall: Register at Courant
September – December
(12 credits)
MATH-GA.2791 Derivative Securities
MATH-GA.2751 Risk and Portfolio Management with Econometrics
MATH-GA.2902 Stochastic Calculus
MATH-GA.2041 Computing in Finance
3
3
3
3
Spring: Register at Courant
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
May – August
Internship (through Courant career services)

 

Second Year (Stern)

Modules Courses Credits
Fall: Register at Stern
September – December
(15 credits)
Business Writing Proficiency (summer)
Launch
Team Communication

COR1-GB.1306 Financial Accounting and 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 and 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: Register at Stern
February – May
(16.5 credits)
Choose at least TWO 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 
May – August

Business Internship (through Stern career services)

 

Third Year (Stern)

Modules Courses Credits
Fall: Register at Stern
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)