## MBA/MS Mathematics in Finance

[ Requirements▾ ](#) [ Program Sequence Details▾ ](#) [ Program Sequence Summary▾ ](#)

Degree Requirements

## [MBA Program Outline](/node/40015)

Required Core\*7.5Menu Core12Capstone Core1.5-3Elective Courses15-16.5**Total**36\*\*

## [MS Mathematics in Finance Program Outline](http://gsas.nyu.edu/bulletin/mathematics/ms-mathematics-in-finance.html)

Required Courses18Intermediate Elective Courses9Advanced Elective Courses9**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.2311: 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 - Details

**72 total credits**

## First Year (Courant)

ModulesCoursesCredits**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 Finance3
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 Models3
3

6

**Summer**
May – AugustInternship (through Courant career services)

## Second Year (Stern)

ModulesCoursesCredits**Fall: Register at Stern**
September – December
(15 credits)
Launch
Coaching for Impact

COR1-GB.1306 Financial Accounting and Reporting
COR1-GB.2311 Foundations of Finance
COR1-GB.1102 Leadership

**Choose at least TWO of the following menu core courses:**

COR1-GB.2103 Strategy I\*
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 )

3
3
1.5

1.5
3
3
3

3**Spring: Register at Stern**
February – May
(16.5 credits)**Choose at least TWO of the following four menu core courses:**
COR1-GB.2310 Marketing
COR1-GB.2314 Operations Management
COR1-GB.2303 The Global Economy
COR1-GB.2104 Strategy II\*
Business Analytics
(TECH-GB.2366 Data Science for Business: Technical or
TECH-GB.3366 Data Science for Business: Managerial)

Stern Elective or Additional Core Courses

3
3
3
1.5

3

10.5**Summer**
May – AugustBusiness Internship (through Stern career services)

\*Strategy I and Strategy II are required to complete the Strategy core course. You must enroll in both sections of the course in the same term.

## Third Year (Stern)

ModulesCoursesCredits**Fall: Register at Stern**
September – December
(16.5 credits)COR-GB.3101 Professional Responsibility
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 & Presentation1.5
6
3

3

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

Sample Program Sequence - Summary

YearFallSpring**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