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Master of Science in Quantitative
Finance and Risk Analytics Request Info - Graduate

Top 25 Master of Financial Engineering Program Rankings  

The M.S. focused on Quantitative Finance and Risk Analytics (QFRA) provides students with the knowledge and skills to respond to changes and challenges that characterize the fast-moving world of quantitative finance. The program is one year and 30 credits.

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For a list of the financial leaders on our M.S. QFRA Advisory Board, click here.

M.S. in QFRA
M.S. in QFRA Program

Typical Master’s Course Sequence

The QFRA curriculum requires students to take a combination of technical, computational, and business skills courses. There are five required QFRA core courses: Business “B” (one course), Computational “C” (two courses),  and Technical “T” (two courses). In addition, students will select five electives which must include two from Business, no more than one from Computational, and at least two from Technical. The allocation can be either 3B/3C/4T or 3B/2C/5T.

Two - Required Professional Development and Career Workshops
Prof. Development Workshop I/Career Workshop (Fall)
Prof. Development Workshop II/Career Workshop (Spring)

Five required QFRA Core:
B - Financial Management I (Fall)
C - Financial Computation (Fall)
C - Financial Simulation (Spring)
T - Financial Modeling (Fall)
T - Options Futures and Derivitatives Markets (Fall)

Select two electives from Business Skills Area:
Lally Courses
Financial Markets and Institutions (Fall)
Advanced Corporate Finance (Fall)
Accounting for Reporting and Control (Fall)
Financial Trading and Investing (Fall)
Investments (Fall)
Financial Management II (Spring)
International Finance (Spring)
Financial Statement Analysis (Spring)

Select no more than one elective from Computational Skills Area:
Courses from Other Departments
Introduction to Econometrics (Fall)
Numerical Computing (Fall and Spring) 
Intro to Numerical Methods for Differential Equations (Spring)
Financial Mathematics and Simulation (Spring)
Mathematical Statistics (Spring)
Computational Optimization (Spring)

Select at least two electives from Technical Skills Area:
Lally Courses
Risk Management (Fall and Spring)
Financial Econometrics Modeling (Spring)
Fixed Income Securities (Spring)

Courses from Other Departments
Intro to Financial Mathematics and Engineering (Fall)
Stochastic Processes and Modeling (Fall)
Probability Theory and Applications (Fall)
Nonlinear Programming (Fall)
Applied Regression Analysis (Spring)

Course Catalog

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