PhD program with concentration in Quantitative Finance
General List, ISE List, FIRE List, MATH List, STAT List, Description of the Program.


LIST OF COURSES (in addition to required courses in the departments)

FIRE Dept.

  1. FIN 7446, Financial Theory (Fall 01,03,05)
  2. FIN 7808, Corporate Finance (Fall 02,04,06)
  3. FIN 7809, Market Microstructure (Spring 01,03,05)

Mathematics Dept.

  1. MAP 6467, Stochastic Differential Equations (Fall 02,04,06)
  2. MAP 6468, Stochastic Differential Equations II (Spring 01,03,05)
  3. MAT 6932, Mathematics of Financial Derivatives (Fall 01,03,05)

Statistics Dept.

  1. STA 6934 Simulation (Statistical Computing) (Fall 01,03,05)
  2. STA 6857 Applied Time Series Analysis (Spring 02,04,06)
  3. STA 6208, Regression Analysis (each Spring)

ISE Dept.

  1. EIN 6357, Advanced Engineering Economy (each Spring)
  2. ESI 6912, Introduction to Stochastic Optimization (Fall 01,03,05)