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


Typical schedule for the Ph.D. program in FIRE with concentration in Quantitative Finance



Year Semester FIRE ECON MATH STAT ISE COP
1 Fall FIN 7446 ECO 7115 ESI 6912
1 Spring FIN 7447 ECO 7424 STA 6326
1 Summer Qualifying Exam/Research
2 Fall FIN 7808 STA 6208
2 Spring FIN 7809 STA 6934 EIN 6357
2 Summer Comprehensive Exam for Admission to Candidacy/Research
3 Fall MAP 6467 STA 6857 ESI 6546
3 Spring RESEARCH MAP 6468 COP 5536
3 Summer RESEARCH
4 Fall RESEARCH
4 Spring RESEARCH
4 Summer RESEARCH



FIN 7446: Financial Theory I
FIN 7447: Financial Theory II
FIN 7808: Corporate Finance
FIN 7809: Market Microstructure/ Asset Pricing

ECO 7115: Micro Economics
ECO 7424: Econometrics
ESI 6417: Linear Programming and Network Optimization
EIN 6357: Advanced Engineering Economy
ESI 6912: Introduction to Stochastic Optimization
ESI 6546: Stochastic Modeling and Analysis

COP 5536: Advanced data structures

MAT 6932: Mathematics of Financial Derivatives
MAP 6467: Stochastic Differential Equations
MAP 6468: Stochastic Differential Equations II

STA 6326: Introduction to Theoretical Statistics I
STA 6208: Regression Analysis
STA 6857: Applied Time Series Analysis
STA 6934: Special Topics in Monte Carlo Methods