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 ISE with concentration in Quantitative Finance



Year Semester ISE MATH STAT FIRE COP
1 Fall ESI 6417, ESI 6546 STA 6326
1 Spring EIN 6357 STA 6208 FIN 7809
1 Summer RESEARCH
2 Fall ESI 6912 MAP 6467 FIN 7808
2 Spring MAP 6468 STA 6857 COP 5536
2 Summer RESEARCH
3 Fall ESI 6448 STA 6934 FIN 7446
3 Spring RESEARCH MAT 6932
3 Summer RESEARCH
4 Fall RESEARCH
4 Spring RESEARCH
4 Summer RESEARCH



FIN 7808, Corporate Finance
FIN 7809, Market Microstructure
FIN 7446, Financial Theory

ESI 6417, Linear Programming and Network Optimization
EIN 6357, Advanced Engineering Economy
ESI 6546, Stochastic Modeling and Analysis
ESI 6912, Introduction to Stochastic Optimization
ESI 6448, Discrete Optimization Theory

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