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 Mathematics with concentration in Quantitative Finance



Year Semester ISE MATH STAT FIRE
1 Fall MAA 6616 STA 6326 FIN 7446
1 Spring EIN 6357 MAA 6617 STA 6208
1 Summer RESEARCH
2 Fall MAP 6467, MTG 6346 FIN 7808
2 Spring MAP 6468, MTG 6347 FIN 7808
2 Summer RESEARCH
3 Fall ESI 6912 MAP 6356, RESEARCH
3 Spring MAT 6357, RESEARCH STA 6857
3 Summer RESEARCH
4 Fall MAD 6206, RESEARCH
4 Spring RESEARCH
4 Summer RESEARCH


  • Students should pass the first year exams in mathematics at the appropriate level.


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

EIN 6357, Advanced Engineering Economy
ESI 6912, Introduction to Stochastic Optimization

MAA 6616, Measure and Integration 1
MAA 6617, Measure and Integration 2
MAP 6356, Partial Differential Equations 1
MAP 6357, Partial Differential Equations 2
MTG 6436, Topology 1
MTG 6437, Topology 2
MAP 6467, Stochastic Differential Equations 1
MAP 6468, Stochastic Differential Equations 2
MAD 6206, Combinatorics

STA 6326, Introduction to Theoretical Statistics I
STA 6208, Regression Analysis
STA 6857, Applied Time Series Analysis