PhD Program with Concentration in Quantitative Finance

PhD Program with Concentration in Quantitative Finance

“You need to complete 18 hrs. (~6 courses) from the below list.
These hours are counted as part of the 90 hrs. for the PhD program.

FIRE Dept.
1. FIN 7446, Financial Theory (Fall) 4 cr.
2. FIN 7808, Corporate Finance (Fall) 4 cr.
3. FIN 7809, Investments (Spring) 4 cr.

Mathematics Dept.
4. MAP 6467, Stochastic Differential Equations and Filtering Theory I (Fall) 3 cr.
5. MAP 6468, Stochastic Differential Equations and Filtering Theory II (Spring) 3 cr.
6. MAT 6932, Special Topics in Mathematics (Fall) 3 cr.

Statistics Dept. .
7. STA 6275, Statistical Computing I : Optimization (Fall) 1-4 cr.
8. STA 6207, Regression Analysis (Spring) 3 cr.

ISE Dept.
9. EIN 6357, Advanced Engineering Economy (Spring) 3 cr.