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Multimedia and Live Webcasts | Preparation Course | Review Series

Note: The course links below may require instructor issued logins.

Mathematics Probability Theory & Economics Financial Applications & Simulations Computation in Finance Independent Study
Autumn Quarter
Statistical Risk Management Stochastic Calculus Portfolio Theory and
Risk Management I

C# Programming N/A
Foreign Exchange
Winter Quarter
Mathematical Foundations of Options Pricing Financial Data Analysis*
Fixed Income C# Programming N/A
Regression Analysis and Quantitative Trading Strategies*
Spring Quarter
Numerical Methods Topics in Economics Advanced Derivatives Pricing
C# Programming Reading and Research in Financial Mathematics
Portfolio Theory and
Risk Management 2
Summer Quarter
Reading and Research in Financial Mathematics

* Students can choose either of these courses, they are taught at the same time

Grading Policies

The minimum passing grade is C. Thus a grade of D or C- are not sufficient for course credit. Some courses may be taken Pass/Fail (the finance courses and the programming courses). If a students wishes to take a course Pass/Fail, this decision has to be made within the first 2 weeks of the course and can under no circumstances be changed after that time. In order to graduate, an average of C+ or better must be achieved.

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