Quantitative Finance Incoming 2013 Course Schedule
Term I
Term II
Hours Per Week
CAL 103
(1)
MA
120/121
CS 115
Freshman Writing
3
0
Semester
Credit
3
Introduction to Calculus /
Calculus 1A
Intro to Computer Science
3
1
4
2
2
BT 244
Microeconomics
3
0
QF 101
3
QF103L
Introduction to Quantitative
Finance I
Basic Financial Tools
PE 200(2)
Physical Education I
Total
Class
Lab
Hours Per Week
CAL105(1)
CAL Colloquium
3
0
Semester
Credit
3
Calculus 2A
Calculus 2B
Discrete Math
3
1
4
4
MA
123/124
CS 135
2
2
4
3
BT 200
Financial Accounting
3
0
3
0
3
QF 102
3
0
3
0
1
1
PE 200 (2)
Introduction to
Quantitative Finance II
Physical Education II
0
2
0
0
2
0
14
6
18
14
5
17
Science Requirement
Multivariate Analysis &
Optimization
C++ for Finance
3
3
0
0
3
3
3
0
3
Introduction to
Derivatives
Intermediate Financial
Modeling
Physical Education IV
3
0
3
3
0
3
0
2
0
15
2
15
Total
Term III
Class
Lab
Term IV
BT221
MA221
Statistics
Differential Equations
3
2
0
2
3
4
(3)
MA230
QF365
Data Structure and
Algorithms with Financial
Applications
Corporate Finance
3
0
3
QF465
3
0
3
QF430
Principles of Financial
Modeling
Physical Education III
3
0
3
QF202
0
2
0
PE 200 (2)
14
4
16
3
0
3
(4)
QF Concentration
3
0
3
(4)
Stochastic Calculus for
Financial Applications
QF Concentration
3
0
3
QF302
Financial Microstructure
& Trading Strategies
3
0
3
QF301
Financial Time Series
3
0
3
(5)
QF Elective
3
0
3
FE535
Introduction to Financial Risk
Management
QF Elective
3
0
3
(5)
QF Elective
3
0
3
3
0
3
Free Elective
3
0
3
Free Elective
3
0
3
18
0
18
15
0
15
BT321
QF201
PE200(2)
Total
Total
Term V
FE534
(5)
Total
Term VI
Total
Term VII
Term VIII
Hum (1)
Humanities Requirement
3
0
3
Hum (1)
Humanities Requirement
3
0
3
(4)
QF Concentration
3
0
3
(4)
QF Concentration
3
0
3
QF401)
3
0
3
QF402
0
3
3
0
3
(5)
Senior Design Project in
Quantitative Finance II
QF Elective
3
(5)
Senior Design Project in
Quantitative Finance I
QF Elective
3
0
3
(5)
QF Elective
3
0
3
(5)
QF Elective
0
3
15
0
15
3
15
0
15
Total
Liberal Arts &
Science Core
Quantitative
Methods
Finance &
Business Core
Computer Science
Total
QF
Concentration
Integrators
Quantitative Finance DRAFT Course Schedule
1. Students are required to take two additional Humanities courses other than CAL103
and CAL105. Courses must cover at least two different disciplines.
2. Students on a Varsity team only need to take one PE course as their Varsity sport counts for three
PE courses. Note that PE courses can be taken at any time before graduating.
3. Students must select one course from the following:
PEP123 Physics for B&T I
PEP111 Mechanics
CH115 General Chemistry I
CH281 Biology
4. Students can select one of the following QF concentrations:
Quantitative Methods
MA 450 Optimization Models in Finance
MA 232 Linear Algebra
MA 331 Intermediate Statistics
FE 530 Probability
Computer Science
CS 442 Databases
CS 559 Machine Learning
QF XXX Web Technologies for Finance (under development*)
QF XXX Data Visualization for Finance (under development*)
Finance and Economics
BT 322 Capital Markets
BT426 Securities Valuation
BT 440 Introduction to Banking and Credit
QFXXX Financial Economics (under development*)
*These courses are being developed. Courses can be substituted with other courses with permission
from faculty advisor.
5. Students can choose from a variety of QF electives with approval from advisor. Please see Howe
School Student Support Center for a list of allowed electives.
Liberal Arts &
Science Core
Quantitative
Methods
Finance &
Business Core
Computer Science
QF
Concentration
Integrators