Entering Fall 2015
Sample Course Schedule for B.S Quantitative Finance
Term I
Term II
Hours Per Week
CAL 103
Freshman Writing
3
0
Semester
Credit
3
MA
121/122
BT 221
Introduction to Calculus /
Calculus 1A
Statistics
3
1
4
3
0
CS 105
Intro to Scientific Computing
3
QF 101
QF103L
Introduction to Quantitative
Finance I
Basic Financial Tools
PE 200(1)
Physical Education I
Total
Class
Lab
Hours Per Week
CAL105
CAL Colloquium
3
0
Semester
Credit
3
Calculus 2A
Calculus 2B
Introduction to Computer
Science
2
2
4
3
MA
123/124
CS 115
2
2
4
0
3
QF 102
3
0
3
3
0
3
BT 200
Introduction to
Quantitative Finance II
Financial Accounting
3
0
3
0
1
1
QF104L
Data Management in R
0
1
1
PE200 (1)
Physical Education II
0
2
0
15
4
17
0
2
0
7
18
Science Requirement
Multivariate Analysis &
Optimization
Data Structures
3
2
0
2
3
4
3
0
3
Intermediate Financial
Modeling
Introduction to Derivatives
3
0
3
3
0
3
Physical Education IV
0
2
0
14
4
16
Term III
Term IV
Differential Equations
Discrete Math
3
2
0
2
3
4
(2)
MA 230
QT 201
Financial Econometrics
2
2
4
CS 284
BT 244
Macroeconomics
3
0
3
QF 202
BT321
Corporate Finance
3
0
3
QF430
PE200(1)
Physical Education III
0
2
0
PE 200
(1)
13
8
17
Total
Term V
FE 543
Lab
15
Total
MA 221
CS 135
Total
Class
Term VI
3
0
3
HPL 456
Business Ethics
3
0
3
CS 385
Stochastic Calculus for
Financial Applications
Algorithms
3
0
3
QF 465
C ++ for Finance
3
0
3
(3)
QF Concentration
3
0
3
3)
QF Concentration
3
0
3
QF301
Financial Time Series
3
0
3
QF302
3
0
3
BT 325
Or FIN510
FE 535
Financial StatementAnalysis
3
0
3
(5)
Financial Microstructure &
Trading Strategies
QF Elective
3
0
3
Introduction to Financial
Risk Management
Total
Term VII
3
0
3
18
0
18
Total
Term VIII
15
0
15
Hum (4)
Humanities Requirement
3
0
3
Hum (4)
Humanities Requirement
3
0
3
(3)
QF Concentration
3
0
3
(3)
QF Concentration
3
0
3
QF401
Senior Design Project in
Quantitative Finance I
QF Elective
3
0
3
QF402
3
0
3
3
0
3
(5)
Senior Design Project in
Quantitative Finance II
QF Elective
3
0
3
General Elective
3
0
3
General Elective
3
0
3
Total
15
0
15
Total
15
0
15
(5)
(1) Students on a varsity team only need to take one PE course as their Varsity sport counts for three PE courses.
(2) Choose from a list of approved science courses.
(3) Choose concentration from Quantitative Methods, Computer Science or Finance and Economics
(4) Students are required to take two additional Humanities courses other than CAL103 and CAL105. One must be at the 100/200 level and one must be at
the 300/400 level.
(5) Choose from a list of approved QF electives.
Liberal Arts &
Science Core
Quantitative
Methods
Finance &
Business Core
Computer
Science
QF
Concentration
Integrators
Entering Fall 2015
*See reverse for detailed explanation of major
1. 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.
2. Students must select one course from the following science courses:
PEP123 Physics for B&T I
PEP111 Mechanics
CH115 General Chemistry I
CH281 Biology
3. Students can select one of the following QF concentrations:
Quantitative Methods
MA 232 Linear Algebra
MA 331 Intermediate Statistics
MA 450 Optimization Models in Finance
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
BT426 Securities Valuation
BT 440 Introduction to Banking and Credit
BTXXX Fixed Income*
BTXXX International Finance and Economics*
4. Students are required to take two additional Humanities courses other than CAL103
and CAL105. Courses must cover at least two different disciplines. One must be at the
100/200 level and one at the 300/400 level.
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 approved electives.
*These courses are being developed. Courses can be substituted
Liberal Arts &
Science Core
Quantitative
Methods
Finance &
Business Core
Computer
Science
QF
Concentration
Integrators