Entering Fall 2011
Sample Course Schedule for B.S. Quantitative Finance
Term I
Term II
Hours Per Week
CAL103
(1)
MA 115
Freshman Writing
3
0
Calculus 1
3
1
CS 115
Intro to Computer Science
2
BT 244
Microeconomics
QF 101
Introduction to
Quantitative Finance I
Physical Education I
Total
Lab
Hours Per Week
Semester
Credit
3
PE 200(2)
Class
CAL105(1)
CAL Colloquium
3
0
Semester
Credit
3
4
MA 116
Calculus II
3
1
4
2
4
CS 135
Discrete Math
2
2
4
3
0
3
BT 200
Financial Accounting
3
0
3
3
0
3
QF 102
3
0
3
0
2
0
PE200 (2)
Introduction to
Quantitative Finance II
Physical Education II
0
2
0
14
5
17
14
5
17
Total
Term III
Electricity and Magnetism
Multivariate Analysis & Opt
or Differential Equations
Algorithms
3
3
0
1
3
4
3
PEP112
MA230 or
MA221
CS385
3
1
4
0
3
BT430
Introduction to Derivatives
3
0
3
3
0
3
QF202
3
0
3
3
0
3
BT243
Intermediate Financial
Modeling
Macroeconomics
3
0
3
0
2
0
PE 200 (2)
Physical Education IV
0
2
0
15
2
15
18
4
20
Statistics or Probability
Statistics
Mechanics
3
0
3
3
0
CS284
Data Structures
3
BT321
Corporate Finance
QF201
Principles of Financial
Modeling
Physical Education III
Total
Lab
Term IV
BT221 or
MA222
PEP111
PE200(2)
Class
Total
Term V
Term VI
MA232
or
MA221
QF301
Linear Algebra or
Differential Equations
3
0
3
MA230 or
MA232
Multi Analysis & Opt or
Linear Algebra
3
0
3
Financial Time Series
3
0
3
QF465
C++ for Finance
3
0
3
BT440
Intro to Banking and
Credit
3
0
3
QF302
Financial Microstructure &
Trading Strategies
3
0
3
Hum (1)
Humanities Requirement
3
0
3
BT426
Securities Valuation
3
0
3
FE535
Introduction to Financial
Risk Management
Database Mgmt Systems
3
0
3
BT322
3
0
3
FE543
Capital Markets of QF
Elective
Stochastic Calculus
CS442
Total
Term VII
3
0
3
18
0
18
Total
Term VIII
3
0
3
18
0
18
3
0
3
3
0
3
Hum (1)
Humanities Requirement
3
0
3
QF402
MA450
3
0
3
(3)
3
0
3
(3)
QF Elective
3
0
3
(3)
Optimization &
Simulation Methods for
Finance
Senior Design Project in
Quantitative Finance I
QF Elective
Senior Design Project in
Quantitative Finance II
QF Elective
3
0
3
(3)
QF Elective
3
0
3
(3)
QF Elective
3
0
3
(3)
QF Elective
3
0
3
General Elective
3
0
3
General Elective
3
0
3
Total
18
0
18
Total
18
0
18
QF401
(1)
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.
(2) Students on a varsity team only need to take one PE course, as their Varsity sport counts for three PE courses.
(3) Choose from a list of approved QF Electives.
*See reverse for detailed explanation of major
Liberal Arts &
Science Core
Quantitative
Methods
Finance &
Business Core
Computer
Science
Integrators
Entering Fall 2011
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 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.
Liberal Arts &
Science Core
Quantitative
Methods
Finance &
Business Core
Computer
Science
Integrators