Quantitative Finance Sample Course Schedule
Term I
Term II
Hours Per Week
CAL 103
Freshman Writing
3
0
Semester
Credit
3
CAL105
CAL Colloquium
3
0
Semester
Credit
3
MA 115
Calculus I
3
1
4
MA 116
Calculus II
3
1
4
CS 115
Intro to Computer Science
2
2
4
CS 135
Discrete Match for Computing
2
2
4
BT 244
Microeconomics
3
0
3
BT 200
Financial Accounting
3
0
3
QF 101
Introduction to Quantitative
Finance I
Physical Education I
3
0
3
QF 102
3
0
3
0
2
0
PE 200
Introduction to Quantitative
Finance II
Physical Education II
0
2
0
14
5
17
14
5
17
3
0
3
3
1
4
PE 200
Total
Class
Lab
Hours Per Week
Total
Term III
Class
Lab
Term IV
PEP 111
Mechanics
3
0
3
MA 230
BT221
3
0
3
MA 221
CS284
Statistics OR MA 222
Probability Statistics
Data Structures
Multivariable Calculus and
Optimization
Differential Equations
2
2
4
CS385
Algorithms
2
2
4
BT 321
Corporate Finance
3
0
3
BT 430
Introduction to Derivatives
3
0
3
QF 201
Principles of Financial
Modeling
Physical Education III
3
0
3
BT 243
Macroeconomics
3
0
3
0
2
0
QF 202
Intermediate Financial
Modeling
Physical Education IV
3
0
3
14
4
16
PE 200
PE 200
Total
Total
Term V
0
2
0
17
5
20
Term VI
PEP 112
Electricity and Magnetism
3
0
3
FE 610
Stochastic Calculus
3
0
3
HUM
Humanities Requirement
3
0
3
Cs 465
Intro to C++ with Financial
Applications
3
0
3
CS 442
Database Management
Systems
Introduction to Banking and
Credit
Financial Time Series
3
0
3
BT 322
Capital Markets
3
0
3
3
0
3
BT426
Securities Valuations
3
0
3
3
0
3
QF 302
Introduction to Financial Risk
Management
Introduction to Financial Risk
Management
3
0
3
3
0
3
18
1
18
3
0
3
3
0
3
3
0
3
BT 440
QF 301
FE 535
Total
15
1
15
Total
Term VII
Term VIII
HUM
Humanities Requirement
3
0
3
QF 402
MA 232
Linear Algebra
3
0
3
QF XXX
MA 450
Optimization & Simulation
Methods for QF
Senior Design Project in
Quantitative Finance I
CS/BUS/Econ/FE Elective
3
0
3
Senior Design Project in
Quantitative Finance II
Introduction to Financial
Economics
CS/BUS/Econ/FE Elective
3
0
3
CS/BUS/Econ/FE Elective
3
0
3
3
0
3
CS/BUS/Econ/FE Elective
3
0
3
3
18
0
3
0
18
QF 401
CS/BUS/Econ/FE Elective
Total
3
18
0
0
3
18
Free Elective
Total
*Students are required to take two additional Humanities courses other than CAL103 and CAL105. One must be at the
200 level and one must be at the 300/400 level. Courses must cover at least two different disciplines.
*Students on a Varsity team only need to take one PE course as their Varsity sport counts for three PE courses.
UPDATED Nov 9th, 2011
Liberal Arts &
FFi
Science Core
Quantitative
Methods
Finance &
Business Core
Financial
Engineering
Computer
Science
Integrators
Liberal Arts &
FFi
Science Core
Quantitative
Methods
Finance &
Business Core
Financial
Engineering
Computer
Science
Integrators