https://mfe.baruch.cuny.edu/curriculum/
Cutting Edge Curriculum
Twenty-four new elective courses introduced since 2010:
Fall 2018:
MTH 9878 Interest Rate and Credit Models
Fall 2017:
MTH 9796 Natural Language Processing
MTH 9797 Advanced Data Analysis
MTH 9887 Blockchain Technologies in Finance
MTH 9897 Systematic Trading
Fall 2016:
MTH 9866 Modeling and Market Making in Foreign Exchange
Fall 2015:
MTH 9816 Fundamentals of Trading
MTH 9855 Asset Allocation and Portfolio Management
MTH 9886 Emerging Markets and Inflation Modeling
Spring 2015:
MTH 9878 Interest Rate Models
MTH 9898 Data Science I: Big Data in Finance
MTH 9899 Data Science II: Machine Learning
Fall 2014:
MTH 9876 Credit Risk Models
Spring 2013:
MTH 9863 Volatility Filtering and Estimation
Winter 2012:
MTH 9891 Introduction to Financial Econometrics
Fall 2012:
MTH 9883 Structured Security Valuation in the Primary Market
MTH 9896 Behavioral Finance
Spring 2011:
MTH 9879 Market Microstructure Models
MTH 9893 Time Series Analysis
MTH 9894 Algorithmic Trading
Summer 2011:
MTH 9868 Advanced Risk and Portfolio Management
Fall 2011:
MTH 9882 Fixed Income Risk Management
Fall 2010:
MTH 9865 Commodities and Futures Trading
MTH 9875 The Volatility Surface
Degree Requirements
To complete the degree, students must complete 36 credits: 12 credits by taking required courses and 24 credits by taking elective courses.
Required Courses
| Course | Name | Credits | Semester |
|---|---|---|---|
| MTH 9814 | Financial Markets and Securities | 1.5 | Fall |
| MTH 9815 | Software Engineering for Finance | 1.5 | Fall |
| MTH 9821 | Numerical Methods for Finance | 3 | Fall |
| MTH 9831 | Probability and Stochastic Processes for Finance I | 3 | Fall |
| MTH 9903 | Capstone Project and Presentation | 3 | Fall or Spring |
Elective Courses
Students take elective courses in the Mathematics Department or in the Zicklin School of Business.
Mathematics Department Elective Courses:
Zicklin School of Business Elective Courses:
| Course | Name | Credits |
|---|---|---|
| ECO 82100 | (Term I) Econometrics I | 3 |
| ECO 82100 | (Term II) Financial Econometrics | 3 |
| FIN 9770 | Financial Markets and Institutions | 3 |
| FIN 9782 | Futures and Forward Markets | 3 |
| FIN 9783 | Investment Analysis | 3 |
| FIN 9786 | International Financial Markets | 3 |
| FIN 9790 | Seminar in Finance | 3 |
| FIN 9793 | Advanced Investment Analysis | 3 |
| FIN 9797 | Options Markets | 3 |
| STA 9700 | Modern Regression Analysis | 3 |
| STA 9701 | Time Series: Forecasting and Statistical Modeling | 3 |
Schedule of Classes
Academic Year 2018-2019
| Fall 2018 | Name | Instructor | Type | Credits |
| MTH 9814 | Quantitative Introduction Financial Instruments | Robert Spruill, State Street | Required | 1.5 |
| MTH 9815 | Software Engineering for Finance | Breman Thuraisingham, Morgan Stanley | Required | 1.5 |
| MTH 9816 | Fundamentals of Trading | Jarrod Pickens, Baruch MFE | Elective | 1.5 |
| MTH 9821 | Numerical Methods for Finance | Dan Stefanica, Baruch MFE | Required | 3 |
| MTH 9831 | Probability & Stochastic Processes for Finance | Elena Kosygina, Baruch MFE | Required | 3 |
| MTH 9842 | Optimization Techniques in Finance | Andrew Lesniewski, Baruch MFE | Elective | 1.5 |
| MTH 9893 | Time Series Analysis | Andrew Lesniewski, Baruch MFE | Elective | 1.5 |
| Spring 2019 | Name | Instructor | Type | Credits |
| MTH 9845 | Market and Credit Risk Management | Ken Abbott, Barclays | Elective | 3 |
| MTH 9855 | Asset Allocation and Portfolio Management | Gordon Ritter, GSA Capital | Elective | 3 |
| MTH 9878 | Interest Rate and Credit Models | Andrew Lesniewski, Baruch MFE | Elective | 3 |
| MTH 9879 | Market Microstructure Models | Jim Gatheral, Baruch MFE | Elective | 3 |
| MTH 9898 | Data Science I: Big Data in Finance | Giulio Trigila, Baruch MFE | Elective | 1.5 |
| MTH 9899 | Data Science II: Machine Learning | Adrian Sisser, Seven Eight Capital | Elective | 1.5 |
| Fall 2019 | Name | Instructor | Type | Credits |
| MTH 9866 | Modeling and Market Making in Foreign Exchange | Mark Higgins, Beacon | Elective | 1.5 |
| MTH 9875 | The Volatility Surface | Jim Gatheral, Baruch MFE | Elective | 3 |
| MTH 9887 | Blockchain Technologies in Finance | Andrew Lesniewski, Baruch MFE | Elective | 1.5 |
| MTH 9897 | Systematic Trading | Dmitry Rakhlin, Goldman Sachs | Elective | 1.5 |
| MTH 9903 | Capstone Project and Presentation | Core Course | 3 |