Quantitative Finance (M.S.)
Our students appreciate the challenge. Their employers appreciate the results.
Students in the Gabelli School Master of Science in Quantitative Finance (M.S.Q.F.) program are asked to work hard, and when they get their first job they come back and thank us for it.
That’s when they realize just how well our coursework has prepared them to excel in the challenging and fast-paced finance industry.
But don’t just take our word for it. The Global Association of Risk Professionals (GARP) calls the Gabelli School M.S.Q.F. “a highly rigorous program provided by top-notch faculty with strong connections to the financial community.” Chris Donohue, managing director of GARP’s research and educational programs, writes that “upon completing this program, its students will be well-positioned to pursue the FRM designation and for the global risk management profession in general.”
Gabelli School students benefit from our partnerships with GARP and the Chartered Financial Analyst (CFA) Institute.
To learn more about the MS in Quantitative Finance, visit the Fordham website.
Students can complete the program in as few as 12 months, but most choose an 18- to 24-month schedule, because additional time greatly enhances the M.S.Q.F. experience and allows time for employment. From September to May of the first year, students are expected to enroll full-time. After that students can take classes in the evenings while maintaining a full-time job or internship.
|QFGB 8905||Math for Quantitative Finance 1||1.5|
|QFGB 8906||Probability and Statistics 1||1.5|
|QFGB 8911||Adv Financial Modeling||2|
|QFGB 8914||Basic of Derivatives||2|
|QFGB 8915||Introduction to Stochastic Calculus||2|
|QFGB 8923||Machine Learn & Econometrics||2|
|QFGB 8924||Equity Style Derivatives||2|
|QFGB 8925||Simulation Applications||2|
|QFGB 8926||Finance Theory||2|
|QFGB 8931||Fixed Income Securities||2|
|QFGB 8933||Financial Econometrics II||2|
|QFGB 8935||Risk Management||2|
|QFGB 8946||C++ for Finance||3|
|QFGB 8951||Internship and Project Report||2 to 4|
|QFGB 8952||Business Comm for Quants A||1|
|QFGB 8953||Research Seminar 1||1.5|
|QFGB 8954||Research Seminar 2||1.5 to 3|
|QFGB 8955||Computational Finance||2|
|Four Electives 2||8|
These courses can be waived if the student demonstrates the appropriate background.
Up to two of the below courses can be taken to fulfill M.S.Q.F. electives, with approval from the Faculty Program Director and/or Assistant Dean.
|GFGB 8012||Digital Currencies||1.5|
|ISGB 7967||Data Mining for Business||3|
|ISGB 7978||Web Analytics||3|
|ISGB 7990||Big Data Analytics||3|
|ISGB 799Z||Deep Machine Learning||3|
|ISGB 79AA||Advanced Python for Financial Programming||3|
- Calculus 1 (Differential Calculus)
- Calculus 2 (Integral Calculus)
- Calculus 3 (Multivariate Calculus)
- Linear Algebra
- Ordinary Differential Equations
- Computer Programming