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 (MSQF) 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 MSQF “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 MSQF 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.

Curriculum

Course Title Credits
QFGB 8905Math for Quantitative Finance 11.5
QFGB 8906Probability & Statistics 11.5
QFGB 8911Adv Financial Modeling2
QFGB 8914Basic of Derivatives2
QFGB 8915Introduction to Stochastic Calculus2
QFGB 8923Machine Learn & Econometrics2
QFGB 8924Equity Style Derivatives2
QFGB 8925Simulation Applications2
QFGB 8926Finance Theory2
QFGB 8931Fixed Income Securities2
QFGB 8933Financial Econometrics II2
QFGB 8935Risk Management2
QFGB 8946C++ for Finance3
QFGB 8951Internship and Project Report2 to 4
QFGB 8952Business Comm for Quants A1
QFGB 8953Research Seminar 11.5
QFGB 8954Research Seminar 21.5 to 3
QFGB 8955Computational Finance2
Four Electives 28
Total Credits42-45.5

Electives

Course Title Credits
QFGB 8934Interest Rate Derivatives2
QFGB 8942Advanced Finance Theory2
QFGB 8943Large-Scale Data Modeling2
QFGB 8944Credit Risk Mgmt2 to 3
QFGB 8947Advanced Derivative Pricing2
QFGB 8948Quantitative Methods for Portfolio Management2
QFGB 8949Advanced Financial Econometric2
QFGB 8950Alternative Investments2

Prerequisites

  • Calculus 1 (Differential Calculus)
  • Calculus 2 (Integral Calculus)
  • Calculus 3 (Multivariate Calculus)
  • Linear Algebra
  • Ordinary Differential Equations
  • Computer Programming