UNC CHARLOTTE CURRICULUM GUIDE
M.S. in MATHEMATICAL FINANCE
The UNC Charlotte M.S. in Mathematical Finance program offers students the flexibility to pursue the program full-time or part-time. The program is comprised of 30 graduate credit hours (ten classes) of advanced course work.
Preparatory Courses
Concentration Courses (12 credit hours)
The following specific coursework or its equivalent is required for graduate study in Mathematical Finance. With the director’s permission, students may enroll conditionally in the M.S. in Mathematical Finance program while completing preparatory courses, but are required to complete Calculus I and II prior to admission.
Students may choose one of three concentrations:
Course Title • Introductory course in the Theory of Finance • A standard three-semester sequence in Calculus (differential and integral) • Linear Algebra • Microeconomics and Macroeconomics • At least one upper-level course in Probability and Statistics • At least one programming language (preferably C or C++)
Core Courses (18 credit hours) Course Title • Financial Economic Theory • Financial Econometrics • Financial Elements of Derivatives • Fixed Income Securities and Credit Risk • Cross Section and Time Series Econometrics • Stochastic Calculus for Finance I
COMPUTATIONAL FINANCE • Numerical Methods for Financial Derivatives • Financial Computing • Stochastic Calculus for Finance II • Advanced Financial Derivatives RISK MANAGEMENT • Risk Management and Financial Institutions • Asset and Portfolio Management • Risk Management in Insurance Companies • Quantitative Risk Management FINANCIAL DATA ANALYTICS • Advanced Microeconometrics • Algorithm and Data Structures • Database Systems or Applied Databases • Business Intelligence and Analytics