Washington University in St Louis Olin Business School

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​Quantitative Finance Curriculum

The Quantitative Finance curriculum fuses mathematical tools with a strategic understanding of business decision-making. The MSFQ track holds a STEM (Science, Technology, Engineering and Mathematics) designation.

In the Quantitative Finance track, students take courses to develop a skill set similar to a Financial Engineering program while still including course work in corporate finance, investments and financial markets. The 3-semester, 17-month program consists of a minimum of 39 credit hours.

QUANTITATIVE FINANCE COURSES

Foundation Courses

This coursework is assigned as needed and is in addition to the required credits.
  • FIN 510 Introduction to Finance (2 credits)
  • ACCT 560 Introduction to Financial Accounting (2 credits)
  • ACCT 562 Financial Accounting (Intermediate Accounting) (2 credits)

Fall Semester (16.5 credits)

Fall A Fall B
FIN 524 Options & Futures (1.5)
FIN 532 Investment Theory (1.5)
FIN 538 Stochastic Foundations for Finance (1.5)
MGT 537 Invest in Your Career (0)
FIN 524B Derivative Securities (1.5)
FIN 532B Data Analysis for Investments (1.5)

Choose one:
FIN 527 Financial Markets (1.5) (preferred) OR
FIN 521 Financial Intermediation (1.5) (offered in 3rd semester Fall A term)
MEC 537 Data Analysis, Forecasting and Risk Analysis (3)
CSE 501N Programming Concepts & Practices, plus lab (Java Programming) (3)
MGT 550Z Professional Communication Forum (1.5)

Spring Semester (16.5 credits)

Spring A Spring B
FIN 525 Fixed Income Securities (1.5)
FIN 534 Adv. Corporate Finance I - Valuation (1.5)
FIN 539 Mathematical Finance (1.5)
FIN 551 Adv. Credit Risk Modeling (1.5)
Choose one:
FIN 534B Adv. Corporate Finance II - Financing (1.5)
MEC 540 Money, Capital Markets, and Economic Growth (1.5)
FIN 500Q Quantitative Risk Management (3)
FIN 537 Advanced Derivative Securities (3)

Choose one:
MKT 500S Predictive Analytics for Business Decision Making (3)
CSE 502N Fundamentals of Computer Science (3)
CSE 503S Rapid Prototype Development and Creative Programming (3)
CSE 504N Object-Oriented Software Development Laboratory (3) also offered in Fall semester if necessary
CSE 511A Introduction to Artificial Intelligence (3) offered in Fall Semester only; can be taken in final semester
CSE 514A Data Mining (3)
CSE 517A Machine Learning (3)

Second Fall Semester (6 credits)

Fall A Fall B
FIN 500K Finance Consulting Seminar (1.5)
FIN 500R Topics in Quantitative Finance (1.5)
FIN 552 Fixed Income Derivatives (1.5)

If FIN 527 not taken in first Fall B term:
FIN 521 Financial Intermediation (1.5)

ACCT 503 Business Analysis Using Financial Statements (1.5) (elective)
FIN 534B Adv. Corporate Finance II - Financing (1.5), if not taken in Spring B

If FIN 534B taken previously, choose one or more of the following:

FIN 533 Real Option Valuation (1.5)
ACCT 503B Adv. Bus Analysis/Fin. Statement (1.5)
FIN 549 Real Estate Finance (1.5)
FIN 534C Advanced Corporate Finance III-Corporate Financial Strategy (1.5)
39 CREDITS TOTAL
Academic Director - Hong Liu
Download MSFQ Course Descriptions (PDF)
Download MSFQ Curriculum (PDF)

Information updated as of 4/1/2016. Curriculum is subject to change.

Transfer of Credit

Olin Business School will accept up to nine credits of graduate coursework taken at another AACSB accredited institution if the grades you earned are "B" or better, and the Academic Review Committee judges the courses to be equivalent to Olin MSF classes in quality and content. Submit the course syllabus and transcript to your business advisor upon enrollment.