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Washington University in St Louis Olin Business School

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Home > Academic Programs > Specialized Masters Programs > MS in Finance > Quantitative Finance Curriculum
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Quantitative Finance Curriculum

The Quantitative Finance curriculum fuses mathematical tools with a strategic understanding of business decision-making.

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, 18-month program consists of a minimum of 39 credit hours.

Transfer of Credit

Olin Business School will accept up to nine credits of 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.

Courses

Depending on their academic background, students may be required to enroll in Foundations courses upon entering the MSF program in August:

  • FIN 510 Introduction to Finance (2 credits)
  • ACCT 560 Introduction to Financial Accounting (2 credits)
  • ACCT 562 Financial Accounting (Intermediate Accounting) (2 credits)


QUANTITATIVE FINANCE COURSES

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:
(1) FIN 527 Financial Markets (1.5) (Preferred)
(2) FIN 521 Financial Intermediation (1.5)
(3) FIN 500V Risk Management & Insurance (1.5)

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:
(1) FIN 534B Adv. Corporate Finance II -
Financing (1.5)
(2) MEC 540 Money, Capital Markets, and Economic Growth (1.5)

FIN 537 Advanced Derivative Securities (3)
FIN 500Q Quantitative Risk Management (3)
E81 CSE 504N Object-Oriented Software Development Laboratory plus Lab (C++ programming) (3)

Second Fall Semester (6 credits)
Fall A Fall B
FIN 500K Finance Consulting Seminar (1.5)
FIN 552 Advanced Fixed Income Derivatives (1.5)
FIN 534B Adv. Corporate Finance II - Financing (1.5), if not taken in Spring B
If FIN 534B taken, choose one:
(1) FIN 533 Real Option Valuation (1.5)
(2) ACCT 503B Adv. Bus Analysis/Fin. Statement (1.5)
(3) FIN 549 Real Estate Finance (1.5)
(4) FIN 534C Advanced Corporate Finance III-Valuation (1.5)
(5) FIN 500V Risk Management & Insurance (1.5)

FIN 500K Finance Consulting Seminar (1.5)

39 CREDITS TOTAL


Academic Director - Hong Liu, PhD
Download MSFQ Course Descriptions (pdf)