University of Michigan Quantitative Finance and Risk Management

University of Michigan Quantitative Finance and Risk Management

Established
2015
Type
Full-time
Tuition
2018-2019 Tuition per Term: Residents-$11,564/ Nonresidents-$23,339
Application deadline
February 1
Location
Ann Arbor, MI
The Department of Mathematics and the Department of Statistics jointly oversee a an interdisciplinary Master of Science degree program in Quantitative Finance and Risk Management. The MS program focuses strongly on advanced mathematical and statistical methods and provides graduates with a sophisticated mathematical background and the skills necessary to apply their expertise to the solution of real finance problems. The 36-credit MS program has two paths for students interested in advanced study in quantitative finance: a 3-term track for traditional graduate students, and an accelerated BS/MS program for current U-M undergraduates.

Coursework:

The program consists of 24 credits of core classes, plus 12 credits in electives.

Core Courses:
Advanced Financial Mathematics I & II
Stochastic Processes
Stochastic Analysis for Finance
Computational Finance I & II
Applied Statistics I
Statistical Analysis of Financial Data

Approved electives include many courses in economics, finance, engineering, mathematics, and statistics.

Admissions

The program admits students for the Fall term only. The application opens September 15 and closes February 1. GRE scores are required. Subject test is highly recommended.

2018 Class Profile


Website: University of Michigan Quant Program
Contact: quantfinms@umich.edu.
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umqfrm
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