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Master of Financial Mathematics Degree Requirements

Course List

Code	Title	Hours
Core Courses		26
FIM/ECG/MA/MBA 528	Options and Derivatives Pricing
³§°ÕÌý501	Fundamentals of Statistical Inference I
±õ³§·¡Ìý711	Capital Investment Economic Analysis
¹ó±õ²ÑÌý500	Career Development for Quants
²Ñ´¡Ìý547	Stochastic Calculus for Finance
³§°ÕÌý502	Fundamentals of Statistical Inference II
MA/FIM 548	Monte Carlo Methods for Financial Math
¹ó±õ²ÑÌý601	Seminar in Financial Mathematics 1
·¡°ä³ÒÌý766	Computational Methods in Economics and Finance
Summer Internship/Project Course		1
Select one summer semester requirement of the following:
¹ó±õ²ÑÌý650	Internship in Financial Mathematics
¹ó±õ²ÑÌý675	Project in Financial Mathematics
Elective Courses		9
See "Elective Courses" listed below
Total Hours		36

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Students need to take FIM 601 (1 credit) in their second and third semesters for a total of 2 credits

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Elective Courses

Course List

Code	Title	Hours
Select at least three courses listed below:		9
Risk Management Track
FIM/MA 549	Financial Risk Analysis	3
±õ³§·¡Ìý519	Database Applications in Industrial and Systems Engineering	3
²Ñµþ´¡Ìý518	Enterprise Risk Management	3
²Ñµþ´¡Ìý521	Advanced Corporate Finance	3
Data Science for Finance Track
±õ³§·¡Ìý519	Database Applications in Industrial and Systems Engineering	3
³§°ÕÌý503	Fundamentals of Linear Models and Regression	3
³§°ÕÌý516	Experimental Statistics For Engineers II	3
³§°ÕÌý540	Applied Bayesian Analysis	3
³§°ÕÌý590	Special Topics (Applied Time Series)	1-6
³§°ÕÌý562	Data Mining with SAS Enterprise Miner	3
³§°ÕÌý555	Statistical Programming I	3
Portfolio Management Track
OR/MA 504	Introduction to Mathematical Programming	3
OR/ISE 505	Linear Programming	3
°¿¸éÌý506	Algorithmic Methods in Nonlinear Programming	3
²Ñµþ´¡Ìý523	Investment Theory and Practice	3
²Ñµþ´¡Ìý524	Equity Valuation	3
²Ñ´¡Ìý531	Dynamic Systems and Multivariable Control I	3
±õ³§·¡Ìý519	Database Applications in Industrial and Systems Engineering	3
Actuarial Science Track
·¡°ä³ÒÌý701	Microeconomics I	3
·¡°ä³ÒÌý702	Microeconomics II	3
ECG/ST 750	Introduction to Econometric Methods	3
ECG/ST 751	Econometric Methods	3
ECG/ST 752	Time Series Econometrics	3
ECG/ST 753	Microeconometrics	3
MA/ST 747	Probability and Stochastic Processes II	3
²Ñµþ´¡Ìý518	Enterprise Risk Management	3
PhD Preparation Track
OR/ISE 505	Linear Programming	3
ECG/ST 751	Econometric Methods	3
ECG/ST 752	Time Series Econometrics	3
²Ñ´¡Ìý523	Linear Transformations and Matrix Theory	3
²Ñ´¡Ìý540	Uncertainty Quantification for Physical and Biological Models	3
MA/ST 546	Probability and Stochastic Processes I	3
³§°ÕÌý730		3
³§°ÕÌý740	Bayesian Inference and Analysis	3
²Ñ´¡Ìý791	Special Topics In Real Analysis (Functional Analysis)	1-6
Other
°ä³§°äÌý505	Design and Analysis Of Algorithms	3
°ä³§°äÌý522	Automated Learning and Data Analysis	3
°ä³§°äÌý540	Database Management Concepts and Systems	3
°ä³§°äÌý541	Advanced Data Structures	3
CSC/MA 580	Numerical Analysis I	3
CSC/MA 583	Introduction to Parallel Computing	3
±õ³§·¡Ìý712	Bayesian Decision Analysis For Engineers and Managers	3
²Ñµþ´¡Ìý515	Enterprise Resource Planning Systems	3
²Ñµþ´¡Ìý526	International Finance	3
²Ñ´¡Ìý515	Analysis I	3
²Ñ´¡Ìý520	Linear Algebra	3
²Ñ´¡Ìý532	Ordinary Differential Equations I	3
²Ñ´¡Ìý534	Introduction To Partial Differential Equations	3
²Ñ´¡Ìý544	Computer Experiments In Mathematical Probability	3
²Ñ´¡Ìý555	Introduction to Manifold Theory	3
MA/BMA 573	Mathematical Modeling of Physical and Biological Processes I	3
MA/BMA 574	Mathematical Modeling of Physical and Biological Processes II	3
²Ñ´¡Ìý584	Numerical Solution of Partial Differential Equations--Finite Difference Methods	3
²Ñ´¡Ìý587	Numerical Solution of Partial Differential Equations--Finite Element Method	3
²Ñ´¡Ìý715	Nonlinear Analysis	3
²Ñ´¡Ìý723	Theory of Matrices and Applications	3
MA/ST 746	Introduction To Stochastic Processes	3
MA/ST 748	Stochastic Differential Equations	3
OR/ISE 501	Introduction to Operations Research	3
OR/MA 504	Introduction to Mathematical Programming	3
OR/E/MA 531	Dynamic Systems and Multivariable Control I	3
OR/MA 719	Vector Space Methods in System Optimization	3
OR/ISE 772	Simulation Optimization	3
OR/BMA/MA/ST 773	Stochastic Modeling	3
³§°ÕÌý505	Applied Nonparametric Statistics	3
³§°ÕÌý512	Statistical Methods For Researchers II	3
³§°ÕÌý556	Statistical Programming II	3
³§°ÕÌý563	Introduction to Statistical Learning	3

Accelerated Bachelor's/Master's Degree Requirements

The Accelerated Bachelors/Master’s (ABM) degree program allows exceptional undergraduate students at NC State an opportunity to complete the requirements for both the Bachelor’s and Master’s degrees at an accelerated pace. These undergraduate students may double count up to 12 credits and obtain a non-thesis Master’s degree in the same field within 12 months of completing the Bachelor’s degree, or obtain a thesis-based Master’s degree in the same field within 18 months of completing the Bachelor’s degree.

This degree program also provides an opportunity for the Directors of Graduate Programs (DGPs) at NC State to recruit rising juniors in their major to their graduate programs. However, permission to pursue an ABM degree program does not guarantee admission to the Graduate School. Admission is contingent on meeting eligibility requirements at the time of entering the graduate program.