Baruch MFE Curriculum 2017-08-02T18:50:56+00:00

After an extensive review which included feedback from industry practitioners, alumni, and faculty, the Baruch MFE Curriculum was reshaped to best fit the current financial employment environment.

The new Baruch MFE Curriculum is cutting edge (23 new courses taught by top practitioners introduced since Fall 2010), flexible (the number of required credits was reduced from 21 to 15, and the number of elective credits increased from 15 to 21 in Fall 2013), and streamlined (a core set of redesigned courses).


Cutting Edge Curriculum

Twenty-three new elective courses introduced since 2010:

Fall 2017:
MTH 9796 Natural Language Processing
MTH 9797 Advanced Data Analysis
MTH 9887 Blockchain Technologies in Finance
MTH 9897 Systematic Trading

Fall 2016:
MTH 9866 Modeling and Market Making in Foreign Exchange

Fall 2015:
MTH 9816 Fundamentals of Trading
MTH 9855 Asset Allocation and Portfolio Management
MTH 9886 Emerging Markets and Inflation Modeling

Spring 2015:
MTH 9878 Interest Rate Models
MTH 9898 Data Science I: Big Data in Finance
MTH 9899 Data Science II: Machine Learning

Fall 2014:
MTH 9876 Credit Risk Models

Spring 2013:
MTH 9863 Volatility Filtering and Estimation

Winter 2012:
MTH 9891 Introduction to Financial Econometrics

Fall 2012:
MTH 9883 Structured Security Valuation in the Primary Market
MTH 9896 Behavioral Finance

Spring 2011:
MTH 9879 Market Microstructure Models
MTH 9893 Time Series Analysis
MTH 9894 Algorithmic Trading

Summer 2011:
MTH 9868 Advanced Risk and Portfolio Management

Fall 2011:
MTH 9882 Fixed Income Risk Management

Fall 2010:
MTH 9865 Commodities and Futures Trading
MTH 9875 The Volatility Surface


Degree Requirements

To complete the degree, students must complete 36 credits: 15 credits by taking required courses and 21 credits by taking elective courses.

Required Courses

Elective Courses

Students take elective courses in the mathematics department or in the Zicklin School of Business.
Mathematics Department Elective Courses:

 Course Name  Credits
MTH 9816 Fundamentals of Trading 1.5
MTH 9841 Statistics for Finance 1.5
MTH 9842 Linear and Quadratic Optimization Techniques 1.5
MTH 9845 Market and Credit Risk Management 3
MTH 9848 Elements of Structured Finance 3
MTH 9852 Numerical Methods for Finance II 3
MTH 9855 Asset Allocation and Portfolio Management 3
MTH 9862 Probability and Stochastic Processes for Finance II 3
MTH 9863 Volatility Filtering and Estimation 1.5
MTH 9864 Model Review for Quantitative Models in Finance 1.5
MTH 9865 Commodities and Futures Trading 1.5
MTH 9866 Modeling and Market Making in Foreign Exchange 1.5
MTH 9867 Time Series Analysis and Algorithmic Trading 3
MTH 9868 Advanced Risk and Portfolio Management 3
MTH 9871 Advanced Computational Methods in Finance 3
MTH 9873 Interest Rate Models and Interest Rate Derivatives 3
MTH 9875 The Volatility Surface 3
MTH 9876 Credit Risk Models 3
MTH 9878 Interest Rate Models 3
MTH 9879 Market Microstructure Models 3
MTH 9881 Current Topics in Mathematical Finance 3
MTH 9882 Fixed Income Risk Management 1.5
MTH 9883 Structured Security Valuation in the Primary Market 1.5
MTH 9886 Emerging Markets and Inflation Modeling 1.5
MTH 9887 Blockchain Technologies in Finance 1.5
MTH 9891 Introduction to Applied Financial Econometrics 1.5
MTH 9893 Time Series Analysis 1.5
MTH 9894 Algorithmic Trading 1.5
MTH 9896 Behavioral Finance 1.5
MTH 9897 Systematic Trading 1.5
MTH 9898 Data Science in Finance I: Big Data in Finance 1.5
MTH 9899 Data Science in Finance II: Machine Learning 1.5
MTH 9796 Statistical Data Analysis 1.5
MTH 9797 Advanced Data Analysis 1.5
MTH 9901 Independent Study – Internship 1.5

 

Schedule of Classes

Academic Year 2017-2018

 

 Fall 2017  Name Instructor Type Credits
MTH 9814 Quantitative Introduction Financial Instruments Robert Spruill, State Street Required 3
MTH 9815 Software Engineering for Finance Mark Ross, Morgan Stanley & Breman Thuraisingham, Morgan Stanley Required 3
MTH 9816 Fundamentals of Trading Jarrod Pickens, Baruch MFE Required 3
MTH 9821 Numerical Methods for Finance Dan Stefanica, Baruch MFE Required 3
MTH 9831 Probability & Stochastic Processes for Finance Elena Kosygina, Baruch MFE Required 3
MTH 9893 Time Series Analysis Rados Radoicic, Baruch MFE Elective 1.5

 

 Spring 2018  Name Instructor Type Credits
MTH 9845 Risk Management Ken Abbott, Morgan Stanley Elective 3
MTH 9855 Asset Allocation and Portfolio Management Gordon Ritter, GSA Capital Elective 1.5
MTH 9878 Interest Rate Models Ivan Matic, Baruch MFE Elective 3
MTH 9879 Market Microstructure Models Jim Gatheral, Baruch MFE Elective 3
MTH 9898 Data Science I: Big Data in Finance Andrew Sheppard, Fountainhead Elective 1.5
MTH 9899 Data Science II: Machine Learning Adrian Sisser, Seven Eight Capital Elective 1.5

 

 Fall 2018  Name Instructor Type Credits
MTH 9866 Modeling and Market Making in Foreign Exchange Mark Higgins, Washington Square Technologies Elective 1.5
MTH 9875 The Volatility Surface Jim Gatheral, Baruch MFE Elective 3
MTH 9876 Credit Risk Models Andrew Lesniewski, Baruch MFE Elective 3
MTH 9886 Emerging Markets & Inflation Modeling Yury Blyakhman, JPMorgan Elective 1.5
MTH 9887 Blockchain Technologies in Finance   Elective 1.5
MTH 9897 Systematic Trading Dmitry Rakhlin, Goldman Sachs Elective 1.5
MTH 9796 Natural Language Processing Brian Rowe, Zato Novo Elective 1.5
MTH 9797 Advanced Data Analysis Rob Kissell, Kissell Research Group Elective 1.5
MTH 9903 Capstone Project and Presentation   Core Course 3