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MSQF Curriculum

Our students appreciate the challenge.
Their employers appreciate the results.

Students in the Gabelli School Master of Science in Quantitative Finance (MSQF) program are asked to work hard, and when they get their first job they come back and thank us for it.

That’s when they realize just how well our coursework has prepared them to excel in the challenging and fast-paced finance industry.

Garp logo

But don’t just take our word for it. The Global Association of Risk Professionals (GARP) calls the Gabelli School MSQF “a highly rigorous program provided by top-notch faculty with strong connections to the financial community.” Chris Donohue, managing director of GARP’s research and educational programs, writes that “upon completing this program, its students will be well-positioned to pursue the FRM designation and for the global risk management profession in general.”

Students can complete the program in as few as 12 months, but most choose an 18- to 24-month schedule, because additional time greatly enhances the MSQF experience and allows time for employment. From September to May of the first year, students are expected to enroll full-time. After that students can take classes in the evenings while maintaining a full-time job or internship.

Gabelli School students benefit from our partnerships with GARP and the Chartered Financial Analyst (CFA) Institute.

Courses

Prerequisites

  • Calculus 1 (Differential Calculus)
  • Calculus 2 (Integral Calculus)
  • Calculus 3 (Multivariate Calculus)
  • Linear Algebra
  • Ordinary Differential Equations
  • Computer Programming

Sample Courses

  • Mathematics*
  • Probability and Statistics*
  • Derivative Analytics
  • Introduction to Stochastic Calculus
  • Machine Learning and Econometrics
  • Simulation Applications
  • Finance Theory
  • Fixed Income Securities
  • Risk Management
  • C++ for Finance
  • Internship & Research Project
  • Business Communication for Quants
  • Computational Finance
  • Blockchain Application in Finance
  • Fintech
  • R/Python Applications for Finance
  • Algorithmic Trading
  • Interest-Rate Derivatives
  • Big Data Analytics in Finance
  • Credit Risk Management

*These courses can be waived if the student demonstrates the appropriate background.

For full course listings and descriptions, visit the academic bulletin