Programs
- MBA
- Executive MBA
- Doctoral
- Master of Science
- Executive Education
- Undergraduate Concentration
- Pre-Doctoral Research
MSFE Curriculum
Prerequisites
Prior to commencing the program, all admitted students would be required to complete the following courses at an advanced undergraduate level:
- Probability
- Statistics
- Microeconomics
- Two semester of Calculus
- Linear Algebra and Matrix Theory
- Computer programming
Required PhD Courses
- (PhD) B9206 Microeconomic Analysis I (1.5 Credit) (Fall first year)
- (PhD) B9208 Microeconomic Analysis II (1.5 Credit) (Spring-first year)
- (PhD) B9209 Microeconomic Analysis III (1.5 Credit) (Fall- second year)
- (PhD) B9211 Microeconomic Analysis IV (1.5 Credit) (Spring- second year)
- (PhD) B9302 Finance Theory I (Fall-first year)
- (PhD) B9323 Introduction to Econometrics and Statistical Inference (Fall first year)
- (PhD) B9325 Financial Econometrics- Time Series (1.5 Credit) (Spring first year)
- (PhD) B9325 Financial Econometrics- Panel Data (1.5 Credit) (Spring first year)
- (PhD) B9319 Asset Pricing Theory (Second year)
- (PhD) B9331 Empirical Asset Pricing (Second year)
- (PhD) B9332 Corporate Finance Theory (Second year)
- (Masters) B9805 Thesis Seminar and MS Thesis (Spring, second year)
- (PhD) B9122 Computing for Business Research (varies)
Elective (offerings may vary from year to year)
- (PhD) B9330 Microstructure theory
- (PhD) B9320 Empirical Asset Pricing II
- (PhD) B9311 Computational Methods for Bayesian inference
- (PhD) B9801 Computational Finance
- (PhD) B9329 Empirical Methods in Corporate Finance
- (PhD) B9310 Behavioral Finance
- (PhD) B9304 Models and Methods of Continuous Time Finance
- (PhD) B8695 MS Machine Learning
Required MBA Level Courses
- (MBA) B6302 Capital Markets (Fall, first year)*
- (MBA) B8309 Debt markets (First year)
- (MBA) B8323 Asset Management (Spring first year or Fall second year)
Elective MBA Courses
- (MBA) B8835 Quantitative Finance: Models and Computation
- (MBA) B8309 Derivatives
- (MBA) B8307 Advanced corporate finance
- B8835 Quantitative Finance: Models and Computation
Typical first year course of study
First semester
- (PhD) B8207 Microeconomic Analysis I
- (PhD) B9323 Introduction to Econometrics
- (MBA) B6302 Capital Markets
- (PhD) B9302 Finance Theory
Second semester
- (PhD) B8208 Microeconomic Analysis II
- (PhD) B9325 Financial Econometrics
- (MBA) Debt Markets
- (PhD) B9330 Microstructure theory