Spring 2019
In the Spring of 2019, we had 109 registered students, of which 99 were full-time and 10 were part-time.
The students took on average 1.7 elective courses each, to a total of 181 electives. These numbers do not include courses that are not approved as electives.
Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 121 |
| Statistics | 19 |
| Computer Science | 17 |
| Economics | 8 |
| Finance – (B-School) | 5 |
| Other | 11 |
| Total | 181 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 181 electives were made up of 38 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
They are all being offered again this Spring 2020.
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | GR5380 | Multi-Asset Portfolio Management |
| Mathematics | GR5400 | Non-Linear Option Pricing |
| Mathematics | GR5260 | Programming for Quant and Comp Finance |
| Mathematics | GR5360 | Math Methods – Financial Price Analysis |
| Computer Science | W4771 | Machine Learning |
| Computer Science | W4231 | Analysis of Algorithms I |
| Economics | GU4415 | Game Theory |
| Finance – (B-School) | B8384 | Equity Derivatives/Related Products |
| Statistics | GR6102 | Stat Modeling/Data Analysis II |
| Statistics | GR8201 | Theoretical Statistics |
Note: There is never any guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
Fall 2018
In the Fall of 2018, we had 193 registered students, of which 98 were full-time first-semester students, 87 were full-time third-semester students, and 8 were part-time students.
The students took on average 1.9 elective courses each, to a total of 362 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 245 |
| Statistics | 47 |
| Computer Science | 21 |
| Electrical Engineering | 17 |
| Finance (B-school) | 11 |
| Economics | 8 |
| IEOR | 6 |
| Other | 7 |
| Total | 362 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 362 electives were made up of 53 different courses – approved elective courses that count towards the degree. In addition, a few students took courses that do not count toward the degree, such as language courses or undergraduate programming courses.
Here is a list of all electives with 4 or more MAFN students enrolled:
| Department / Subject | Course | Course Title |
|---|---|---|
| Mathematics | GR5280 | Capital Markets and Investments |
| Mathematics | GR5300 | Hedge Fund Strategies and Risk |
| Mathematics | GR5340 | Fixed Income Portfolio Management |
| Mathematics | GR5420 | Modeling and Trading Derivatives |
| Mathematics | GR5320 | Financial Risk Management and Regulation |
| Statistics | GU4205 | Linear Regression Models (Sec.3) |
| Mathematics | GR5260 | Programming for Quant and Comp Finance |
| Statistics | GR5261 | Statistical Methods in Finance |
| Mathematics | GR5510 | MAFN Fieldwork |
| Mathematics | GR5220 | Quant Methods in Investment Management |
| Computer Science | W4771 | Machine Learning |
| Electrical Engineering | E6720 | Bayesian Models in Machine Learning Not Offered this Fall 2019 |
| Computer Science and Operations Research | W4231 | Analysis of Algorithms I (Sec.1) & (Sec.2) |
| Electrical Engineeering | E4040 | Neural Networks and Deep Learning |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up courses, refer to Directory of Classes, Vergil, CourseWorks
Spring 2018
In the Spring of 2018, we had 99 registered students, of which 96 were full-time and 3 were part-time.
The students took on average 1.5 elective courses each, to a total of 153 electives. These numbers do not include courses that are not approved as electives.
Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 102 |
| Statistics | 26 |
| Computer Science | 12 |
| Finance (B-school) | 5 |
| Accounting (B-School) | 4 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 153 electives were made up of 24 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G5380 | Multi-Asset Portfolio Management |
| Mathematics | G5260 | Programming for Quant and Comp Finance |
| Computer Science | W4771 | Machine Learning |
| Mathematics | G5360 | Math Methods – Financial Price Analysis |
| Mathematics | G5400 | Non-Linear Option Pricing |
| Computer Science | W4231 | Analysis of Algorithms |
| Statistics | W5241 | Statistical Machine Learning |
| Accounting (B-School) | B8010 | Fundamental Analysis for Investment |
| Statistics | W4206 | Stat Comp & Intro Data Sc |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
Fall 2017
In the Fall of 2017, we had 194 registered students, of which 96 were full-time first-semester students, 92 were full-time third-semester students, and one was a full-time student returning from a leave of absence). We had 6 part-time students, 3 of which were in their first semester.
The students took on average 1.9 elective courses each, to a total of 361 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 221 |
| Statistics | 73 |
| Electrical Engineering | 23 |
| Finance (B-school) | 8 |
| School of Professional Studies | 6 |
| IEOR | 6 |
| Computer Science | 5 |
| Economics | 4 |
| Other | 15 |
| Total | 361 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 361 electives were made up of 55 different courses – approved elective courses that count towards the degree. In addition, a few students took courses that do not count toward the degree, such as language courses or undergraduate programming courses.
Here is a list of all electives with 5 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G5320 | Financial Risk Management and Regulation |
| Mathematics | G5280 | Capital Markets and Investments |
| Mathematics | G5260 | Programming for Quant and Comp Finance |
| Mathematics | G5220 | Quant Methods in Investment Management |
| Mathematics | G5340 | Fixed Income Portfolio Management |
| Statistics | W5261 | Statistical Methods in Finance |
| Mathematics | G5510 | MAFN Fieldwork |
| Mathematics | G5300 | Hedge Fund Strategies and Risk |
| Statistics | W4205 | Linear Regression Models |
| Electrical Engineeering | E6720 | Bayesian Models in Machine Learning |
| Electrical Engineeering | E4040 | Neural Networks and Deep Learning |
| Statistics | W4291 | Advanced Data Analysis |
| Statistics | W5206 | Stat Computation and Intro to Data Science |
| Statistics | W5705 | Introduction to Data Science |
| Statistics | G5266 | Stochastic Control and Applications |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
Spring 2017
In the Spring of 2017, we had 106 registered students, of which 103 were full-time and 3 were part-time.
The students took on average 1.3 elective courses each, to a total of 143 electives. These numbers do not include courses that are not approved as electives.
Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 106 |
| Statistics | 12 |
| Finance (B-school) | 9 |
| IEOR | 6 |
| Other | 10 |
| Total | 143 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 143 electives were made up of 27 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G5380 | Multi-Asset Portfolio Management |
| Mathematics | G5260 | Programming for Quant and Comp Finance |
| Mathematics | G5400 | Non-Linear Option Pricing |
| Statistics | W5261 | Statistical Methods in Finance |
| Mathematics | G5360 | Math Methods – Financial Price Analysis |
| Finance (B-School) | B8384 | Equity Derivatives |
| IEOR | E4725 | Big Data in Finance |
| Mathematics | G5530 | Unpaid Internship |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
Fall 2016
In the Fall of 2016, we had 167 registered students, of which 101 were full-time first-semester students, 61 were full-time third-semester students, and 5 were part-time. They took on average 1.8 elective courses each, to a total of 296 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 223 |
| Statistics | 43 |
| Finance (B-school) | 8 |
| IEOR | 6 |
| Applied Mathematics | 5 |
| Other | 11 |
| Total | 296 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 396 electives were made up of 32 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G5280 | Capital Markets and Investments |
| Mathematics | G5320 | Financial Risk Management and Regulation |
| Mathematics | G5300 | Hedge Fund Strategies and Risk |
| Mathematics | G5340 | Fixed Income Portfolio Management |
| Mathematics | G5260 | Programming for Quant and Comp Finance |
| Statistics | W4261 | Statistical Methods in Finance |
| Statistics | W4205 | Linear Regression Models |
| Mathematics | G5510 | MAFN Fieldwork |
| Statistics | W4241 | Statistical Machine Learning |
| Finance (Business School) | B7377D | Value Investing |
| Finance (Business School) | B8306 | Capital Markets and Investments |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
In addition to these approved electives, some students also took courses that do not count towards the degree, such as undergraduate programming courses.
To look up specific classes, go to the Directory of Classes.
Spring 2016
In the Spring of 2016, we had 89 registered students, of which 77 were full-time and 12 were part-time. This was an unusually small class – because the number of new students entering in the fall of 2015 was unusually small.
The students took on average 1.4 elective courses each, to a total of 124 electives. These numbers do not include courses that are not approved as electives.
Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 84 |
| Statistics | 27 |
| Finance (B-school) | 9 |
| Other | 4 |
| Total | 124 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 124 electives were made up of 25 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G4078 | Multi-Asset Portfolio Management |
| Mathematics | G4075 | Math Methods – Financial Price Analysis |
| Mathematics | G4079 | Non-Linear Option Pricing |
| Mathematics | G4074 | Programming for Quant and Comp Finance |
| Statistics | W4240 | Data Mining |
| Statistics | W4290 | Statistical Methods in Finance |
| Statistics | W4400 | Statistical Machine Learning |
| Finance (B-School) | B8368 | Security Analysis |
| Finance (B-School) | B8384 | Equity Derivatives |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
Fall 2015
In the Fall of 2015, we had 142 registered students, of which 77 were full-time first-semester students, 50 were full-time third-semester students, and 15 were part-time. They took on average 1.9 elective courses each, to a total of 273 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 182 |
| Statistics | 65 |
| IEOR | 9 |
| Comp Sci and OR | 4 |
| Accounting (B-School) | 4 |
| Finance (B-school) | 3 |
| Other | 7 |
| Total | 273 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 373 electives were made up of 31 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G4082 | Risk Management and Regulation |
| Mathematics | G4076 | Capital Markets and Investments |
| Mathematics | G4074 | Programming for Quant and Comp Finance |
| Mathematics | G4083 | Fixed Income Portfolio Management |
| Statistics | W4240 | Data Mining |
| Mathematics | G4073 | Quantitative Methods in Investment Management |
| Mathematics | G4080 | Hedge Fund Strategies and Risk |
| Statistics | W4400 | Statistical Machine Learning |
| Statistics | W4315 | Linear Regression Models |
| Mathematics | G4071 | MAFN Fieldwork |
| Statistics | W4290 | Statistical Methods in Finance |
| IEOR | E4071 | Term Structure Modeling |
| Accounting | B8008 | Earnings Quality and Fundamental |
| IEOR | E4732 | Computational Methods – Derivatives |
| Statistics | W4105 | Probability |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
In addition to these approved electives, some students also took undergraduate programming courses that do not count towards the degree but will most likely be useful in their future careers.
To look up specific classes, go to the Directory of Classes.
Spring 2015
In the Spring of 2015, we had 103 registered students, of which 87 were full-time and 16 were part-time. They took on average 1.7 elective courses each, to a total of 177 electives. The numbers include electives that are not approved or otherwise do not count towards the degree.
Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 96 |
| Statistics | 30 |
| Finance (B-school) | 19 |
| Computer Science | 8 |
| IEOR | 8 |
| Economics | 6 |
| American Language | 4 |
| Other | 6 |
| Total | 177 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 177 electives were made up of 40 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G4078 | Multi-Asset Portfolio Management |
| Mathematics | G4075 | Math Methods – Financial Price Analysis |
| Mathematics | G4074 | Programming for Quant and Comp Finance |
| Finance (B-School) | B8308 | Debt Markets |
| Statistics | W4400 | Statistical Machine Learning |
| Finance (B-School) | B8384 | Equity Derivatives |
| IEOR | E4718 | Intro – Implied Volatility Smile |
| Mathematics | G4079 | Non-Linear Option Pricing |
| Statistics | W4315 | Linear Regression Models |
| American Language | Z0001 | Listening and Speaking for International … |
| Computer Science | W3101 | Programming Language (Python) |
| Statistics | W4151 | Intro to Prob and Stats |
| Statistics | W4240 | Data Mining |
| Statistics | W4290 | Statistical Methods in Finance |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
Some of the courses listed above (specifically, Z0001 and W3101) are not approved electives and do not count towards the degree.
To look up specific classes, go to the Directory of Classes.
Fall 2014
In the Fall of 2014, we had 170 registered students, of which 87 were full-time first-semester students, 54 were full-time third-semester students, and 29 were part-time. They took on average 1.9 elective courses each, to a total of 317 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 182 |
| Statistics | 84 |
| Finance (B-school) | 18 |
| Comp Sci and OR | 8 |
| Continuing Education | 8 |
| IEOR | 7 |
| Accounting (B-School) | 4 |
| Economics | 3 |
| Other | 3 |
| Total | 317 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 317 electives were made up of 47 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G4076 | Capital Markets and Investments |
| Mathematics | G4073 | Quantitative Methods in Investment Management |
| Mathematics | G4080 | Hedge Fund Strategies and Risk |
| Mathematics | G4074 | Programming for Quant and Comp Finance |
| Statistics | W4290 | Statistical Methods in Finance |
| Statistics | W4240 | Data Mining |
| Statistics | W4400 | Statistical Machine Learning |
| Comp Sci and OR | W4231 | Analysis of Algorithms I |
| Statistics | G6507 | Stochastic Controls and Applications in Finance |
| Continuing Education | K4846 | Quantitative Risk Management |
| Statistics | W4315 | Linear Regression Models |
| Accounting (B-School) | B8008 | Earnings Quality and Fundamental |
| Finance (B-School) | B7308 | Debt Markets |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
In addition to these approved electives, some students also took undergraduate programming courses that do not count towards the degree but will most likely be useful in their future careers.
To look up specific classes, go to the Directory of Classes.
Spring 2014
In the Spring of 2014, we had 132 registered students, of which 94 were full-time and 38 were part-time. They took on average 1.3 elective courses each, to a total of 176 electives. That is fewer than in the past, because for the first time, a substantial number of full time students were planning to complete the program in three rather than two semesters.
Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 68 |
| Statistics | 40 |
| Finance (B-school) | 27 |
| IEOR | 24 |
| Economics | 7 |
| Accounting (B-School) | 2 |
| Applied Mathematics | 2 |
| Business Economics | 2 |
| Other | 4 |
| Total | 176 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 176 electives were made up of 47 different courses.
Here is a list of all electives with 3 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G4075 | Math Methods – Financial Price Analysis |
| Statistics | W4240 | Data Mining |
| Mathematics | G4078 | Multi-Asset Portfolio Management |
| IEOR | E4732 | Computational Methods – Derivatives |
| Statistics | W4315 | Linear Regression Models |
| Finance (B-School) | B8384 | Equity Derivatives |
| IEOR | E4710 | Term Structure Modeling |
| Economics | W4415 | Game Theory |
| Finance (B-School) | B7377 | Value Investing |
| Finance (B-School) | B8308 | Debt Markets |
| Finance (B-School) | B8323 | Factor Investing |
| Statistics | W4249 | Applied Data Science |
| Statistics | W4400 | Statistical Machine Learning |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
In addition to these approved electives, some students also took undergraduate programming courses that do not count towards the degree but will most likely be useful in their future careers.
To look up specific classes, go to the Directory of Classes.
Fall 2013
In the Fall of 2013, we had 137 registered students, of which 94 were full-time and 43 were part-time. They took on average 1.5 elective courses each, to a total of 200 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 137 |
| Statistics | 35 |
| Finance (B-school) | 12 |
| IEOR | 5 |
| Economics | 4 |
| Accounting (B-School) | 3 |
| Other | 4 |
| Total | 200 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 200 electives were made up of 30 different courses.
Here is a list of all electives with 2 or more MAFN students enrolled:
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G4076 | Capital Markets and Investments |
| Mathematics | G4073 | Quantitative Methods in Investment Management |
| Mathematics | G4078 | Multi-Asset Portfolio Management |
| Statistics | W4240 | Data Mining |
| Statistics | W4315 | Linear Regression Models |
| Statistics | W4400 | Statistical Machine Learning |
| Finance (B-School) | B8306 | Capital Markets and Investments |
| IEOR | E4404 | Simulation |
| Accounting (B-school) | B7009 | Financial Statement Analysis |
| Economics | W4412 | Advanced Econometrics |
| Finance (B-School) | B7307 | Advanced Corporate Finance |
| IEOR | E6613 | Optimization I |
| Mathematics | G4151 | Analysis and Probability I |
| Statistics | W4290 | Statistical Methods in Finance |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
Spring 2013
In the Spring of 2013, we had 103 registered students (as of some particular date), of which 68 were full-time and 35 were part-time. They took on average a little less than two elective courses each, to a total of 195 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 43 |
| Statistics | 43 |
| IEOR | 35 |
| Finance (B-school) | 26 |
| Economics | 16 |
| Computer Science | 12 |
| International Affairs | 10 |
| Other | 10 |
| Total | 195 |
The category “Mathematics” includes finance electives offered by the MAFN program.
There is an astonishing variety behind these numbers. The 195 electives are actually made up of 59 different courses.
Here is a list of all electives with 5 or more MAFN students enrolled (as of some particular date):
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G6190 | Obstacle Problems |
| Mathematics | G4076 | Capital Markets and Investments |
| IEOR | E4718 | Intro – Implied Volatility Smile |
| Statistics | W4315 | Linear Regression Models |
| Finance (B-school) | B9301 | Equity Derivatives and Related |
| Statistics | W4400 | Statistical Machine Learning |
| Decision and Risk Analysis | B8837 | PhD – Risk Management |
| International Affairs | U6022 | Economics of Finance |
| Computer Science | W4772 | Machine Learning |
| Statistics | W4240 | Data Mining |
| Economics | W4415 | Game Theory |
| IEOR | E4500 | Applications Programming for FE |
| IEOR | E4710 | Term Structure Modeling |
| IEOR | E4722 | Computational Methods – Derivatives Pricing |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
Fall 2012
In the Fall of 2012, we had 120 registered students (as of some particular date), of which 72 were full-time and 48 were part-time. They took on average 1.7 elective courses each, to a total of 208 electives. Here is the distribution across departments and schools:
| Department / School | Count |
|---|---|
| Mathematics | 139 |
| Statistics | 38 |
| Finance (B-school) | 8 |
| IEOR | 8 |
| Computer Science | 4 |
| International Affairs | 3 |
| Applied Mathematics | 2 |
| Computer Science and OR | 2 |
| Other | 4 |
| Total | 208 |
The category “Mathematics” includes finance electives offered by the MAFN program.
The 208 electives were made up of 32 different courses.
Here is a list of all electives with 2 or more MAFN students enrolled (as of some particular date):
| Department / School | Course | Course Title |
|---|---|---|
| Mathematics | G4075 | Mathematical Methods – Financial Price Analysis |
| Mathematics | G4073 | Quantitative Methods in Investment Management |
| Statistics | W4315 | Linear Regression Models |
| Mathematics | G4076 | Capital Markets and Investments |
| Mathematics | G4077 | Computational Finance |
| Finance (B-school) | B6302 | Capital Markets and Investments |
| Computer Science and OR | W4231 | Analysis of Algorithms I |
| Statistics | W4240 | Data Mining |
| Finance (B-school) | B8309 | Derivatives |
| IEOR | E6613 | Optimization I |
| IEOR | E6711 | Stochastic Modeling I |
| IEOR | E4722 | Algorithmic Trading |
Note: There is no guarantee that these particular courses will be offered in the future. There is no guarantee that any particular student will be able to secure a seat in any of these courses.
To look up specific classes, go to the Directory of Classes.
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