Quantitative Finance Track

Return to: McIntire School of Commerce: Degree Programs

Application required spring of third year

Overview

The Quantitative Finance Track is designed to develop students’ analytical skills and prepare them for quantitatively focused careers in finance, such as asset/investment management, sales/trading, risk management/compliance, and Fin Tech. Utilizes tools from a variety of areas such as economics, operations research, statistics, computer science, and data science.

Eligibility

The Quantitative Finance Track is available by application to all Commerce students whose academic requirements allow them the flexibility to take the required 12 credit hours.

Curriculum

Required Courses

COMM 4710 - Intermediate Investments Credits: 3
Select two of the following three quantitative-based courses:
COMM 4230 - Fintech: Information Technology in Finance Credits: 3
COMM 4730 - Advanced Investments: Derivatives and Fixed Income Credits: 3
COMM 4731 - Advanced Investments: Principles of Securities Trading Credits: 3
COMM 4732 - Advanced Investments: Quantitative Equity Portfolio Management Credits: 3
COMM 4733 - Advanced Investments: Asset Management in the Global Economy Credits: 3
COMM 4780 - Institutional Investment Management Credits: 3

Electives

Select one Quantitative Elective from COMM, MATH, STAT, ECON, or CS

COMM 4230 - Fintech: Information Technology in Finance Credits: 3 (If not taken to meet required courses)
COMM 4522 - Topics in Business Analytics Credits: 3
Approved Topic: Business Analytics with RapidMiner

Approved Topic: Business Analytics with Python

Approved Topic: Business Analytics w/ Low-Code Technologies
COMM 4730 - Advanced Investments: Derivatives and Fixed Income Credits: 3
COMM 4731 - Advanced Investments: Principles of Securities Trading Credits: 3 (If not taken to meet required courses)
COMM 4733 - Advanced Investments: Asset Management in the Global Economy Credits: 3 (If not taken to meet required courses)
COMM 4780 - Institutional Investment Management Credits: 3 (If not taken to meet required courses)
ECON 4720 - Econometric Methods Credits: 3
MATH 4110 - Introduction to Stochastic Processes Credits: 3
STAT 4630 - Statistical Machine Learning Credits: 3
STAT 5120 - Applied Linear Models Credits: 3
STAT 5170 - Applied Time Series Credits: 3
Note: that admission to the track does not guarantee admission to each of the classes above. Instead, the list of electives is meant to provide a broad set of quantitative courses consistent with the objectives of the track. Typically courses outside of the Commerce School are appropriate for students double majoring in that particular department. Also, other quantitative courses may satisfy the track elective requirement. Please see the Quantitative Finance Track Coordinator about this.

Any two of the three classes COMM 4230, COMM 4522, COMM 4730, COMM 4731, COMM 4732, and COMM 4780 can be taken to satisfy the track’s requirements. Two will satisfy the quantitative trading-based required courses; the other will satisfy the elective course.