Quantitative Finance/Fintech Track

MS student

Finance is built on fintech.

Explore the impact of innovative and disruptive technologies on the financial sector. Financial institutions need professionals with deep quant and tech skills.

  • Develop financial acumen and complement it with courses in R and Python
  • Learn to apply artificial intelligence and machine learning to quantitative financial analysis

Contact Us

Graduate Programs Office
School of Management
University at Buffalo
203 Alfiero Center
Buffalo, NY 14260-4010

Tel:  716-645-3204
Fax: 716-645-2341
som-apps@buffalo.edu
Meet our Team

  • Understand how the principles of big data and analytics relate to the fundamentals of investment decision-making
  • Apply mathematical methods and computer simulations to currency markets, hedge funds, investment banking and derivatives
  • Study quantitative models in finance and obtain the knowledge to implement them on multiple computing platforms and across large datasets
  • Learn to use complex financial instruments, construct portfolios for a range of investment goals, and gain powerful quantitative skills

The MS Finance is a STEM (science, technology, engineering and mathematics) curriculum with 36 credits typically completed in three semesters. Some students extend to a fourth semester, and UB undergraduate students may be able to complete the program in two semesters. All majors are welcome; however, business, math, economics and engineering majors are ideally suited to the program, provided you have the requisite calculus background.

Curriculum

View or search courses and descriptions.

Fall 1

MGF 633LEC Investment Management

This course provides students with a general understanding of the operation of capital markets and basic analytical tools of investment management. Specifically, the course covers such topics as principles of valuation, risk analysis, modern portfolio theory, Capital Asset Pricing Model (CAPM), market microstructure, index models, arbitrage pricing models, bonds and common stocks valuation, efficient market hypotheses, investment management, and option pricing models.

Credits: 3.00
Semesters offered: Fall 2018 | Spring 2019


MGF 634LEC Quantitative Methods in Finance

The objective of this course is to ensure students have a solid foundation in the mathematical foundations required to understand and work with complex financial securities and derivatives. This foundation will be useful in higher level finance courses and as practitioners working in financial markets. Topics covered include stochastic calculus, continuous time finance, numerical methods, finite differences, and taylor series approximations. Applications from finance such as bond pricing, option pricing and portfolio theory are used as examples to illustrate the mathematics.

Credits: 3.00
Semesters offered: Fall 2018


MGF 635LEC Financial Derivatives

Objectives of this technical course include providing students with knowledge of specific trading mechanics, basic economic concepts and technical asset valuation tools to successfully employ a wide variety of derivative securities into a risk management context; as well as to understand risk-return tradeoffs associated with specialized speculative strategies in derivatives markets. A broad survey of rapidly-changing forward, futures, options, swaps (and other related derivative types) is followed by emphasis upon asset pricing models of complex financial instruments using both classical economic theory and advanced mathematical techniques. Basic knowledge of differential calculus is expected. Basics of stochastic calculus will be covered. Students will be prepared to employ material learned into a corporate (or smaller firm) environment for management of business-related risk from fluctuating commodity prices, interest rates changes, foreign exchange fluctuations and construction of stock/bond investment fund 'portfolio insurance'.

Credits: 3.00
Semesters offered: Fall 2018 | Spring 2019
Co-Requisite: MGF 633 or MS Accounting Majors.


+ Elective

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