Program Overview

Quantitative Finance

Department of Applied Mathematics and Statistics, College of Engineering and Applied Sciences

Certificate Awarded: Advanced Graduate Certificate in Quantitative Finance

Department Website

This advanced certificate program of 15 credits, consisting of five three-credit courses, trains students in the fundamentals required for the application of quantitative methods in the financial world. The certificate is open to students in related graduate programs at Stony Brook, as well as to non-matriculated students registered through the School of Professional Development.

Course Requirements

• AMS 511 - Foundations of Quantitative Finance (3 credits)
• AMS 512 - Capital Markets and Portfolio Theory (3 credits)
• AMS 513 - Financial Derivatives and Stochastic Calculus (3 credits)
• AMS 514 - Computational Finance (3 credits)
• OR
• AMS 523 - Mathematics of High Frequency Finance (3 credits)
• plus one additional (3-credit) elective chosen by the student with the approval of an advisor.