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The Master’s of
Science in Quantitative Financial Economics (MSQFE) is a Spears School of
Business degree program with course work in Economics, Finance, Mathematics, and
Statistics. The program requires 33-hours of coursework for completion and is
offered on the Stillwater campus of Oklahoma State University.
The objective of
the MSQFE program is to produce graduates with mathematical and statistical
modeling skills necessary to support advanced financial and economic
applications. Curriculum of the program is rooted in the quantitative methods
required for modern financial applications.
- Investments and
Portfolio Management
- Mathematical
Modeling of Financial Markets
- Econometrics
- Stochastic
Processes
- Statistics
- Numerical
Optimization Methods
The program is
designed to enable students to participate in decision processes and develop
solution techniques for applications encountered in current and future financial
environments. The program focuses on the analytical methods necessary for
effective participation in the fields of risk management and financial
engineering. Significant course work is devoted to the development of
mathematical and statistical skills. These skills are necessary to evaluate the
uncertain outcomes found in financial applications. The program provides
students the opportunity to apply their knowledge and skills to projects that
utilize quantitative financial tools and techniques.
The MSQFE program
seeks to develop student competencies in:
- Risk evaluation
methods – Value at Risk
- Empirical/Estimation techniques – Time series models, implied parameter
estimation, non-parametric estimation, forecasting
- Valuation theory
and techniques – advanced option pricing models
- Mathematical
solution techniques – numerical methods, Simulation and Monte-Carlo
methods
- Capital budgeting
techniques – real options valuation
- Demand analysis -
forecasting
- Risk management -
optimal hedge ratios, stress testing of investment positions
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