What is the Lehigh MSAF Curriculum?
All students enrolled in the MSAF program must successfully complete 30 graduate credit hours in a common set of analytical, financial, and computational courses. The program includes a capstone practicum project with a financial services firm. The students will have first hand experience solving real-world problems and make final presentations to a group of potential recruiters. The program design allows students to complete the course requirements in one or two calendar years, provided the set of prerequisites are met.
Master of Science in Analytical Finance
Course Requirements (30 credits minimum)*
Analytical Core
| MATH467. Financial Calculus I |
3 credits |
| STAT410. Random Processes and Applications |
3 credits |
| MATH468. Financial Calculus II |
3 credits |
| ECO415. Econometrics |
3 credits |
| IE426. Optimization Models and Applications |
3 credits |
Finance Core
| GBUS422. Derivatives and Risk Management |
3 credits |
| GBUS473. International Finance |
3 credits |
| GBUS421. Advanced Investments |
3 credits |
Computing Core
| IE447. Financial Optimization |
3 credits |
Capstone Practicum
| IE441. Financial Engineering Projects |
3 credits |
*Students with equivalent courses from an undergraduate degree program will be given credit for fulfilling the field requirement and will be permitted to replace the credits from the list of approved electives. The program director must approve the student’s choice of electives.