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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.


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