Mar 28, 2024  
University of Alberta Calendar 2022-2023 
    
University of Alberta Calendar 2022-2023 [ARCHIVED CATALOG]

Master of Science with a specialization in Mathematical Finance (Mathematical and Statistical Sciences)


Program Requirements


The MSc with a specialization in Mathematical Finance may be taken as a thesis-based program or a course-based program.

Thesis-based MSc


Students are required to complete a minimum of 20 units in graduate-level coursework, including a colloquium requirement, and a thesis.

Coursework (18 units)


  • MATH 505  
  • MATH 508  
  • MATH 510  
  • MATH 515  
  • MATH 520  
  • FIN 501  OR a 600-level FIN course (FIN 654 recommended)
  • All coursework must be chosen in consultation with the supervisor
  • All coursework to be counted towards the program requirements must be approved by the Associate Chair (Graduate Studies)
  • Additional coursework may be required.

Graduate Colloquium (2 units)


  • Students must complete two terms of MATH 601  and give a presentation in the Graduate Colloquium.

Thesis


  • Registration in 900-level THES

Course-based MSc


Students are required to complete a minimum of 30 units in graduate-level coursework, including a 6-unit capping project.

Coursework (24 units)


  • MATH 505  
  • MATH 508  
  • MATH 510  
  • MATH 515  
  • MATH 520  
  • FIN 501  OR a 600-level FIN course (FIN 654 recommended)
  • Two additional 3-unit approved graduate-level courses chosen in consultation with the advisor.
  • All coursework to be counted towards the program requirements must be approved by the Associate Chair (Graduate Studies)
  • Additional coursework may be required.

Capping project (6 units)


Residence Requirement


The minimum period of residence for the course-based and thesis-based MSc programs in Mathematical Finance is two four-month terms of full-time attendance at the University of Alberta.

For part-time students, residence requirements are determined on a case-by-case basis.

Length of Program


The MSc programs are designed to be competed in 20-24 months.

The maximum time to complete the thesis-based MSc program as set by the Faculty of Graduate Studies and Research is four years.

The maximum time to complete the course-based MSc program as set by the Faculty of Graduate Studies and Research is six years.