This program is only offered online.
Applicants must meet the general requirements for admission to graduate study, as outlined in the Admission Requirements section. The applicant’s prior education must include:
- an undergraduate or graduate degree in a quantitative discipline (e.g., mathematics, engineering, or the sciences) from a regionally accredited college or university and
- at least two years of experience in finance or a related field.
Applicants must show competency (generally, through their undergraduate transcripts) in:
- calculus, through multivariable calculus;
- linear algebra;
- differential equations;
- probability and statistics; and
- computer programming, which must be demonstrated through coursework, MOOC course completion with verification, or work experience.
Applicants whose prior education does not include the prerequisites listed above may still enroll under provisional status, followed by full admission status once they have completed the missing prerequisites. Missing prerequisites may be completed with Johns Hopkins Engineering or at another regionally accredited institution. Applicants typically have earned a grade point average of at least 3.0 on a 4.0 scale (B or above) in the latter half of their undergraduate studies. Transcripts from all college studies must be submitted. When reviewing an application, the candidate’s academic and professional background will be considered.
Ten courses must be completed within five years. The curriculum nominally consists of nine core courses and one elective. Only one C-range grade (C+, C, or C–) can count toward the master’s degree.
|or EN.625.641||Mathematics of Finance|
|EN.555.644||Introduction to Financial Derivatives||3|
|EN.555.645||Interest Rate and Credit Derivatives||3|
|EN.555.646||Financial Risk Management and Measurement||3|
|EN.625.603||Statistical Methods and Data Analysis||3|
|EN.625.616||Optimization in Finance||3|
|EN.625.633||Monte Carlo Methods||3|
|EN.625.695||Time Series Analysis||3|
|EN.625.714||Introductory Stochastic Differential Equations with Applications||3|
|EN.555.647||Quantitative Portfolio Theory & Performance Analysis||3|
|or EN.555.648||Financial Engineering and Structured Products|
Please refer to the course schedule (ep.jhu.edu/schedule) published each term for exact dates, times, locations, fees, and instructors.