MS in Quantitative Economics Curriculum

The MS in Quantitative Economics is an intensive 30-credit, 12-month, full-time program covering both the theory and practice of quantitative economics. You will receive rigorous training in micro and macroeconomics, financial economics, and statistical and computational aspects of the field. You may pursue either the General or the Quantitative Finance tracks.

We keep classes small to foster personal interaction between and among faculty and students and to give you hands-on experience with our department’s latest and most cutting-edge research. Browse MQE syllabi.

Econometrics classes are complemented with hands-on lab sessions. All students will take an independent study designed in collaboration with their faculty advisor. View sample General Track curriculum chart.

Program of Study

Required Courses (24 credits)

All required courses are 3 credits.

General Track Quantitative Finance Track
Mathematical Methods Mathematical Methods
Probability and Statistics Probability and Statistics
Microeconomics I Microeconomics I
Microeconomics II Microeconomics II
Macroeconomics I Macroeconomics I
Econometrics Econometrics
Macroeconomics II Financial Econometrics
Capstone in Quantitative Economics Capstone in Quantitative Finance
Electives (6 credits)

Elective courses are 3 credits with the exceptions of Special Topics and Independent Study, which are 1-3 credits.

General Track Quantitative Finance Track
Game Theory Complex Systems/Time Series: Financial Time Series
Market Design Corporate Finance
Quantitative Macroeconomics Data Science for Quantitative Finance
Special Topics* Special Topics*
Independent Study* Independent Study*

*denotes 1-3 credit course

STEM OPT

The master's in Quantitative Economics is a recognized STEM degree, so international students may be eligible for extended Optional Practical Training (OPT) to work in the United States for up to 36 months after graduation.

Study at Universite Pantheon-Sarbonne

Students may take two electives at Universite Pantheon-Sorbonne (Paris 1) in Paris, France. The MSc in Models and Methods in Quantitative Economics offers a variety of options for electives. The program is housed at the Maison des Sciences Economiques in downtown Paris.

This option is ideal for those who want to apply for a PhD program, specialize in fields not covered by Katz electives, or pursue a business career in Europe.