Curriculum

30 credits | Master of Science | Full time | On Campus | Day and Evening Classes

The MS in Quantitative Economics is an intensive 30-credit, 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. Econometrics classes are complemented with hands-on lab sessions. All students will take an independent study designed in collaboration with their faculty advisor. 

The MS in Quantitative Economics can be completed full-time in 15 months. Review degree requirements below, view a sample course sequence for the General Track, and download course descriptions here.

Degree Requirements

To earn the MS in Quantitative Economics, you must complete 24 credits of required courses, including a capstone project, as well as six credits of elective courses. You can select courses from either the General or Quantitative Finance track. All courses are 3 credits, unless otherwise noted.

Core Requirements (24 credits)
General Track
  • Mathematical Methods
  • Probability and Statistics
  • Microeconomics I
  • Microeconomics II
  • Macroeconomics I
  • Macroeconomics II
  • Econometrics
  • Capstone in Quantitative Economics
Quantitative Finance Track
  • Mathematical Methods
  • Probability and Statistics
  • Microeconomics I
  • Microeconomics II
  • Macroeconomics I
  • Econometrics
  • Financial Econometrics
  • Capstone in Quantitative Economics
Electives (6 credits)
General Track
  • Game Theory
  • Market Design
  • Quantitative Macroeconomics
  • Special Topics (1-3 credits)
  • Independent Study (1-3 credits)
Quantitative Finance Track
  • Complex Systems/Time Series: Financial Time Series
  • Corporate Finance
  • Data Science for Quantitative Finance
  • Special Topics (1-3 credits)
  • Independent Study (1-3 credits)

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.