MS Finance Thesis

The goal of this course is to gain experience producing research in quantitative finance. Students will design, execute, write, and present a thesis that involves original research on a topic of their choosing. Classroom time will be split roughly equally between two areas of focus. First, the class will explore the process of doing financial research, including topic generation, identifying data sources, and applying the appropriate empirical techniques, and writing and presenting the results. Throughout, we will use recent trends and articles in financial markets to illustrate how to conduct financial research; students will be asked to read and discuss a variety of academic and industry reports on these topics, debate open questions, and consider alternative approaches that utilize the skills they have developed over the MSFE program. Second, students will present and discuss their thesis work. This will occur in various stages, starting with topic generation and ending with a presentation of their completed thesis. Students will be expected to participate actively in discussion throughout.