IIT Madras

Department of
Management Studies

Quantitative Data Analytics
IIT Madras Campus Architecture
High Frequency Trading Technology

Interdisciplinary Dual Degree (IDDD)
Master's
(Quantitative Finance)

Strategic Goals

Objectives Of The Program

01

Adaptation & Bridging

Enable students to more easily adapt to new developments in finance and bridge the gap between application of modern product and process technologies and state-of-the-art finance.

02

Advanced Knowledge

Build advanced knowledge of the main theoretical and applied concepts in quantitative finance, financial engineering and risk management, using current issues to stimulate the thinking process.

03

Career Preparation

Prepare for careers involving the design and management of new financial instruments, the development of innovative methods for measuring, or predicting and managing risk.

ACADEMIC ROADMAP

Course Curriculum

Semester 6 (Jan – May) +
Sr # Course # Course name L T E P O C
1 MS6621(New) Corporate Finance 4 0 0 0 8 12
Semester 7 (July – Nov) +
Sr # Course # Course name L T E P O C
1 HS5701 Microeconomics -I (if not credited earlier) 3 0 0 0 6 9
2 MA5015 Stochastic Calculus for Finance 3 0 0 0 6 9
3 IDxxx(New) Introduction to Machine learning 4 0 0 0 8 12
Semester 8 (Jan – May) +
Sr # Course # Course name L T E P O C
1 MA 5950 Mathematical Finance 3 0 0 0 6 9
2 MSXXX(new) Financial Derivatives and Markets 4 0 0 0 6 9
3 MS XXX Multivariate analysis –elective 1 4 0 0 0 8 12
Summer +
Sr # Course # Course name L T E P O C
1 Xxx Project – Phase 1 0 0 0 0 0 15
Semester 9 (July – Nov) +
Sr # Course # Course name L T E P O C
1 xxx Elective 2 4 0 0 0 8 6
2 xxx Elective 3 4 0 0 0 8 6
3 xxx Elective 4 4 0 0 0 8 6
4 xxx Project – Phase 2 0 0 0 0 0 20
Semester 10 (Jan – May) +
Sr # Course # Course name L T E P O C
1 xxx Project – Phase 3 0 0 0 0 0 35
!
Note: Students are requested to do the HS3002 Principles of Economics (if not credited earlier) either in the sixth or eight quarter.
SPECIALIZED TRACKS

Elective Courses

🏛

DoMS Electives

Core Financial Management
MS5617
Asset Pricing
6 Cr
MS6680
Fixed Income Securities, Structure & Trading
6 Cr
MS6710
Financial Risk Management
6 Cr
MS5690
Computational Finance
6 Cr
MS6640
Venture Capital & Entrepreneurial Finance
6 Cr
FinTech and Entrepreneurship
NEW 6 Cr
Algorithmic Trading
NEW 6 Cr
Valuation and Investment Banking
6 Cr
🔗

IDDD Electives

Interdisciplinary Dual Degree
Machine Learning & Data Science for Finance
NEW 12 Cr
Time Series Modelling for Finance
NEW 12 Cr
Blockchain Technology & Crypto Currency
NEW 12 Cr
Deep Learning Techniques
NEW 12 Cr