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Econophysics - Suggested Program

First Year

Fall

  • Phys 6309 (& 6109): *Advanced Mechanics I (Classical Mechanics)
  • Phys 6303 (& 6103): *Methods of Mathematical Physics I
  • Phys 6315 (& 6115): *Quantum Mechanics I

Spring

  • Phys 6327 (& 6127): *Statistical Physics I
  • Phys 6321 (& 6121): *Electromagnetism I
  • Phys 6304 (& 6104): **Methods of Mathematical Physics II

Summer

  • Phys 7397: Introduction to Scientific Programming

Second Year

Fall

  • Phys 6397: **Introduction to EconoPhysics
  • Phys 6350 (& 6150): **Computational Physics I

Spring

  • Phys 7397: **Computational Physics II: Monte Carlo Simulations
  • Phys 7329**Dynamical Problems in Statistical Mechanics

Third Year

  • Phys 7397 **Simulation of Economic Systems
  • Fina 7338 **Financial Engineering and Derivatives

Fourth and Fifth Years

  • Phys 7397: Advanced Data Analysis Techniques
  • Fina 7366: **Investments
  • Fina 8397: Seminar on Derivatives
  • Fina 8378: Seminar in Financial Markets in Institution

Other Courses of Potential Interest

  • Phys 6311 (& 6111): Advanced Mechanics II (Non-Linear Dynamics)
  • Phys 6316 (& 6116): Quantum Mechanics II
  • Phys 7316-17: Quantum Field Theory
  • Phys 7309: Gravitation and Cosmology
  • Fina 7330: Corporate Finance
  • Fina 6335: ***Managerial Finance
  • Fina 6387: ***Managerial Analysis
  • Math 6388-89: Statistical Inference and Multivariate Analysis
  • Math 6382-83: Probability Models and Mathematical Statistics

* Courses that are required to satisfy the Ph.D. Qualifying Exam Equivalent

** Courses that are required for students in the Econophysics program

*** Supplemental courses for students with inadequate undergraduate preparation in economics

Note that it may be possible for the students to take many of the Finance courses in the summer semesters beginning with the summer between their first and second year.That would free them from the need to take those courses during their third and forth years, and would open the opportunity for them to take some of the other courses of potential interest.Full time students are required to register for a minimum of 6 hours each summer if they intend to receive support from the university over that summer.