Quantitative Economics and Finance M.S.

Introduction

The M.S. program in quantitative economics and finance is a one-year Plan II (capstone) master's program that provides analytical graduate training designed to prepare students for careers in business, international and domestic banking, consulting firms, government, and nonprofit organizations. The program combines core training in economic theory with meaningful applications that students are likely to face in their professional careers. Students have an option to choose one of three tracks: quantitative economics, finance or general emphasis. Compared to a typical M.A. in economics, our program has a more applied orientation. Compared to most M.B.A. programs, our program provides more training in economics, statistics, and econometrics. The curriculum stresses mastery of core principles in micro and macroeconomics and finance. In addition, each student learns how to solve practical problems and to communicate the results clearly. The emphasis of the program, and perhaps its greatest strength, is exposing students to cutting edge data analytics approaches, advanced econometric techniques, statistical and data analysis software packages (R, Stata, Python), and large-scale financial and microeconomic data sets throughout their coursework.

International students in the M.S. program are eligible to apply for optional practical training (OPT) through the Global Engagement Division. Our M.S. program in applied economics and finance is also eligible for the OPT STEM Extension. For more information please visit the International Student Services and Programming (ISSP) website.

Past graduates of this program have gone on to successful careers in the private and public sectors with placements at a diverse range of companies and institutions, including tech giants such as Apple, Amazon, Google, Twitter; smaller tech firms such as ZipRecruiter, Zillow, Expedia; biotech and industrial companies including Genentech and Toyota; financial companies including traditional such as Bloomberg, Citigroup, Morgan Stanley, new such as SoFi, as well as regional and foreign commercial banks; all of the "Big Four" accounting firms; and government and regulatory institutions such as Federal Reserve, the California Franchise Tax Board, State Bar of California, and local governments and agencies. Other graduates have gone on to earn Ph.D. degrees in economics.

Requirements

Course Requirements

All M.S. students take the same courses in the fall quarter. In winter and spring, course requirements will vary based on the track that the student pursues. The three tracks offered are quantitative economics, finance, and general emphasis. Please refer to the capstone sections for your chosen track, listed in the table below, when selecting winter and spring courses. Students may also take additional classes if they desire.

Courses by Track and Quarter:


Quantitative EconFinanceGeneral
FallECON 186 (pre-fall)
ECON 200
ECON 216
ECON 233
ECON 294A
ECON 186 (pre-fall)
ECON 200
ECON 216
ECON 233
ECON 294A
ECON 186 (pre-fall)
ECON 200
ECON 216
ECON 233
ECON 294A
WinterECON 217
ECON 294A
ECON 294B
Elective
Elective
ECON 217 or ECON 114
ECON 294A
ECON 294B
Elective
Elective
ECON 217 or ECON 114
ECON 294A
ECON 294B
Elective
Elective
SpringECON 202
ECON 294B
Elective
Elective
ECON 202
ECON 294B
Elective
Elective
ECON 202
ECON 294B
Elective
Elective
Electives (5 credits)

ECON 201, 259B

+ others

ECON 231, 234, 235, 236

+ others

ECON 201, 236

+ others

Capstone Sections

4 from:

ECON 200
ECON 201
ECON 216
ECON 217
ECON 259B

4 from:

ECON 231
ECON 233
ECON 234
ECON 235
ECON 236

All:

ECON 200
ECON 201
ECON 233
ECON 236








Courses and Program Requirements

Fall
ECON 186Mathematical Methods for Economic Analysis

5

ECON 200Microeconomic Analysis

5

ECON 216Applied Econometric Analysis I

5

ECON 233Finance I

5

ECON 294AApplied Economics and Finance Laboratory

2

ECON 186 Note: M.S. students are required to enroll in and attend the in-person ECON 186 mathematics course, which is highly beneficial to students’ success in the program. ECON 186 is offered as an accelerated short course taught over the three-week period immediately before the formal start of fall quarter. Students may test out of taking ECON 186 by passing an exam at any time after June 15 and by July 31.

Winter
ECON 217Applied Econometric Analysis II

5

ECON 294AApplied Economics and Finance Laboratory

2

ECON 294BApplied Economics and Finance Seminar

2

Master's elective (5 credits)

Master's elective (5 credits)

Students need a minimum of 19 credits in winter quarter. UCSC students who have already taken some of the pre-approved master’s elective courses as an undergraduate can use those elective courses to fulfill the master’s course requirements, if they already have enough course credits to satisfy the requirements of the bachelor’s degree. Students who use elective courses they have already taken previously to fulfill the requirements of the master’s degree must comply with campus-wide policy which states that a minimum of 35 credits must be completed as a master’s student, after the student has completed the bachelor’s degree. We will follow existing campuswide policy stating that courses used to satisfy the requirements for a bachelor’s major must include a minimum of 40 upper-division credits (UCSC Senate Manual 10.4.3) that are not used to satisfy the required courses or minimum credits for any other major (or in this case the master’s degree). Courses used to satisfy the requirements for the master’s degree cannot be used to satisfy the minimum 40 upper-division credits for the bachelor’s degree.


Students who choose the general or finance track for their capstone may take ECON 114 (6 credits) instead of ECON 217.

Electives for the finance track may include ECON 231, ECON 234, ECON 235, and ECON 236. Electives for the quantitative economics track may include ECON 201 and ECON 259B. Students on the general track may choose any combination of the electives. Students on all tracks may also choose any electives from the approved electives list, but need to make sure they take the electives necessary for the capstone exam.

Please refer to capstone sections for your chosen track when selecting winter courses.

Master's elective courses must be at least 5 credits (see list of "Pre-approved M.S. Electives").

Spring
ECON 202Macroeconomic Analysis

5

ECON 294BApplied Economics and Finance Seminar

2

Master's elective (5 credits)

Master's elective (5 credits)

Students need a minimum of 17 credits in spring quarter. UCSC students who have already taken some of the pre-approved master’s elective courses as an undergraduate can use those elective courses to fulfill the master’s course requirements, if they already have enough course credits to satisfy the requirements of the bachelor’s degree. Students who use elective courses they have already taken previously to fulfill the requirements of the master’s degree must comply with campuswide policy which states that a minimum of 35 credits must be completed as a master’s student, after the student has completed the bachelor’s degree. We will follow existing campus-wide policy stating that courses used to satisfy the requirements for a bachelor’s major must include a minimum of 40 upper-division credits (UCSC Senate Manual 10.4.3) that are not used to satisfy the required courses or minimum credits for any other major (or in this case the master’s degree). Courses used to satisfy the requirements for the master’s degree cannot be used to satisfy the minimum 40 upper-division credits for the bachelor’s degree.


Electives for the finance track may include ECON 231, ECON 234, ECON 235, and ECON 236. Electives for the quantitative economics track may include ECON 201 and ECON 259B. Students on the general track may choose any combination of the electives. Students on all tracks may also choose any electives from the approved electives list, but need to make sure they take the electives necessary for the capstone exam.

Please refer to capstone sections for each track when selecting spring courses.

Master's elective courses must be at least 5 credits (see list of "Pre-approved M.S. Electives").


Electives

Students may satisfy the elective requirements by taking approved courses within the Economics Department or from another discipline. The department has assembled a list of pre-approved master's electives (curricular offerings are subject to change annually). Students will need to file a departmental petition for review and approval of courses that are not on the pre-approved elective list.

Pre-Approved M.S. Electives

Please note courses are not offered every quarter or every year.

Economics
ECON 111AIntermediate Accounting I

5

ECON 111BIntermediate Accounting II

5

ECON 111CIntermediate Accounting III

5

ECON 114Advanced Quantitative Methods

6

ECON 124Machine Learning for Economists

5

ECON 188Management in the Global Economy

5

ECON 201Applications in Microeconomics

5

ECON 211CAdvanced Econometrics III

5

ECON 222Data Science and Applied Microeconomics

5

ECON 231International Financial Management

5

ECON 234Financial Institutions and Markets

5

ECON 235Corporate Finance

5

ECON 236Financial Engineering

5

ECON 238Market Design: Theory and Pragmatics

5

ECON 259BPublic Policy Analysis

5

Enrollment in these ECON courses requires permission of instructor: ECON 111A, ECON 111B, ECON 111C, ECON 211C.

Applied Mathematics
AM 216Stochastic Differential Equations

5

Computer Science and Engineering (CSE)
CSE 20Beginning Programming in Python

5

CSE 101Introduction to Data Structures and Algorithms

5

CSE 102Introduction to Analysis of Algorithms

5

CSE 182Introduction to Database Management Systems

5

CSE 20 Note: As it is a lower-division course, CSE 20 does not count toward the 35 credits required by the university to obtain a master's degree. However, since it broadens the skill-set of students in the program, we allow for it as a master's elective to satisfy department requirements. Before enrolling in this course, students should take care to ensure that they will have 35 eligible credits for graduation.

CSE Pre-Approved course electives (require permission of instructor)
CSE 111Advanced Programming

5

CSE 142Machine Learning

5

CSE 201Analysis of Algorithms

5

CSE 202Combinatorial Algorithms

5

CSE 243Data Mining

5

CSE 270BManagement of Technology II

5

CSE 271E-Business Technology and Strategy

5

CSE 272Information Retrieval

5

CSE 277Random Process Models in Engineering

5

Enrollment in these computer science and engineering courses requires permission of instructor: CSE 111, CSE 142, CSE 201, CSE 202, CSE 243, CSE 270B, CSE 271, CSE 272, CSE 277.

Environmental Studies
ENVS 140
/LGST 140E
National Environmental Policy

5

Statistics
STAT 206Applied Bayesian Statistics

5

STAT 206BIntermediate Bayesian Inference

5

STAT 207Intermediate Bayesian Statistical Modeling

5

STAT 208Linear Statistical Models

5

STAT 226Spatial Statistics

5

Capstone Requirements by Track

Students must pass a comprehensive capstone requirement in their selected track to receive their degree.

To complete the capstone exam requirement, students must declare the intended emphasis for the capstone prior to May 1 in spring quarter.

This capstone requirement consists of a comprehensive examination, which will take place on the Friday of week nine of spring quarter. The capstone exam sections for spring courses may only include material from the first five weeks of these courses. Students who do not pass the May examination may take it again at a date scheduled by the department. Further attempts at passing the comprehensive examination will be approved by the master's committee on an appeal-only basis, with appeals only given for extraordinary or extenuating circumstances.

The comprehensive exam consists of four sections, with each section corresponding to one course required for the track. For students in the general emphasis track, the four courses are fixed, while students in the quantitative economics and finance tracks can choose four of five listed courses. Please refer to the capstone sections in the Courses by Track and Quarter table at the top.


Academic Progress

Along with enrolling in the necessary number of credits, students are expected to maintain satisfactory academic standing during their time at UC Santa Cruz. Students not making satisfactory progress will be placed on academic notice, and students will be dismissed from the program if they do not remove their notice status within one quarter. For example, if a student is placed on notice starting in the winter quarter, they must improve to the extent that their notice status is removed by the beginning of the spring quarter.

Specifically, a student will be placed on academic notice if they fail any of the core (i.e., non-elective), 5-credit courses in the program. Students will be dismissed from the program if they fail core courses in consecutive quarters. The core courses are: ECON 200, ECON 202, ECON 216, ECON 233, and ECON 217 OR ECON 114.

Note that notice and dismissal can only be formally issued by the Graduate Division (under recommendation from the Economics Department). More details on these procedures, as well as student’s right to appeal such decisions, can be found in the Graduate Division Handbook.

Applying for Graduation

By the end of the second week of instruction in the quarter you intend to graduate, you must file an "Application for Degree" form with the Division of Graduate Studies.