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. 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

Students take a minimum of 22 credits in fall quarter, 14 credits in winter quarter, and 14 credits in spring quarter.


Courses by Quarter:


FallWinterSpring
ECON 186 (pre-fall)
ECON 200
ECON 216
ECON 233
ECON 294A
ECON 294A
ECON 294B

Choose 2 of 3:
ECON 222
ECON 235
ECON 259B
ECON 294A
ECON 294B

Choose 2 of 3:
ECON 201
ECON 234
ECON 236


Courses and Program Requirements

For winter and spring, students can petition to replace one 5-credit course with another course in the list of pre-approved electives, subject to instructor approval, and students may choose to enroll in all three instead of two.

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 294AApplied Economics and Finance Laboratory

2

ECON 294BApplied Economics and Finance Seminar

2

Plus two of the following electives:
ECON 222Data Science and Applied Microeconomics

5

ECON 235Corporate Finance

5

ECON 259BPublic Policy Analysis

5

Students need a minimum of 14 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 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 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.


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

Spring
ECON 294AApplied Economics and Finance Laboratory

2

ECON 294BApplied Economics and Finance Seminar

2

Plus two of the following electives:
ECON 201Applications in Microeconomics

5

ECON 234Financial Institutions and Markets

5

ECON 236Financial Engineering

5

Students need a minimum of 14 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 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.



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

Pre-Approved M.S. Electives

Please note elective 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 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 101Introduction to Data Structures and Algorithms

5

CSE 182Introduction to Database Management Systems

5

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 exam to receive their degree. The capstone exam is a two-hour in-person exam at the end of May and consists of four sections, with each section corresponding to one course. Students pick four sections to complete out of the following: ECON 200, ECON 201, ECON 259B, ECON 233, ECON 234, ECON 235, ECON 236. Students who do not pass the May examination may take it once 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. If the appeal is approved but the student cannot be present for the capstone retake, the student may petition to use a term paper as a substitute for the capstone exam.

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 216, and ECON 233.

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.