Summer Financial Math Program (Other UG Award, Summer School, Summer Course)

United States

For more information about Summer Financial Math Program at University of Chicago, please visit the webpage using the button above.

The award
Other UG Award, Summer School, Summer Course

How long you will study
3 Weeks

Domestic course fees
USD 7500 per total

How you will study

Course starts

International course fees
USD 7500 per total

All study options

About Summer Financial Math Program at University of Chicago

Application Deadlines: February 26 and March 18, 2020

Program Dates: June 20 - July 10, 2020

The Summer Financial Math Program at the University of Chicago welcomes students with strong quantitative skills to explore opportunities in the field of Financial Math. This three-week program for undergraduate students and recent graduates provides a rigorous introduction to modern applications in Financial Math through an interdisciplinary curriculum delivered by lecturers and industry experts affiliated with the Financial Math MS program at UChicago. Participants in this program will receive University of Chicago undergraduate course credit. Those who successfully complete the Summer Financial Math Program and eventually matriculate in the Financial Math MS program within the next four years may apply credit earned towards that degree program. 


This course in Quantitative Portfolio Management and Algorithmic Trading teaches quantitative finance and algorithmic trading with an approach that emphasizes computation and application. The first half of the course focuses on designing, coding, and testing automated trading strategies in Python, with particular consideration to market models, infrastructure, and order execution. The second half of the course builds on this by covering case studies in quantitative investment that illustrate key issues in allocation, attribution, and risk management. Students will have the chance to learn classic models as well as more modern, computational approaches, all illustrated with application.

Study options for this course

  • The award How you will study How long you will study Course starts Domestic course fees International course fees
  • The awardOther UG Award, Summer School, Summer CourseHow you will studyFull-timeHow long you will study3 weeks
    Course startsJuneDomestic course feesUSD 7500 per totalInternational course feesUSD 7500 per total

Notes about fees for this course

The $7500 program fee includes tuition, on-campus housing and dining, access to campus facilities (libraries, gyms, and health services), and all program activities. Financial aid available. 

Entry requirements

Visa Requirements:  International students enrolled in SBSP are eligible for an I-20 (F1 student visa eligibility document). 

Language Requirement: Competence in English must be demonstrated in order to qualify for admission. Applicants who are natives of the U.S., the United Kingdom, Ireland, Australia, New Zealand, and other countries where English is one of the official languages and the primary language of instruction in their schools has been English do not need to submit English proficiency test results.

All other international applicants must submit results from the Test of English as a Foreign Language (TOEFL) or the International English Language Testing System (IELTS). We strongly recommend a score of 104 or higher on the internet-based TOEFL, with subscores of 26 each. Minimum required scores on the IELTS (students must take the Academic test, not the General Training test) are an overall score of 7, with subscores of 7 each. 

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