I have always used the following words:
- Program - as in "our undergraduate finance program"
- Course - As in an "international finance master course": WARNING: This can be confused with an individual class/module
I would avoid the use of the word degree because it can be confused with the piece of paper one gets at the end. I would also avoid the use of coursework as it implies the subjects one will study. However, to be fair, I have heard both of those words used quite frequently and one fun thing about English is that it gets modified by common usage, even when that usage seems wrong to some of us - we must go with the flow.
Another reason to be cautious about using the word degree is the common separation, by some, between a certificate (short duration), a diploma (medium duration), and a degree (longer than the other two). Using the word degree could cause confusion to some who might be looking at a certificate or diploma program.