Concentration

Computational and Mathematical Finance Concentration

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Computational and Mathematical Finance combines financial theory with a solid grounding in quantitative methods to allow students to model and analyze the complexity of financial decisions under uncertainty. The advanced courses in the Finance Division are designed to provide students with an in-depth knowledge of financial markets and instruments, while the advanced courses in the Mathematics and Sciences Division emphasize mathematical derivations, rigorous analytical thinking, and the use of statistical, simulation, and optimization software tools. 

Sponsored by: Finance Division and Mathematics, Analytics, Science, and Technology (MAST)

Faculty Contacts: Jia Hao and Dessislava Pachamanova

Required Course(s)

Choose AT LEAST ONE from the following (can take both): 

Course Code
Title
Credits
Sub-Total Credits
8

 

  • If FIN4507 is taken as required course, choose one other FIN and two QTM courses listed below.
  • If QTM3625 is taken as required course, choose one other QTM and two FIN courses listed below.
  • If both FIN4507 and QTM3625 are taken, choose one FIN and one QTM course listed below

Elective Course(s)

Choose two (2) of the following:

Course Code
Title
Credits
Sub-Total Credits
28

Choose two (2) of the following:

Course Code
Title
Credits
Sub-Total Credits
28

Total Credits: 14-16

Up to two (2) study abroad courses may be counted toward the Computational and Mathematical Finance (CMF) concentration, with a maximum of eight (8) study abroad credits, subject to approval from the concentration faculty contacts. At most one course from each subject area—finance and quantitative methods—may be taken abroad. 

If student received FIN5541 abroad will count as FIN4530.