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 Code
Title
Credits
Sub-Total Credits
4

Elective

Choose two (2) of the following:

Course Code
Title
Credits
Sub-Total Credits
20

Choose one (1) of the following:

Course Code
Title
Credits
Sub-Total Credits
24

Total Credits: 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.