Concentration

Computational and Mathematical Finance Concentration

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: Richard Bliss 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

One of these courses could be replaced by a QTM selected topics or independent research project if approved by the division chairperson.