The Computational Finance Track focuses on the science of financial engineering. It includes financial calculus and econometrics, computational methods, and simulation technology for financial and investment risk analysis. We envision that if you pursue the Financial Engineering, MS degree in the Computational Finance Track, that you are qualified to consume the required quantitative foundations needed for this track. You must demonstrate a high level of academic scholarship and performance.
Computational finance practitioners use analytical and numerical techniques to develop and manipulate complex derivatives and computer models for financial services, such as hedge funds, banks, insurance, and corporate financial problems.
If you follow this track, you may work towards advanced PhD degrees as well occupy positions in financial service to bridge theory and practice to consult, educate, and contribute to the development of innovative financial applications.
Required to Complete a Financial Engineering, MS in this Track
- 5 core courses, each 3 credits
- Track-required courses totaling 7.5 credits
- 1 required applied lab worth 1.5 credits
- 4 elective courses, each 1.5 credits
- 1 capstone experience of 3 credits
- Total # of credits: 33 | view the Curriculum page for full curriculum information
- Probability and Statistics
- Knowledge of spreadsheets
- Some exposure to computer programming languages