Master of Science in Financial Engineering: Computational Finance Track
INTRODUCTION
The Computational Finance track focuses on the task of modeling, simulation and optimization that are essential to the development of investment science. It is envisioned that students who pursue the MSFE degree in the Computational Finance track will be qualified to continue their education in a Ph.D. program.
The Computational Finance track is intended for individuals with academic or applied business research interests in the areas of investment science and finance. These individuals must demonstrate a high level of academic scholarship and performance as well as a strong aptitude for applied mathematics. The track also has a strong emphasis on numerical methods and mathematical optimization.
Much of the work of computational finance practitioners is done using analytical and numerical techniques to develop and manipulate mathematical and computer models of organizational systems composed of people, machines, and procedures. This track
draws upon ideas from engineering, management, mathematics, and psychology.
Computational finance students may be theoreticians or practitioners. They may work in academia, in industry, or in public service, teaching, doing research, or consulting.
Master’s in Financial Engineering: 36 credits
All tracks will include in their program:
- 5 Core courses, each 3 credits
- 5 Required courses, each 1.5 credits
- 2 Required Applied Labs, each ¾ credits
- 4 Elective courses, each 1.5 credits
- 1 Capstone worth 6 credits
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General Information 
