BA/BSc Specialization in Mathematical and Computational Finance

Program Requirements

Specialization in Mathematical and Computational Finance (90 credits)

6

credits:

MACF 401 Mathematical and Computational Finance I (3.00)
MACF 402 Mathematical and Computational Finance II (3.00)

24

credits:

MATH 251 Linear Algebra I (3.00)
MATH 252 Linear Algebra II (3.00)
MATH 264 Advanced Calculus I (3.00)
MATH 265 Advanced Calculus II (3.00)
MATH 364 Analysis I (3.00)
MATH 365 Analysis II (3.00)
MATH 370 Ordinary Differential Equations (3.00)
MATH 473 Partial Differential Equations (3.00)

18

credits:

STAT 249 Probability I (3.00)
STAT 250 Statistics (3.00)
STAT 349 Probability II (3.00)
STAT 360 Linear Models (3.00)
STAT 460 Time Series and Forecasting (3.00)
STAT 461 Statistical Simulation (3.00)

12

credits chosen from:

MACF 491 Topics in Mathematical and Computational Finance (3.00)
MACF 492 Reading Course in Mathematical and Computational Finance (3.00)
MATH 361 Operations Research (3.00)
MATH 464 Real Analysis (3.00)
MATH 467 Measure Theory (3.00)
MATH 478 Non‑Linear Programming (3.00)
MATH 479 Convex and Non‑Linear Analysis (3.00)
STAT 449 Advanced Probability (3.00)
STAT 450 Mathematical Statistics (3.00)
STAT 452 Introduction to Stochastic Processes (3.00)

Note: Students electing to include MATH 361 in their program are normally expected to plan to take MATH 478 and FINA 411 in order to focus on Portfolio Management and Optimization as an area of the Mathematical and Computational Finance discipline.

24

credits:

ACCO 230 Introduction to Financial Accounting (3.00)
COMM 220 Analysis of Markets (3.00)
COMM 308 Introduction to Finance (3.00)
ECON 201 Introduction to Microeconomics (3.00)
ECON 203 Introduction to Macroeconomics (3.00)
FINA 385 Theory of Finance I (3.00)
FINA 395 Theory of Finance II (3.00)
FINA 412 Options and Futures (3.00)

3

credits chosen from:

FINA 411 Portfolio Management (3.00)
FINA 413 Advanced Topics in Derivative Markets (3.00)
FINA 455 Seminar in Finance (3.00)
FINA 465 Trading in Financial Securities (3.00)

Note: FINA 455 may only be included with prior departmental approval. The topic must be related to an area of the Mathematical and Computational Finance discipline.

3

credits chosen from:

COMP 218 Fundamentals of Programming (3.00)
COMP 248 Object‑Oriented Programming I (3.50)

Notes

  • Students are responsible for satisfying their particular degree requirements.

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