Skip to main content
LATEST INFORMATION ABOUT COVID-19

READ MORE

Mathematical and Computational Finance (BA, BSc)

Apply now
Degrees
Bachelor of Science (BSc), Bachelor of Arts (BA)
Department
Faculty
Program type
Specialization
Primary campus
Sir George Williams (SGW)
Duration
3 to 4 years
Start term
Fall, Winter
Experiential learning
Co-op

Why study Mathematical and Computational Finance?

If you’re a problem solver, have great math skills and a keen interest in financial markets, you’ll thrive in Mathematical and Computational Finance, a field where these skills and interests intersect. Mathematical finance analysts apply their knowledge of mathematics, statistics, probability and financial theory to assess market forces and minimize risk and maximize profitability.

As a student, you’ll study mathematics, statistics, probability, economics and computer science along with finance and management at the John Molson School of Business. Specialized courses in Mathematical and Computational Finance will give you many opportunities to practise applying mathematics to finance.

You will also:

  • Learn the computational and modelling techniques used to price tradable assets such as bonds, securities, loans, energy and associated derivatives
  • Learn to create, model, price, hedge and trade innovative financial products
  • Develop an analytical and strategic eye for managing the risk associated with complex financial transactions

This program is designed for students who wish to begin a career in quantitative finance after graduation, or those who plan to pursue graduate studies in financial engineering or mathematical finance.

Program highlights

  • The Science First-Year Experience Program → for students from other Canadian provinces. Connect with other first-year science students and engage in interdisciplinary, research-based approaches to the foundational sciences. Learn more

Program structure

A Bachelor of Arts or Science degree takes a minimum of three or four years (90 – 120 credits) of full-time study, depending on your academic background.


Program option

  • Specialization in Mathematical and Computational Finance (90 credits)


Courses


Co-op program

The Co-op program gives you the chance to do paid work terms with financial institutions and other firms. As a Co-op student, you may work on:

  • Risk analysis
  • Model validation and vetting
  • Derivatives analysis

Please note that you may apply for the Co-op option after completing your first academic term.



Admission requirements


After your degree

Mathematical and Computational Finance alumni may find employment in banks, investment firms, hedge funds, energy companies, government and other businesses. Graduates pursue careers in fields such as:

  • Financial engineering
  • Quantitative modelling and risk management
  • Portfolio management
  • Trading (equities, options, futures, interest rates, fixed income, currency, commodities, energy, credit)
  • Algorithmic and high frequency trading
  • Investment banking

Other programs of interest

Actuarial Mathematics (BA, BSc)
  • Honours
  • Specialization
  • Co-op
Actuarial Mathematics (BA, BSc)

If you want to learn how to predict the future, consider actuarial mathematics. Actuaries use their mathematical and statistical wizardry to solve problems involving risk and uncertainty.

Department

Faculty

Actuarial Mathematics/Finance (BA, BSc)
  • Specialization
  • Co-op
Actuarial Mathematics/Finance (BA, BSc)

You want to model the future, solve problems involving risk, and make financial decisions that will affect the futures of corporations, communities and investors.

Department

Faculty

Mathematical and Computational Finance (BA, BSc)
  • Specialization
  • Co-op
Mathematical and Computational Finance (BA, BSc)

If you’re a problem solver, have great math skills and a keen interest in financial markets, Mathematical and Computational Finance is the field where these skills and interests intersect.

Department

Faculty

© Concordia University