MS in Mathematics with Computational Finance Track
Students following a Computational Finance track must fulfill the
Graduate College requirements specified in the Graduate College catalog as well as
departmental requirements detailed in the MSCS Graduate Handbook
.
Students can earn an MS in Mathematics with concentration in Applied Mathematics, with a Computational Finance track as follows:
- Departmental core courses (12 credit hours)
- Math 417 (Complex Analysis with Applications)
- Math 480 (Applied Differential Equations)
- Math 481 (Applied Partial Differential Equations)
- Three Departmental 500 level courses completed with an A or B (12 credit hours)
and two additional 400 or 500 level courses (8 credits) selected from this list:
- Math 574 (Applied Optimal Control)
- Math 584 (Applied Stochastic Models)
- Math 586 (Computational Finance)
- Math 590 (Principles of Financial Mathematics)
- MCS 471 (Numerical Analysis)
- MCS 571 (Numerical Methods for Partial Differential Equations)
- Fin 516 (Theory and Structure of Options and Futures Markets)
- Fin 551 (Financial Decision Making)
- Fin 571 (Empirical Issues in Finance)
- Students must pass the master's examination in Applied Mathematics AND
satisfy the following requirements among the 32 credit hours completed
toward the degree:
- Complete 9 hours of 500 level courses, NOT including independent study. (Graduate College policy)










