update Google scholar Scientific Commons Front GDZ NUMDAM JStor MathSciNet Webmail SSH UIC Home

Breadcrumbs:

MSCS > graduate studies > degrees > MS in Math w/ Comp. Finance

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 pdf.

Students can earn an MS in Mathematics with concentration in Applied Mathematics, with a Computational Finance track as follows:

  1. Departmental core courses (12 credit hours)
    • Math 417 (Complex Analysis with Applications)
    • Math 480 (Applied Differential Equations)
    • Math 481 (Applied Partial Differential Equations)
  2. 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 576 (Classical Methods for Partial Differential Equations)
    • Math 577 (Advanced Partial Differential Equations)
    • Math 578 (Asymptotic Methods)
    • Math 579 (Singular Perturbations)
    • Math 584 (Applied Stochastic Models)
    • Math 586 (Computational Finance)
    • MCS 471 (Numerical Analysis)
    • MCS 571 (Numerical Methods for Partial Differential Equations)
    • MCS 573 (Topics in Numerical Analysis of Partial Differential Equations)
    • STAT 461 (Applied Probability Models I)
    • Fin 516 (Theory and Structure of Options and Futures Markets)
    • Fin 571 (Empirical Issues in Finance)
  3. 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)