MS in MISI 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 and Information Sciences for Industry with a Computational Finance Track as follows:

1. Core courses (16 credit hours)

   • MCS 401 (Computer Algorithms)
   • MCS 471 (Numerical Analysis)
   • MCS 504 (MISI Workshop)
   • MCS 507 (Mathematical, Statistical, and Scientific Software)

2. One additional 500 level departmental course and two approved 400 or 500 level courses selected as follows:

   • Courses may include independent study.

   • Courses CANNOT include Math 589 (Teaching and Presentation of Mathematics).

   • Courses selected from:

     Math 574 (Applied Optimal Control)

     Math 584 (Applied Stochastic Models)

     Math 586 (Computational Finance)

     Math 590 (Principles of Financial Mathematics)

     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)

3. Successfully complete MCS 597 - Master's Project (2-4 credit hours) or write and defend a major thesis.

4. Students must also satisfy the following requirements among the 32 credit hours completed toward the degree:

   • Achieve an overall grade point average of at least 3.25 for the program. (MSCS policy)
   • Complete 12 hours of departmental 500 level courses with an A or B, NOT including Math 589. (MSCS policy)
   • Complete 9 hours of 500 level courses, NOT including independent study. (Graduate College policy).