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

Breadcrumbs:

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

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 pdf.

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 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. Successfully complete MCS 597 - Master's Project (2-4 credit hours) or write and defend a major thesis. You can view a list of the MISI Projects to see what has been done in the past.

  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).