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M.S. Programs
Master of Science in Mathematical Sciences
The requirement for this degree is the satisfactory completion of 96 units at the 600 level or above, including the specific curriculum requirements listed below. For this purpose, "satisfactory" means passing with a grade of B or higher. The student may choose to write a Master's thesis, substituting this for 24 of the required 96 units of course work, but not for any required course.
Master of Science in Computational Finance
This professional degree program is offered jointly by the Department of Mathematics, the Graduate School of Industrial Administration, the Department of Statistics, and the School of Computer Science. Admission is obtained through the Graduate School of Industrial Administration. The program, which begins in June and concludes in May of the following year, includes courses in real analysis, probability, stochastic processes, financial analysis and securities trading, interest-rate dependent claims, regression, times series, algorithms, and software engineering. There is currently no financial support available for students in this program. More detailed information about the program in Computational Finance is available on the Master of Science in Computational Finance web site.
See also:
Master's Thesis requirements
Course requirements and recommendations
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