| Computational Finance |
| Suggested course sequence |
| |
|
|
| Freshman Year: Fall |
Units |
| 15-100 |
Introductory/Intermediate Programming |
10 |
| 21-120 |
Differential and Integral Calculus |
10 |
| 76-101 |
Interpretation and Argument |
9 |
| 99-101 |
Computing Skills Workshop |
3 |
| xx-xxx |
Science Core |
9-12 |
| |
|
41-44 |
| |
|
|
| Spring |
| 15-200 |
Advanced Programming/Practicum |
9 |
| 21-122 |
Integration, Differential Equations and Approximation |
10 |
| 73-100 |
Principles of Economics |
9 |
| xx-xxx |
Science Core |
9-12 |
| xx-xxx |
Elective |
9 |
| |
|
46-49 |
| |
|
|
| Sophomore Year: Fall |
| 21-259 |
Calculus in Three Dimensions |
9 |
| 21-241 |
Matrix Algebra |
9 |
| 36-225 |
Introduction to Probability and Statistics I |
9 |
| 73-250 |
Intermediate Microeconomics |
9 |
| xx-xxx |
Humanities, Social Science or Fine Arts Elective |
9 |
| |
|
45 |
| |
|
|
| Spring |
| 21-270 |
Introduction to Mathematical Finance |
9 |
| 21-260 |
Differential Equations |
9 |
| 21-292 |
Operations Research I |
9 |
| 36-226 |
Introduction to Probability and Statistics II |
9 |
| 70-391 | Finance | 9 |
| |
|
45 |
| |
|
|
| Junior Year: Fall |
| 21-369 |
Numerical Methods |
9 |
| 21-370 |
Discrete Time Finance |
9 |
| 70-122 |
Introduction to Accounting |
9 |
| 73-300 |
Intermediate Macroeconomics |
9 |
| xx-xxx |
Elective |
9 |
| |
|
45 |
| Spring |
| 21-420 |
Continuous-Time Finance |
9 |
| 36-410 |
Introduction to Probability Models |
9 |
| xx-xxx |
Depth Elective |
9 |
| xx-xxx |
Humanities, Social Science or Fine Arts Elective |
9 |
| xx-xxx |
Elective |
9 |
| |
|
45 |
| |
|
|
| Senior Year: Fall |
| 90-717 |
Professional Writing |
6 |
| 90-718 |
Professional Speaking |
6 |
| xx-xxx |
Depth Elective |
9 |
| xx-xxx |
Humanities, Social Science or Fine Arts Elective |
9 |
| xx-xxx |
Elective |
9 |
| xx-xxx |
Elective |
6-9 |
| |
|
45-48 |
| |
|
|
| Spring |
| 46-816 |
Studies in Financial Engineering |
6 |
| 90-729 |
Organizational Design and Implementation |
6 |
| xx-xxx |
Depth Elective |
9 |
| xx-xxx |
Humanities, Social Science or Fine Arts Elective |
9 |
| xx-xxx |
Elective |
9 |
| xx-xxx |
Elective |
6-9 |
| |
|
45-48 |
