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Bachelor of Science in Computational Finance

Mathematics Prerequisites

21-120 Integral and Differential Calculus

21-122 Integration, Differential Equations and Approximation

21-241 Matrices and Linear Transformations
21-259 Calculus in Three Dimensions
21-260 Differential Equations
21-292 Operations Research I
21-369 Numerical Methods


21-325 Probability
36-226 Introduction to Probability and Statistics II
36-410 Introduction to Probability Models


15-100 Introductory/Intermediate Programming
15-111 Intermediate/Advanced Programming


73-100 Principles of Economics
73-150 Microeconomics
73-200 Macroeconomics

Financial Mathematics

21-270 Introduction to Mathematical Finance
21-370 Discrete-Time Finance
21-420 Continuous Time Finance
45-816 Studies in Financial Engineering

Business and Management

70-122 Introduction to Accounting
90-718 Strategic Presentation Skills
90-729 Organizational Design and Implementation
90-717 Strategic Writing Skills

Depth Electives