Required Courses

Bachelor of Science in Computational Finance

Mathematics Prerequisites

21-120 Integral and Differential Calculus
21-122 Integration, Differential Equations and Approximation
21-127 Concepts of Mathematics
21-241 Matrices and Linear Transformations
21-259 Calculus in Three Dimensions
21-260 Differential Equations
21-369 Numerical Methods


21-325 Probability
36-226 Introduction to Probability and Statistics II
36-401 Modern Regression


15-110 Principles of Computing
15-112 Fundamentals of Programming
15-122 Principles of Imperative Computation


73-102 Principles of Microeconomics
73-103 Principles of Macroeconomics
73-240 Intermediate Macroeconomics

Financial Mathematics

21-270 Introduction to Mathematical Finance
21-370 Discrete-Time Finance
21-420 Continuous Time Finance
46-977 Studies in Financial Engineering

Business and Management

70-122 Introduction to Accounting
90-718 Strategic Presentation Skills
94-700 Organizational Design and Implementation
94-701 Business English

Depth Electives