Note: Courses listed in brackets are required by the University the Mellon College of Science. All other courses are a requirement of the Computational Finance Major. |
Freshman Year | ||
Fall | Units | |
15-110 | Principles of Computer Science | 10 |
21-120 | Integral and Differential Calculus [1] | 10 |
76-101 | [Interpretation and Argument] | 9 |
99-101 | [Computing@Carnegie Mellon] | 3 |
xx-xxx | [Science Requirement] | 9-12 |
41-44 | ||
Spring | Units | |
15-112 | Fundamentals of Programming | 12 |
21-122 | Integration, Differential Equations and Approximation | 10 |
70-122 | Introduction to Accounting | 9 |
xx-xxx | [Science Requirement] | 9-12 |
xx-xxx | [Elective] | 9 |
46-49 | ||
Sophomore Year | ||
Fall | Units | |
21-241 | Matrix Algebra (or 21-242 ) [3] [4] | 9 |
21-259 | Calculus in Three Dimensions [5] | 9 |
21-260 | Differential Equations [3] [6] | 9 |
73-102 | Principles of Microeconomics | 9 |
xx-xxx | [Humanities, Social Sciences or Fine Arts Elective] | 9 |
45 | ||
Spring | Units | |
21-270 | Introduction to Mathematical Finance [7] | 9 |
21-127 | Concepts of Mathematics | 10 |
21-369 | Numerical Methods | 9 |
73-103 | Principles of Macroeconomics | 9 |
xx-xxx | [Elective] | 9 |
46 |
||
Junior Year | ||
Fall | Units | |
21-325 | Probability [9] | 9 |
21-370 | Discrete-Time Finance | 9 |
73-240 | Intermediate Macroeconomics | 9 |
15-122 | Principles of Imperative Computation | 10 |
xx-xxx | [Elective] | 9 |
46 |
||
Spring | Units | |
21-420 | Continuous Time Finance | 9 |
36-226 | Introduction to Probability and Statistics II | 9 |
36-401 | Modern Regression | 9 |
xx-xxx | [Humanities, Social Sciences or Fine Arts Elective] | 9 |
xx-xxx | Depth Elective | 9 |
45 |
||
Senior Year | ||
Fall | Units | |
95-717 | Writing for Information Systems Management | 6 |
94-700 | Organizational Design and Implementation [11] [12] | 6 |
xx-xxx | Depth Elective | 9 |
xx-xxx | [Humanities, Social Sciences or Fine Arts Elective] | 9 |
xx-xxx | [Elective] | 9 |
xx-xxx | [Elective] | 9 |
48 |
||
Spring | Units | |
46-977 | Studies in Financial Engineering[13] | 6 |
90-718 | Strategic Presentation Skills[13] | 6 |
xx-xxx | Depth Elective | 9 |
xx-xxx | [Humanities, Social Sciences or Fine Arts Elective] | 9 |
xx-xxx | [Elective] | 9 |
xx-xxx | [Elective] | 6-9 |
45-48 |
[1] When planning your courses for freshman year, be aware that the 21-111, 21-112 calculus sequence will not be accepted as a prerequisite for the later courses in the BSCF major. The 21-120, 21-122 sequence is required.
[3] 18-202 Mathematical Foundations of Electrical Engineering may be substituted for either 21-241 Matrix Algebra or 21-260 Differential Equations, but not both.
[4] 33-232 Mathematical Methods of Physics may be substituted for 21-241 Matrices and Linear Transformations.
[5] 21-256 Multivariate Analysis may be substituted for 21-259.
[6] The sequence 33-231 Physical Analysis and 33-232 Mathematical Methods of Physics may be substituted for 21-260 Differential Equations.
[7] 21-270 Introduction to Mathematical Finance should normally be postponed until Sophomore Spring. While it has only 21-120 as a prerequisite, it does assume some mathematical maturity. Moreover, it is best to take the sequence 21-270, 21-370, 21-420 without interruption, so as to keep the material fresh in your mind.
[9] Either 36-217 Probability Theory and Random Processes or 36-225 Introduction to Probability and Statistics I may be substituted for 21-325 Probability. Although 21-325 is intended for students who have not had previous experience with calculus-based probability, it is a more advanced course than either 36-217 or 36-225. 15-359 Probability and Computing can also be substituted for 21-325.
[10] 70-345 Business Presentations may not substitute 90-718 Strategic Presentation Skills.
[11] 90-729 Organizational Design and Implementation is taught in the fall semester only.
[12] Tepper students may substitute 70-311 Organizational Behavior for 90-729 Organizational Design and Implementation.
[13] Tepper students may substitute 70-340 Business Communications for 90-717 Strategic Writing Skills.