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 or 21-341) [2] [3] [4] | 9 |
21-259 | Calculus in Three Dimensions [5] | 9 |
21-260 | Differential Equations [3] [6] | 9 |
73-100 | Principles of Economics | 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 |
73-230 | Intermediate Microeconomics | 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 |
36-410 | Introduction to Probability Models | 9 |
xx-xxx | [Humanities, Social Sciences or Fine Arts Elective] | 9 |
xx-xxx | Depth Elective | 9 |
45 |
||
Senior Year | ||
Fall | Units | |
45-886 | Studies in Financial Engineering | 6 |
90-718 | Strategic Presentation Skills [10] | 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 |
45 |
||
Spring | Units | |
94-701 | Business English[13] | 6 |
xx-xxx | Depth Elective | 9 |
xx-xxx | [Humanities, Social Sciences or Fine Arts Elective] | 9 |
xx-xxx | [Elective] | 9 |
xx-xxx | [Elective] | 9 |
xx-xxx | [Elective] | 0-6 |
42-48 |
[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.
[2] 21-341 Linear Algebra I is preferable to 21-241 Matrix Algebra, but 21-341 has 21-127 Concepts in Mathematics as a prerequisite. If you are planning to take 21-127, you should strongly consider taking 21-341.
[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 Matrix Algebra.
[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 no formal prerequisites, 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.
[8] 21-292 Operations Research I is a prerequisite for 70-391 Finance, which is in turn a prerequisite for many of the depth electives in the Tepper School.
[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 Oral Communications 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.