Minoring in Computational Finance

There is no application process to become a minor in computational finance. To declare a minor, a student must satisfy one of the following conditions:

  1. Completion of 21-270 Introduction to Mathematical Finance with a grade of A and an overall QPA of at least 3.2.
  2. Completion of 21-270 Introduction to Mathematical Finance and 21-370 Discrete-Time Finance with an average grade of B and an overall QPA of at least 3.0.
  3. Completion of 21-270 Introduction to Mathematical Finance and 21-378 Mathematics of Fixed Income Markets with an average grade of B and an overall QPA of at least 3.0.

Upon satisfying one of these two criteria, the student declares the minor by notifying

 
Dr. David Handron
Associate Director
Undergraduate Computational Finance
handron@andrew.cmu.edu.

The required courses for the Computational Finance Minor are

21-241  Matrices and Linear Transformations (or 21-242 Matrix Theory)
21-259 Calculus in Three Dimensions
21-260 Differential Equations
21-270 Introduction to Mathematical Finance
21-370 Discrete-Time Finance
21-420 Continuous-Time Finance

21-256 Multivatraite Analysis may be substituted for 21-259 Calculus in Three Dimensions.

To avoid excessive double counting 21-270, 21-370 and 21-420 may not be used to satisfy any requirement other than the Computational Finance minor requirement.

Students minoring in Computational Finance are strongly encouraged to take one or two economics courses, e.g. 73-102, 73-103, 73-240.