This degree is uniquely designed to meet the quantitative needs of the finance industry. This course of study develops a deep knowledge of mathematics, probability, statistics, and applications of these disciplines to finance. This degree is offered jointly by the Heinz School of Public Policy and Management, the Mellon College of Science and the Tepper School of Business.
The course of study includes a solid background in mathematics and statistics, as well as a detailed study of financial mathematics. What makes this degree turely unique, however, is its emphasis on business practices. Graduates of the BSCF program will have a detailed understanding of the economics that drive financial markets and the ability to thrive in the business environment of the financial industry.
Students may major in Computational Finance while enrolled in either the Mellon College of Science or the Tepper School of Business. The major requirements are the same in either college, but students must satisfy the breatdth requiremtnts of their home college. Here is the recommended course sequence for students in MCS.
Carnegie Mellon is the home of the Center for Computational Finance which enhances communication with the finance industry and fosters research in the area.
The Computational Finance program requires a separate application process after admission to the University. A minor in computational finance is also available.