Note: Courses listed in brackets are required by the University the Tepper School of Business. All other courses are a requirement of the Computational Finance Major. |
Freshman Year | ||
Fall | Units | |
15-110 | Principles of Computing | 10 |
21-120 | Differential and Integral Calculus (or 21-122) [1] | 10 |
73-102 | Principles of Microeconomics | 9 |
70-100 | [Global Business] | 9 |
76-101 | Interpretation and Argument | 9 |
99-101 | Computing@Carnegie Mellon | 3 |
50 | ||
Spring | Units | |
15-112 | Fundamentals of Programming | 12 |
21-122 | Integration, Differential Equations and Approximation (or 21-259) [1] | 10 |
21-241 | Matrices and Linear Transformations [4] | 10 |
73-103 | Principles of Macroeconomics | 9 |
xx-xxx | [Breadth Course] | 9 |
xx-xxx | [Breadth Course] | 9 |
59 | ||
Sophomore Year | ||
Fall | Units | |
21-259 | Calculus in Three Dimensions [5] | 9 |
21-260 | Differential Equations [6] | 9 |
21-325 | Probability[9] | 9 |
70-122 | Introduction to Accounting | 9 |
73-240 | Intermediate Macroeconomics | 9 |
45 | ||
Spring | Units | |
21-270 | Introduction to Mathematical Finance [8] | 9 |
21-127 | Concepts of Mathematics | 10 |
36-226 | Introduction to Probability and Statistics II | 9 |
70-311 | [Organizational Behavior] | 9 |
70-381 | [Marketing I] | 9 |
46 |
||
Junior Year | ||
Fall | Units | |
21-370 | Discrete-Time Finance | 9 |
70-391 | Finance | 9 |
15-122 | Principles of Imperative Computation | 10 |
xx-xxx | [Breadth Course] | 9 |
xx-xxx | [Elective] | 9 |
46 |
||
Spring | Units | |
21-420 | Continuous-Time Finance | 9 |
21-369 | Numerical Methods | 9 |
36-401 | Modern Regression | 9 |
70-371 | Production and Operations Management | 9 |
xx-xxx | [Breadth Course] | 9 |
45 |
||
Senior Year | ||
Fall | Units | |
46-977 | Studies in Financial Engineering | 6 |
70-332 | [Business, Society and Ethics] | 9 |
70-401 | [Management Game] | 12 |
xx-xxx | [Breadth Course] | 9 |
xx-xxx | Depth Elective | 9 |
45 |
||
Spring | Units | |
95-718 | Professional Speaking | 6 |
95-717 | Writing for Information Systems Management | 6 |
xx-xxx | Depth Elective | 9 |
xx-xxx | [Breadth Course] | 9 |
xx-xxx | [Breadth Course] | 9 |
xx-xxx | [Elective] | 9 |
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.
[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, however, 21-259 is preferred.
[6] The sequence 33-231 Physical Analysis and 33-232 Mathematical Methods of Physics may be substituted for 21-260 Differential Equations.
[8] 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, but 21-325 Probability is the preferred course for BSCF. 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 95-718 Professional Speaking.
[11] 94-700 Organizational Design and Implementation is taught in the fall semester only.
[12] Tepper students may substitute 70-311 Organizational Behavior for 94-700 Organizational Design and Implementation.
[13] Tepper students may substitute 70-340 Business -- --Communications for 95-717 Writing for Information Systems.