| 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 |
| 73-100 | Principles of Economics | 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 | Matrix Algebra [2] [3] [4] | 9 |
| 73-150 | Intermediate Microeconomics | 9 |
| xx-xxx | [Breadth Course] | 9 |
| xx-xxx | [Breadth Course] | 9 |
|
55 | ||
| Sophomore Year | ||
| Fall | Units | |
| 21-259 | Calculus in Three Dimensions [5] | 9 |
| 21-260 | Differential Equations [3] [6] | 9 |
| 21-325 | Probability | 9 |
| 70-122 | Introduction to Accounting | 9 |
| 73-200 | Intermediate Macroeconomics | 9 |
|
45 | ||
| Spring | Units | |
| 21-270 | Introduction to Mathematical Finance [8] | 9 |
| 21-292 | Operations Research I [9] | 9 |
| 36-226 | Introduction to Probability and Statistics II | 9 |
| 70-311 | [Organizational Behavior] | 9 |
| 70-381 | [Marketing I] | 9 |
|
45 |
||
| Junior Year | ||
| Fall | Units | |
| 21-370 | Discrete-Time Finance | 9 |
| 70-391 | Finance | 9 |
| 15-121 | Introduction to Data Structures | 12 |
| xx-xxx | [Breadth Course] | 9 |
| xx-xxx | [Elective] | 9 |
|
45 |
||
| Spring | Units | |
| 21-420 | Continuous-Time Finance | 9 |
| 21-369 | Numerical Methods | 9 |
| 36-410 | Introduction to Probability Models | 9 |
| 70-371 | Production and Operations Management | 9 |
| xx-xxx | [Breadth Course] | 9 |
|
45 |
||
| Senior Year | ||
| Fall | Units | |
| 45-816 | Studies in Financial Engineering | 6 |
| 70-322 | [Business, Society and Ethics] | 9 |
| 70-401 | [Management Game] | 12 |
| xx-xxx | Depth Elective | 9 |
| xx-xxx | [Breadth Course] | 9 |
|
45 |
||
| Spring | Units | |
| 94-701 | Strategic Writing Skills | 6 |
| 90-718 | Strategic Presentation Skills | 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.
[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, 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.
[7]Tepper sophomores interested in BSCF take 70-207 Probability and Statistics for Business Applications and 70-208 Regression Analysis in order to keep open the option of remaining a student in the B.S. program in Business Administration. Students who transfer into the Tepper School after the sophomore year in order to major in BSCF have the option of replacing the pair 70-207 and 70-208 with 36-226 Introduction to Probability and Statistics II.
[8] 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.
[9] 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.
[10] 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.