Curriculum in Computational Finance
The program in computational finance is designed to be completed in approximately 11 months of full-time study beginning June 2016 (for AY 2016/17) and consisting of 6 credits in the summer, 12 credits in the fall and 12 credits in the spring, for a total of 30 credits.
Students must obtain a B or higher in all courses. The standard curriculum is listed below. Course descriptions can be found HERE.
Summer Semester (begins June 2016 for AY 2016/17)
|Select two 3-credit courses from the list below:
ACMS courses in Probability, Statistics or Numerical Analysis
ESTM Accounting or Finance courses
|ACMS 60901. Mathematical Finance I||3|
|ACMS 60922. Quantitative Methods for Investment||3|
|ACMS 60850. Applied Probability||3|
|ACMS 60690. Numerical Analysis I||3|
|ACMS 60902. Mathematical Finance II||3|
|ACMS 60801. Statistical Inference||3|
|Two 3-credit approved electives.
Recommended electives include:
ACMS 60212. Advanced Scientific Computing
ACMS 60790. Numerical Analysis II
ACMS 60842. Time Series Analysis
ACMS 60875. Statistical Methods in Data Mining
ACMS 60882. Linear Statistical Models
ACMS 60883. Applied General Linear Models
|REQUIRED TOTAL CREDITS||30|