Master of Science in Computational Finance (MSCF)
The Master of Science in Computational Finance Program is an intensive program geared towards educating students, investment professionals, and financial advisers to integrate mathematical and statistical models and techniques with financial theory and computer technology.
The program aims to prepare students, investment analysts, portfolio managers, and financial advisers:
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- To have the necessary foundations in mathematics, statistics, finance, and computer science disciplines, and to apply these disciplines to the latest computer technology; and
- To meet the challenges and opportunities presented by the financial markets.
Admission Requirements
Applicants to the MS in Computational Finance must have:
- A bachelor鈥檚 degree in any of the following fields: mathematics, statistics, economics, accounting, management of financial institutions, computer science or engineering;
- satisfactory admission test scores
- satisfactory interview and essay results
- three years of relevant work experience
MSCF CURRICULUM
PRE-MSCF Courses / Unit
Economics for Finance (FNC5000) (3)
Business Law (BNG5000) (3)
Statistics for Finance (MSC5010) (3)
Financial Accounting (ACC5000) (3)
Mathematics of Finance I (FNC500M) (3)
Mathematics of Finance II (FNC501M) (3)
Methods of Research (BUS7050) (3)
IT Workshops
CORE COURSES
Ethics BUS8300) 3
Corporate Finance (FNC5020) 3
Corporate Valuation (FNC5140) 3
Multivariate Analysis (FNC512M) 3
Investment Analysis (FNC5130) 3
Time Series Analysis (FNC 519 M) 3
Trading Software and Program (FNC516M) 3
Securities Research (FNC518M) 3
Advanced Financial Management (FNC5170) 3
Portfolio Management (FNC5150) 3
ELECTIVES (Choice of two electives) 6聽
Written Comprehensive Examination (GSB600W) Or Thesis (GSB8510)
(Management Research, 3 units, required)聽
Total聽(excluding Pre-MSCF Courses)聽36 units聽