The Masters Degree Program consists of 11 one semester courses and a Masters Project. The project is designed to develop key problem solving and presentation skills. Under appropriate circumstances students may substitute more advanced courses for some of the courses above.
Permission is granted on a case by case basis.
Students wishing to pursue an intensive study of computational finance may apply for admission to the Masters Program in Scientific Computing with a specialization in computational finance. The practical applications track will be taught by industry specialists from prominent New York investment banks. Drawing on individual expertise and experience, each instructor will create a course designed to emphasize the practical aspects of financial mathematics. The mathematical tools track provides the necessary mathematical background in probability and partial differential equations. Problem solving in mathematical finance depends on a range of computational methods from solving partial differential differential equations to Monte Carlo methods to database design.