Catalog Version

Summer/Autumn 2013
Catalog update:
May 15, 2013

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Students are required to follow the Academic Handbook and Code of Student Responsibility

Course Requirements

The Master of Science in Computational Finance is a joint degree with the College of Computing and Digital Media, CDM.  The degree is structured to develop financial management knowledge and proficiency.  The GMAT test is required for admission for students admitted via the College of Business. Students admitted via the College of Computing and Digital Media may submit either GMAT or GRE test results. The TOEFL test is required for international students. 

Students complete the degree by taking 13 required courses; 7 from KGSB and 5 from CDM and 1 elective.

Introductory Courses

The introductory courses may be waived for any of the following conditions

  • The student has appropriate course work to satisfy an introductory course.
  • The student has appropriate and verified professional experience to satisfy an introductory course.
  • The student passes a graduate assessment examination (GAE) to demonstrate competence in an introductory course equivalent.

KGSB Courses 

CDM Courses

Major Elective Courses

Students must take one 500-level course in CDM, Kellstadt, or the Department of Mathematics

Degree Requirements

  1. Satisfactory completion of the college residency requirement.
  2. Satisfactory completion of the 13 required and elective courses.
  3. All courses for credit toward the degree must be completed within six calendar years after the candidate’s first term of enrollment in the Kellstadt Graduate School of Business. After a lapse of six years a course is expired. An expired course is not acceptable for the purpose of satisfaction of degree requirements and is not applicable to the degree without the written approval of the director of the program or the Kellstadt Graduate School of Business.

CSC 431

SCIENTIFIC COMPUTING

This course presents fundamental numerical algorithms for solving problems in scientific computing and computational finance. Areas covered include: error analysis, computer arithmetic, linear algebra, optimization problems, numerical integration (solvers), ordinary differential equations (ODE). The emphasis of the course is on the design of the algorithms, and their analysis. Algorithms will be implemented using mathematical software. PREREQUISITE(S): CSC 402 and 2 course calculus sequence or consent of instructor.