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.
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.