College of Business > Academics > Department of Finance > Graduate Programs > Computational Finance (MS) > Degree Requirements

Degree Requirements

Degree Requirements

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. Calculus I and Calculus II with at least a B- average. Business Calculus is not sufficient for the Calculus requirement.

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

Introductory Courses

Course Title Quarter Hours
CSC 401INTRODUCTION TO PROGRAMMING4
CSC 404ACCELERATED C++4
CSC 412TOOLS AND TECHNIQUES FOR COMPUTATIONAL ANALYSIS4
IT 403STATISTICS AND DATA ANALYSIS4

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 (7 Courses)

Course Title Quarter Hours
ACC 500FINANCIAL ACCOUNTING4
ECO 555ECONOMICS FOR DECISION-MAKING4
FIN 555FINANCIAL MANAGEMENT4
FIN 523INVESTMENT ANALYSIS4
FIN 525PORTFOLIO MANAGEMENT4
FIN 562RISK MANAGEMENT4
FIN 662DERIVATIVES VALUATION4

CDM Courses (5 Courses)

Course Title Quarter Hours
DSC 423DATA ANALYSIS AND REGRESSION (FORMERLY CSC 423)4
DSC 425TIME SERIES ANALYSIS AND FORECASTING (FORMERLY CSC 425)4
CSC 431SCIENTIFIC COMPUTING4
or CSC 485 NUMERICAL ANALYSIS
CSC 521MONTE CARLO ALGORITHMS4
Select one of the following:4
CSC 695
MASTER'S RESEARCH
CSC 697
GRADUATE INTERNSHIP
CSC 559
SOFTWARE ENGINEERING FOR FINANCIAL MARKETS

Major Elective Course (1 Course)

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.

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