Master of Science in Mathematical Science - Financial Mathematics track

The Financial Mathematics track of our Master of Science in Mathematical Sciences prepares students for careers in financial mathematics, financial engineering, quantitative and computational finance, which are the synonyms for the interdisciplinary area at the intersection of mathematics, finance, economics, and software engineering, with very fast expanding presence and importance in banking and investing - worldwide and locally. For some of the employment opportunities see, for example, http://quantster.com/ and http://www.quantfinancejobs.com/ .

To satisfy the requirements of this track, students must successfully complete 45 credits of graduate coursework, including 12 credits of core financial math courses (Probabilistic Aspects of Financial Modeling (15 MATH 540), Computational Financial Mathematics 1, 2, and 3 (15 MATH 541, 542, and 543), and 9 credits of approved courses outside the department (in finance and economics). The remaining credits are selected from a group of relevant mathematics and statistics courses, and must include at least one programming course. The program culminates in an oral exam (or optional master's thesis).

Detailed description of track requirements

Some financial aid for students may be available in the form of tuition waivers and graduate assistantships.

While a strong mathematical background is preferred, we welcome applications from students with an undergraduate major who have complete the prerequisite courses: multi-variable calculus, differential equations, calculus-based probability, and linear algebra.

For more information about the content of the track, prospective students and recruiters should contact Professor Srdjan Stojanovic

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