An interdisciplinary program in the Institute for Computational and Mathematical Engineering that provides education in applied and computational mathematics, statistics, and financial applications for individuals with strong mathematical skills. The MCF track is designed to prepare students to assume positions in the financial industry as data and information scientists, quantitative strategists, risk managers, regulators, financial technologists, or to continue on to doctoral programs in related fields.
Recommended background: strong foundation in mathematics with courses in linear algebra, numerical methods, probability, statistics, real analysis, programming.
The Institute for Computational and Mathematical Engineering, in close cooperation with Mathematics, Management Science and Engineering, and Statistics provides many of the basic courses.
Students must take 45 units in the following areas:
- Foundational (9 units)
- Programming (9 units)
- Finance electives (9 units)
- Data Science electives (12 units)
- Practical component (6 units)
The courses available in each of these areas can be found here.
- Financial Mathematics
- Financial Data Science
- Financial Technology
- Financial Markets
- PhD prep