MS in Computational Finance

Master of Science 2014-2015

Computational Finance

Degree Requirements
Students in this degree program must meet the following requirements:
  • Complete a minimum of 52 graduate credit hours in addition to any required introductory courses of the designated degree program.
  • Complete all graduate courses and requirements listed in the designated degree program.
  • Earn a grade of B- or better in each introductory course of the designated degree program.
  • Earn a grade of C- or better in all courses beyond the introductory courses of the designated degree program.
  • Maintain a cumulative GPA of 2.5 or higher.
  • Students pursuing a second (or more) graduate degree may not double count or retake any course that applied toward the completion of a prior graduate degree. If a required course in the second degree was already completed and applied toward a previous degree, the student must meet with a faculty advisor to discuss a new course to be completed and substituted in the new degree. This rule also applies to cross-listed courses, which are considered to be the same course but offered under different subjects.
  • Students pursuing a second master's degree must complete a minimum of 52* graduate credit hours beyond their first designated degree program in addition to any required introductory courses in their second designated degree program.
    *53 graduate credit hours required for MS Information Systems.

Students with a GPA of 3.9 or higher will graduate with distinction.

For DePaul's policy on repeat graduate courses and a complete list of academic policies see the DePaul Graduate Handbook in the Course Catalog.

Course Requirements
Introductory Courses
No Introductory course (a course numbered 400 through 419) may be substituted for any other course at any level.

Introductory courses may be waived for any of the following conditions:
  • The student has the 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) in the Introductory Course area.
CSC 401 Introduction to Programming
CSC 404 Accelerated C++
IT 403 Statistics and Data Analysis
CSC 412 Tools and Techniques for Computational Analysis
CDM Foundation Courses
CSC 423 Data Analysis and Regression
CSC 425 Time Series Analysis and Forecasting
CSC 431 Scientific Computing
or CSC 485 Numerical Analysis
CSC 521 Monte Carlo Algorithms
Kellstadt Foundation Courses
ACC 500 Financial Accounting
ECO 555 Economics for Decision-Making
FIN 555 Financial Management
FIN 523 Investment Analysis
FIN 525 Portfolio Management
FIN 562 Risk Management
FIN 662 Derivatives Valuation
Advanced Courses
CSC 695 Master's Research
or CSC 697 Graduate Internship
or CSC 559 Software Engineering for Financial Markets
Major Elective Courses
Students must take 1 500-level course at CDM, Kellstadt, or the Department of Math.