MBA Program with Specialization in Computational Finance

The MBA program at Purdue's Krannert School of Management offers the possibility of obtaining an MBA with Specialization in Computational Finance by completing additional courses related to the mathematical and computational aspects of quantitative finance. These courses are also required in the Mathematics MS and Statistics MS programs with CF specializations, and as such, require a significant amount of mathematical maturity. An adequate preparation for the most mathematical of these courses is satisfactory performance in a first graduate course in Real Analysis (MA 504), and a first graduate course in Probability Theory (MA/STAT 519).

The following courses are required for the MBA with CF Specialization:

Mathematics of Finance MA 515 / STAT 598F or STAT 540 (3 cr.)
Adv. Probability, Options, and Num. Methods MA 516 / STAT 598G or STAT 541 (3 cr.)
Simulation Design and Analysis IE 581 (3 cr.)

4 or more credit hours approved by the CF committee from the following list:

Options and Futures MGMT 641 (2 cr.)
Security Analysis MGMT 642 (2 cr.)
Financial Risk Management MGMT 643 (2 cr.)
Introduction to Investment Science I STAT 598Y (3 cr.)
Introduction to Investment Science II STAT 598Z (2 cr.)
Financial Engineering IE IE 590A (3 cr.)
Intermediate Financial Engineering IE IE 690D (3 cr.)
Pricing Strategy and Analysis MGMT 690S (2 cr.)
Seminar in Financial Markets I MGMT 616 (3 cr.)
Seminar in Financial Markets II MGMT 617 (3 cr.)
Design and Analysis of Financial Algorithms STAT 598W (3 cr.)



Admission into the program is via the MBA program's standard on-line application here. The Purdue Graduate School on-line application should not be used. Please direct all questions regarding admissions procedures to the MBA admissions office.

All other inquiries relative to the CF Specialization of the MBA program should be addressed to Professor A.C. Sullivan (sullivan@mgmt.purdue.edu)