Preparatory Math Class

Each year, the MSCF program will offer an optional mathematics preparation course. This course is in part a refresher course in calculus, covering some of the calculations that arise in subsequent MSCF courses, but it also covers related mathematics topics and helps students practice mathematical thinking and problem-solving skills. While this course is designed for those whose math skills may have become a bit rusty, the course has proven to be beneficial to nearly all MSCF students who take it.

• To encourage attendance, the course is open to all MSCF students matriculating this August.  
• There is no additional charge for the course for entering MSCF students.
• Students will be responsible for purchasing any reference texts.
• Incoming MSCF students can register for this course via the MSCF Admitted Student Website.

Course Material

This course is a problem-working seminar. Problems will be assigned and these and similar problems will be worked in class. The following is an example of the material you may see:

• Learn to accurately compute the limits, derivatives and integrals that arise in subsequent courses in the Master's program in Computational Finance. Problems will be chosen to emphasize the calculations that have caused students difficulties in these courses in the past.
• Practice formulating problems mathematically and solving brain teasers similar to those commonly asked in job interviews.
• The course will not present theory except as it is needed to do the assigned problems.    

Individuals not enrolled in the MSCF program can participate in the class at a tuition of $3000. To qualify, submit your resume along with a list of previous calculus and probability courses taken to Gwen Stanczak at gwens@cmu.edu.