Tepper School of Business
The MSCF Program
Carnegie Mellon's intensive Master of Science in Computational Finance (MSCF) is considered by many to be the top quantitative financial engineering program in the country. The university is world-renowned for its expertise in computer science, holds a stellar reputation as a math and engineering school and has one of the nation’s top business schools (#5 in the world according to the Wall Street Journal, September 2007).
Not surprisingly, the MSCF program, steeped in quantitative analysis and information technology and taught by some of quantitative finance's most prominent faculty, has earned an excellent reputation on the Street.
History
When Carnegie Mellon introduced the MSCF program in 1994 it represented the first “financial engineering” degree spanning the disciplines of quantitative finance. This joint degree between the School of Computer Science*, the Department of Mathematical Sciences, the Department of Statistics, and the Tepper School of Business created a fully integrated three-semester curriculum designed specifically for the Masters of Computational Finance.
*The information technology role of the School of Computer Science has since been assumed by the Heinz School of Public Policy and Management.
A Word from the Director
The products of financial engineering have been at the forefront of some of the decade’s most profound developments in finance. The MSCF program explores the high-level mathematical and statistical concepts underlying these complicated financial structures.
Designed expressly for the needs of the industry, the MSCF curriculum integrates quantitative finance with financial management and computer technology. Our graduates employ these skills in finding innovative and efficient financial solutions to business obstacles and opportunities.
Our program, now in its fifteenth year, is well known and the demand for our graduates is strong. We welcome your visit to the MSCF website and encourage you to apply.
Richard Bryant
Executive Director
Computational Finance Program
