Santa Clara university Mathematical Finance concentration

[Andy Nguyen]

I was made aware today of this new concentration at Santa Clara. It is one year old and was under the Department of Applied Mathematics
Santa Clara University - Master of Science Program

Concentration in Mathematical Finance (within the Master of Science Program)
For further information please consult with the chair of the department.
Required Components for Concentration:
ACTG 300 Financial Accounting
ACTG 303 Corporate Financial Reporting or 319 Financial Statement Analysis
ECON 401 Economics for Business Decisions
FNCE 451 Financial Management
FNCE 455 Investments
FNCE 474 Risk Management with Derivative Securities
FNCE 696 (cross-listed as AMTH 367 and MATH 196) Mathematical Finance
AMTH 210 and 211 (or 212) Discrete and Continuous Probability
AMTH 220 and 221 Numerical Analysis
AMTH 245 and 246 (or 247) Linear Algebra
AMTH 313 Time Series Analysis
AMTH 344 Linear Regression
AMTH 362 Stochastic Processes I
AMTH 374 Partial Differential Equations I

Any additional units required to meet the engineering graduate core
Recommended, but not Required, Components for Concentration:

AMTH 358 Fourier Transforms
AMTH 363 Stochastic Processes II
FNCE 484 Financial Engineering
FNCE 712 Monte Carlo Simulation
FNCE 710 Default Modeling
AMTH 397 Master's thesis or project