Sie sind auf Seite 1von 11

Carnegie Mellon University

MSCF
MSCF
MASTER OF SCIENCE IN COMPUTATIONAL FINANCE

>New York >Online

>Pittsburgh

MSCF: quantifiably different


www.cmu.edu/mscf

CARNEGIE MELLON DEANS STEERING COMMITTEE MSCF Robert M. Dammon Richard L. Bryant Tepper School of BusinessExecutive Director Computational Finance Program Fred Gilman Mellon College of ScienceAdjunct Professor Tepper School of Business John P. Lehoczky John P. Lehoczky Marianna Brown Dietrich College of Dean Humanities and Social Sciences Marianna Brown Dietrich Ramayya Krishnan College of Humanities Heinz College and Social Sciences Thomas Lord University Professor of Statistics and Mathematics Stephen Roehrig Teaching Professor of Information Systems Heinz College Duane J. Seppi The BNY Mellon Professor of Finance Tepper School of Business Steven Shreve

Known worldwide for its expertise in computer science, math and applying the tools of quantitative analysis to business, Carnegie Mellon created the first quantitative 2011 2012 MSCF ADVISORY BOARD INFORMATION finance degree in 1994. Competing now against many programs, Carnegie Mellons Terry Belton Erwin Martens Masters kind. MSCF degree is regarded by many as the leading program of its Admissions Office

There are moments in your life that transform and enrich you, that make you into a better version of yourself. The MSCF program was one of these moments. They challenged and encouraged me to be a better presenter, a stronger thinker, and an analytical observer of the markets.
COVER: Natalie Regev, MSCF 12 2011 MSCF Summer Internship: BNP Paribas Sales and Structuring Intern New York, NY

Managing Director Executive Vice President T 412.268.3679 JPMorgan Chase TIAA-CREF F 412.268.4209 Our integrated curriculum, made possible by the interdisciplinary joint venture E mscf-admissions@andrew.cmu.edu of Domowitz four Carnegie Mellon colleges, is designed specifically for the MSCF program. Ian Prakash Narayanan W www.cmu.edu/mscf Managing Director impressivePartner and Portfolio Managerboth in summer internships and Our students job placement record, Investment Technology Group to the highManagement Financial Aid Office in full-time jobs, attests Saba Capital regard global financial services firms have T 412.268.1242 Thomas Hartnett Riccardo for the education we provide. Rebonato F 412.268.2810 Managing Director Global Head E tepper-aid@andrew.cmu.edu We welcome Deutsche Bank your interest in the MSCF program and encourage you to apply. Royal Bank of Scotland W www.tepper.cmu.edu/mscfaid Keishi Hotsuki Jeffrey Rosenberg Career Opportunity Center Managing Director Chief Investment Strategist T 412.268.2278 Global Head of Market Risk Blackrock W www.tepper.cmu.edu/mscfcareers Management Paul Russo Morgan Stanley Managing Director Richard Jon KinolBryant Goldman Sachs Executive Director Managing Director Computational Credit Suisse Finance Program
MSCF Steering Committee Adjunct Professor of Industrial Administration Tepper School of Business

In addition to providing a solid foundation

in the fundamentals of quantitative finance, conceptual framework required to meet the complex financial services industry.
Mathematical Sciences

our graduates possess the high-level skillsofand Orion Hoch Professor needs of an ever-changing and increasingly
Mellon College of Science

Deeper learning. Broader options.


www.cmu.edu/mscf

2 4

MSCF Degree The MSCF degree builds upon your strong quantitative and computing skills, adding a broad conceptual framework and grounding in quantitative finance. You emerge with a deep understanding of financial markets and their mathematical underpinnings. Whether you are straight out of school, currently working in the industry or a careerchanger, the MSCF degree can help open doors in trading, product structuring, quantitative portfolio management, financial analytics and risk management. You will join a select and influential global alumni network working in investment banks, mutual funds, hedge funds, trading firms, and insurance companies. The MSCF/MBA Dual Degree Individuals seeking broad management coursework in addition to the highly focused MSCF curriculum can apply to Carnegie Mellons five-semester MSCF/MBA degree in Pittsburgh. Building on MSCFs more quantitative finance curriculum, the dual degree candidate is further broadened by an array of MBA marketing, strategy, communications and operations courses.

The MBA/MSCF dual degree is designed for the person who loves a challenge, and it consistently over-delivers. I excel in my career because Ive been prepared for an unrivaled level of intensity.
Stephano Dubuc Jr., DUAL MBA/MSCF 11 Nomura Investment Bank Global Markets Associate, MBS Trading New York, NY

The MSCF program is a shining example of enduring cross-campus collaboration. The Tepper School is proud to provide the finance curriculum for the MSCF program and to serve as the programs administrator.
Robert Dammon Dean, Tepper School of Business Professor of Financial Economics

94/95

Leveraging its strengths in finance, mathematics, statistics and computing, Carnegie Mellon University pioneered the financial engineering degree in Pittsburgh in 1994 and in New York in 1995.

MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

Not All Financial Engineering Degrees Deliver The Same Value


> Is the program isolated in one department or top-heavy in math or finance? > Will you benefit from a customized curriculum that is designed specifically for the program? > Will you benefit from full-time faculty teaching in their areas of research interest? > Does the program offer dedicated career services support and work closely with the key recruiters that match your career goals and interests? > Will you enjoy a program with many years of experience in shaping its curriculum and career success of its students? > Will you be participating in a program nationally recognized as an innovator within the industry?

A degree of difference
www.cmu.edu/mscf

While the terms quantitative finance, computational finance, mathematical finance and financial engineering are often used interchangeably, there exist subtle, but significant, differences in their meanings. Financial engineering programs often emphasize finance and financial markets at the expense of more rigorous computing and quantitative skills. Some mathematical finance programs focus on theoretical math at the expense of real-world application. Few programs embed programming into their curricula and fewer still have been able to replicate Carnegie Mellons well-balanced and carefully coordinated mix of quant, applied finance and computation. From the start, Carnegie Mellon University designed the program as a fully integrated and cohesive venture between four colleges, delivering a course of study, tailor-made for the computational finance student. For example, Stochastic Calculus for Finance draws from current practice in the financial services industry and is designed expressly for the MSCF program. The same is true for most of the courses in the curriculum, including Advanced Derivative Models, Credit Derivatives, Financial Economics, Fixed Income, Options, Statistical Arbitrage, Simulation Methods of Options Pricing, and Linear Financial Models.

The faculty are committed to teaching, and the program leaders put a tremendous amount of energy and thought into the program.
Michele Ruvolo, MSCF 09 Sterling Stamos Capital Management Managing Director, Risk Management New York, NY

MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

Stephen Roehrig Teaching Professor of Information Systems Heinz College Richard L. Bryant Executive Director, Computational Finance Adjunct Professor, Tepper School of Business Duane J. Seppi The BNY Mellon Professor of Finance Tepper School of Business John P. Lehoczky Dean, Marianna Brown Dietrich College of Humanities and Social Sciences Thomas Lord University Professor of Statistics and Mathematics MSCF Co-Founder

Blue-chip faculty
www.cmu.edu/mscf

Carnegie Mellon University is a small research university that cannot afford barriers between departments. We choose not to do everything. Yet, in those areas where we choose to be a player, we are among the worlds best.
Steven Shreve Orion Hoch Professor of Mathematical Sciences Mellon College of Science MSCF Co-Founder MSCF Steering Committee

The MSCF program enjoys a worldwide reputation for excellence, one that rests squarely on the strength of our faculty and extends to courses carefully developed and refined by them over almost two decades. MSCF students benefit from faculty from four colleges on the Carnegie Mellon University Campus the Department of Mathematical Sciences, the Department of Statistics, the Heinz College and the Tepper School of Business whose research interests include financial engineering, stochastic processes, market microstructure and financial risk management. Our faculty members maintain vital links with the global financial services industry through consulting assignments, advisory boards and interaction with former students. Carnegie Mellon also attracts undergraduates to its bachelors degree in Computational Finance, as well as doctoral candidates in mathematical finance and continues to invest in new MSCF faculty, adding to the unparalleled intellectual capital of the program.

Steven Shreve Orion Hoch Professor of Mathematical Sciences Mellon College of Science MSCF Co-Founder

The degree of collaboration across disciplines, colleges and faculty in the MSCF program is truly unique. It could only be accomplished at Carnegie Mellon.
Steven Roehrig Teaching Professor of Information Systems Heinz College MSCF Steering Committee

21

full-time faculty, representing four Carnegie Mellon University colleges, teach in the MSCF program.

MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

A New MSCF Option: Online, Interactive Study

Three options,

one life-changing experience


The Program The MSCF program is delivered live between our New York City and Pittsburgh, PA campuses. Instruction originates in Pittsburgh or New York and is broadcast to the alternate classroom in high-definition video with full two-way audio, permitting full participation between the two classrooms. Online students also connect to this live broadcast and communicate with the professor and other students throughout the lecture. Pittsburgh and New York have approximately 35 full-time students; New York has 50 part-time students. The Classroom Each MSCF semester is divided into two mini-semesters, or minis, of seven weeks duration. Classes in Pittsburgh are held at the Tepper School of Business. The New York facility features three large classrooms, a number of offices and conference rooms, and a large lounge and common area for social gatherings. Faculty teach in New York twice every seven weeks and remain in New York following the lectures for discussion and social events. Online students participate in the same class as our Pittsburgh and New York-based students. All lectures are streamed live and captured electronically for review throughout the duration of the semester. The Location MSCFs New York City campus is located at 55 Broad Street in downtown Manhattan, a block from the New York Stock Exchange and a short walk or subway ride to the worlds largest banks. Our major recruiters and alumni find this location to be advantageous for those new to the industry. MSCFs Pittsburgh campus is located in the vibrant suburb of Oakland. Pittsburgh students enjoy a traditional campus environment and can participate in various clubs and activities offered on campus. When time permits, Pittsburgh students can also take other courses offered by the many colleges on the Carnegie Mellon campus.

Beginning Fall 2012, the Master of Science in Computational Finance program offers the MSCF degree without a residency requirement. The online option is identical in cost and curriculum to the thirty-three month, twelve mini-semester course of study taken by our resident, part-time students. Online students have the option to either participate live via interactive video in the live class from the students laptop; watch the class live through his/her laptop; or review the recorded video after the lecture has been given. Students earning the degree online receive the same diploma as our resident full-time and parttime students. Academic resources are available through Carnegie Mellons online library and Blackboard software; out-of-classroom student interaction is encouraged through social media. Exams are conducted using an online proctoring service. Online students receive career services similar to those offered our resident, part-time students, including access to our career counseling and online career education/counseling services. The online program is designed to accommodate the needs of individuals already working in the industry and unable to relocate to our campus in Pittsburgh or New York.

There are no surprises here. The MSCF program in tough. But, everyday I am challenged to accomplish goals that will play a vital role in my career success. I am impressed by the dedicated faculty and staff that have created such a unique and outstanding program.
Molly Zhu, MSCF 12 2011 MSCF Summer Internship: JPMorgan Chase Summer Associate New York, NY

MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

www.cmu.edu/mscf

Networking and Career Support

World-renowned curriculum
www.cmu.edu/mscf

CAREER OPPORTUNITIES Representatives from the Tepper School of Business Career Opportunities Center are located at both our Pittsburgh and New York campuses, providing extensive support for your job search. Recruiting activity is brisk. More than 50 of the worlds largest financial services firms, as well as many smaller hedge funds, analytics and trading companies, actively recruit from the MSCF program (see insert).

The MSCF program begins with traditional theories of equity and bond portfolio management and quickly expands to include the stochastic calculus models upon which derivative trading is based. These models are applied to both fixed income and equity markets, employing computational methods such as Monte Carlo simulation and finite difference approximations of partial differential equations. C++ is taught in the initial stages of the program and is then used in downstream courses to code modules and to build pricing libraries. Statistical methodologies are also applied, including regression and time series analysis. The program exposes students to various trading strategies through the MSCF Deutsche Trading Competition. The program culminates with courses on model calibration, statistical arbitrage, risk management and dynamic asset management and concludes with a sophisticated capstone financial engineering case studies course.

MSCF Full-Time Curriculum


ACADEMIC YEAR 1
MINI 1 > MSCF Finance
> Financial Computing I > Probability > Macroeconomics for Computational Finance > Presentations for Computational Finance

MSCF Part-Time Curriculum


ACADEMIC YEAR 2
MINI 1 > Advanced Derivative Modeling
> Studies in Financial Engineering > Statistical Arbitrage > Numerical Methods

New York students enjoy the same level of course instruction as their Pittsburgh classmates and participate fully in the classroom. The resources of Carnegie Mellon University feature advanced distance learning. This is state-of-the-art delivery that is totally seamless.
Duane J. Seppi The BNY Mellon Professor of Finance Tepper School of Business MSCF Steering Committee

FALL 1
> Financial Computing I > MSCF Finance > Probability

SPRING 4 > Simulation Methods for Option Pricing


> Stochastic Calculus for Finance II

11

FALL 2 > Multi-Period Asset Pricing


> Statistical Inference

FALL 1 > Advanced Derivative Modeling


> Studies in Financial Engineering

MINI 2 Choose four of five: > Quantitative Asset Management


> Topics in Quantitative Finance > Credit Derivatives > Financial Economics for Computational Finance > Financial Computing IV

SPRING 3 > Financial Computing II


> Linear Financial Models

SUMMER INTERNSHIP The summer internship is optional but strongly encouraged, providing an opportunity for both the firm and the student to conduct an evaluation. Many MSCF students accept fulltime positions and return to their internship firms upon graduation.

MINI 2 > Fixed Income


> Options > Statistical Inference > Multi-Period Asset Pricing > MSCF Deutsche Trading Competition

FALL 2 Choose two of three: > Financial Economics for Computational Finance
> Quantitative Asset Management > Topics in Quantitative Finance

SPRING 4 > Financial Computing III


> Financial Time Series Analysis

FALL 1 > Macroeconomics for Computational Finance


> Statistical Arbitrage

SPRING 3 > Credit Derivatives


> Financial Computing IV

MINI 3 > Financial Products and Markets


> Financial Computing II > Linear Financial Models > Stochastic Calculus for Finance I

FALL 2 > Fixed Income


> MSCF Deutsche Trading Competition > Options

SPRING 4 > Presentations for Computational Finance


> Numerical Methods

MSCF SPEAKER SERIES Throughout the academic year, industry practitioners share their experiences with our students as a part of the MSCF Speaker Series. Students gain knowledge of specific career paths, applied markets and areas of current research in quantitative finance. Speaker presentations occur over lunch, either at our New York or our Pittsburgh location, and are broadcast live to the remote campus and to our online students.

27

MINI 4 > Financial Time Series Analysis

MSCFs 27 courses are designed to provide our graduates with the comprehensive body of knowledge required to succeed in the quantitative finance industry.

> Financial Computing III > Stochastic Calculus for Finance II > Simulation Methods for Options Pricing

SPRING 3 > Financial Products and Markets


> Stochastic Calculus for Finance I

SUMMER INTERNSHIP

MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

Course descriptions
www.cmu.edu/mscf

We strive to offer a curriculum that not only prepares students


14 12

Advanced Derivative Modeling

Financial Computing IV

Linear Financial Models

Options

Statistical Inference

for their first position in the finance industry, but allows them to excel as the industry evolves. It is our fully integrated, interdisciplinary approach that provides this unique and powerful preparation.
John P. Lehoczky Dean, Marianna Brown Dietrich College of Humanities and Social Sciences Thomas Lord University Professor of Statistics and Mathematics MSCF Co-Founder MSCF Steering Committee

This course treats models in which underlying asset prices jump and/or have stochastic volatility. Stochastic Calculus and change-of-measure techniques will be developed for these processes.
Credit Derivatives

This course is organized around a project of design and implementation of a powerful C++ library for pricing of derivative securities.
Financial Economics for Computational Finance

Students acquire an extensive skill set for modeling and predicting correlated default arrivals and changes in credit quality and the pricing of baskets of credit-sensitive securities.
Financial Computing I

This course connects arbitrage-free pricing models with economic models of risk and return to evaluate proprietary portfolios. The course also considers the role of the banks in financial intermediation, market making, securitization, and bankruptcy restructuring.
Financial Products and Markets

This is a course in regression analysis and linear models with application to equity portfolio management. Basic methods taught in the course include simple and multiple linear regression, model selection, residual analysis, diagnostics, detection of multi-collinearity, nonstandard conditions and transformations.
Macroeconomics for Computational Finance

The focus of this course is on pricing and hedging assets with option-like features. Examples include calls, puts, warrants, bank loans and underwriting contracts.
Presentations for Computational Finance

This course introduces the basic ideas and methods of statistical inference including estimation and regression analysis.
Stochastic Calculus for Finance I

13

This course provides practical, usable and relevant practice and study in oral communications.
Probability

This course covers the fundamentals of programming in C++ in the context of various elementary finance-related problems.
Financial Computing II

This course develops the microeconomics that support classical valuation theory. Interest rates and monetary policy, foreign exchange rates and money and banking are also covered.
MSCF Deutsche Trading Competition

This course introduces the basic ideas and methods of calculus-based probability theory.
Quantitative Asset Management

This course introduces martingales, Brownian motion, Ito integrals and Itos formula, in both the uni-variate and multi-variate case. This is done within the context of the Black-Scholes option pricing model and includes a detailed examination of this model.
Stochastic Calculus for Finance II

Students look more deeply at the C++ standard library, relational databases, relational algebra, the relational calculus, the query language SQL and the construction of static and dynamically linked libraries.
Financial Computing III

Taught predominantly by practitioners in the industry, this course provides a broad overview of the financial markets, their institutions and the products they create and trade.
Financial Time Series Analysis

Employing fixed income and derivatives instruments, individuals trade and make markets using $10,000,000 paper trading accounts through Interactive Brokers and compete for cash awards.
MSCF Finance

Following a review of mean-variance optimization and multiple factor models, this course looks at multi-period models including transaction costs and taxes.
Simulation Methods for Option Pricing

This course treats the theory and implementation of interest-rate term structure models. Both riskneutral and forward measures are used. Models covered include Hull-White, Cox-Ingersoll-Ross, Heath-Jarrow-Morton and Brace-Gatarek-Musiela.
Studies in Financial Engineering

Students examine memory management, resource allocation, exception-safe code, profiling, optimizations, and learn ways of coupling Excel, VBA and C++.

This course introduces time series methodology with an emphasis on the data analytic aspects related to financial applications. Topics include univariate ARIMA modeling, forecasting, seasonality, model identification and diagnostics.
Fixed Income

An introduction to the financial problems faced by firms, this course includes: time value of money and compounding, capital budgeting, portfolio theory, risk and return, capital structure and dividend policy.
Multi-Period Asset Pricing

This course presents random variable generation, variance reduction methods and statistical analysis of simulation output as well as the use of Monte Carlo simulation in solving applied problems in derivative pricing.
Statistical Arbitrage

This course uses financial engineering and derivative securities to solve practical business problems. Students give in-class simulated sales presentations to hypothetical clients, highlighting the design, valuation and hedging of structured products.
Topics in Quantitative Finance

This course introduces the securities traded in fixed income markets and the valuation models used to price them.

This course introduces the concepts of arbitrage and risk-neutral pricing within the context of multiperiod financial models.
Numerical Methods

This course covers numerical methods relevant to solving the partial differential equations that arise in finance.
MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

This course provides students with the basic concepts and techniques for statistical-based trading, including pairs trading, value-based methods, momentum-based strategies, cointegration-based trading and technical analysis.

Topics include the application of heavy-tailed distributions and simulation methods to financial risk management, models for the spread between forward interest rates and interest rate futures, the theory of American options, models for exchange rates, and pricing and hedging exotic options.

The Career Opportunities Center Provides a Variety Of Services


> Access to Alumni Directory Database > Access to COCs Employer Contact Database > A Web-based system for registering and applying for on-campus interviews, distributing job descriptions via email and completing resume referrals > Individual assistance ranging from resume review to interview preparation and job offer negotiation > Individual career counseling appointments > Career fairs and employer visits > Corporate presentations that provide opportunities for personal exploration and networking > Career Resource Library > Mock interviews with the COC staff and/or alumni and corporate friends > Individual appointments for feedback from on-campus interviews See inserted materials in the back of this brochure on COC services and statistics.

MSCF career paths


www.cmu.edu/mscf

Career-minded from Day One Students in the MSCF program receive a broad range of career services through the Tepper Schools Career Opportunities Center (COC). Students are encouraged to begin career building as soon as they arrive at school, taking full advantage of the COCs resources, workshops and training. In addition to facilitating on-campus corporate presentations and recruiting activities, the COC assists MSCF students through resume writing seminars, mock interviews and recruiting events held each October and January at the New York campus. MSCF students pursue careers in derivatives pricing and trading, risk management, structured products, financial analytics and quantitative portfolio management. One person builds models to assess counterparty risk, another trades bond options; one is involved in fixed income research, another a desk quant on the trading floor of a large sell-side bank, yet another in strats in equity derivatives. We have graduates developing proprietary trading strategies for the hedge funds and those that have started their own money management firms. A few choose London, most are in the U.S., particularly in the New York area, while a growing number are finding excellent opportunities in Hong Kong and Singapore. Our students exclusively choose quantitative environments within the financial services industry and thrive on the dynamism of the financial markets.

The MSCF program provided me with the tools and network essential to my development as a trader.
Prakash Narayanan, MSCF 02 Saba Capital Management Partner and Portfolio Manager New York, NY

15

96%

In 2011, 96% of MSCF graduates received offers. In 2010, 91% received offers and in 2009, a difficult year, 86% received offers (offers shown are as of three months from graduation).

MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

Thanks to MSCFs highly technical combination of There are moments in your life that transform and enrich you, that make you into a better version of yourself. The MSCF program was one of these moments. They challenged and encouraged me to be a better presenter, a stronger thinker, and an analytical observer of the markets.
COVER: Natalie Regev, MSCF 12 2011 MSCF Summer Internship: BNP Paribas Sales and Structuring Intern New York, NY

CARNEGIE MELLON DEANS STEERING COMMITTEE MSCF Robert M. Dammon Richard L. Bryant Tepper School of BusinessExecutive Director Computational Finance Program Fred Gilman Mellon College of ScienceAdjunct Professor Tepper School of Business John P. Lehoczky John P. Lehoczky Marianna Brown Dietrich College of Dean Humanities and Social Sciences Marianna Brown Dietrich Ramayya Krishnan College of Humanities Heinz College and Social Sciences Thomas Lord University Professor of Statistics and Mathematics Stephen Roehrig Teaching Professor of Information Systems Heinz College Duane J. Seppi The BNY Mellon Professor of Finance Tepper School of Business Steven Shreve Orion Hoch Professor of Mathematical Sciences Mellon College of Science

2011 2012 MSCF ADVISORY BOARD Terry Belton Managing Director JPMorgan Chase Ian Domowitz Managing Director Investment Technology Group Thomas Hartnett Managing Director Deutsche Bank Keishi Hotsuki Managing Director Global Head of Market Risk Management Morgan Stanley Jon Kinol Managing Director Credit Suisse Erwin Martens Executive Vice President TIAA-CREF Prakash Narayanan Partner and Portfolio Manager Saba Capital Management Riccardo Rebonato Global Head Royal Bank of Scotland Jeffrey Rosenberg Chief Investment Strategist Blackrock Paul Russo Managing Director Goldman Sachs

INFORMATION Masters Admissions Office T 412.268.3679 F 412.268.4209 E mscf-admissions@andrew.cmu.edu W www.cmu.edu/mscf Financial Aid Office T 412.268.1242 F 412.268.2810 E tepper-aid@andrew.cmu.edu W www.tepper.cmu.edu/mscfaid Career Opportunity Center T 412.268.2278 W www.tepper.cmu.edu/mscfcareers

computer science, math, finance and, most importantly, thanks to the very strong personal network it provides its graduates, the program was an ideal foundation for a career in Fixed Income Sales and Trading.
Clemence Mauchamp, MSCF 04 Merrill Lynch and Co., Inc. Vice President, Strategic Solutions Group London, UK

MSCF | TEPPER SCHOOL OF BUSINESS | DEPARTMENT OF MATHEMATICAL SCIENCES | DEPARTMENT OF STATISTICS | HEINZ COLLEGE

MSCF
MSCF
MASTER OF SCIENCE IN COMPUTATIONAL FINANCE
Carnegie Mellon University 5000 Forbes Avenue Pittsburgh, PA 15213-3890 Masters Admissions Office Tel: 412.268.3679 Fax: 412.268.4209 www.cmu.edu/mscf
Statement of Assurance
Carnegie Mellon University does not discriminate in admission, employment, or administration of its programs or activities on the basis of race, color, national origin, sex, handicap or disability, age, sexual orientation, gender identity, religion, creed, ancestry, belief, veteran status, or genetic information. Furthermore, Carnegie Mellon University does not discriminate and is required not to discriminate in violation of federal, state, or local laws or executive orders. Inquiries concerning the application of and compliance with this statement should be directed to the vice president for campus affairs, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213, telephone 412-268-2056. Carnegie Mellon University publishes an annual campus security and fire safety report describing the universitys security, alcohol and drug, sexual assault, and fire safety policies and containing statistics about the number and type of crimes committed on the campus and the number and cause of fires in campus residence facilities during the preceding three years. You can obtain a copy by contacting the Carnegie Mellon Police Department at 412-268-2323. The annual security and fire safety report is also available online at www.cmu.edu/police/annualreports.

Das könnte Ihnen auch gefallen