BS in Computational Finance (BSCF)
An interdisciplinary undergraduate degree run jointly by three CMU colleges, combining mathematics, probability/statistics, economics and programming applied to financial markets. Students take discrete- and continuous-time finance, three programming courses and a graduate MSCF course, plus professional communication courses.
What you’ll study
Core
- 21-120 Differential and Integral Calculus
- 21-122 Integration and Approximation
- 21-127 Concepts of Mathematics
- 21-241 Matrices and Linear Transformations
- 21-259 Calculus in Three Dimensions
- 21-260 Differential Equations
- 21-369 Numerical Methods
- 70-122 Introduction to Accounting
- 21-270 Introduction to Mathematical Finance
- 21-370 Discrete Time Finance
- 21-420 Continuous-Time Finance
- 46-977 MSCF Studies in Financial Engineering
- 21-325 Probability
- 36-226 Introduction to Statistical Inference
- 36-401 Modern Regression
- 15-110 Principles of Computing
- 15-112 Fundamentals of Programming and Computer Science
- 15-122 Principles of Imperative Computation
- 73-102 Principles of Microeconomics
- 73-103 Principles of Macroeconomics
- 73-240 Intermediate Macroeconomics
- 94-700 Organizational Design & Implementation
- 70-340 Business Communications
- 70-345 Business Presentations
Electives
- Three depth electives (at least 24 units) from CS/ML, mathematics, statistics and business/economics, e.g. 10-601, 15-213, 21-355, 36-402, 70-391
Source: coursecatalog.web.cmu.edu ↗
Before you apply
- Background
- Internal major; applicants must have taken or be taking 21-127 (or 21-128), 21-241 (or 21-242) and 21-270 at time of application
- Maths
- Concepts of Mathematics; Linear algebra; Introduction to Mathematical Finance
- Programming
- Programming sequence is part of the major (15-110, 15-112, 15-122)
- Tests
- Not applicable (enter CMU via the Common App, then apply into the major)
Source: coursecatalog.web.cmu.edu ↗
After graduation
- Typical first roles
- Finance or other applied-mathematics careers, Graduate study in economics, finance or mathematical sciences
Source: cmu.edu ↗
Want to see what employers ask for? Browse open quant roles.
Cannot be combined with Business Administration, Mathematical Sciences or Economics and Mathematical Sciences as primary, additional or dual degree. No published employment statistics found. Tuition is CMU undergraduate tuition (not retrieved).
Checked 6 November 2026 against the sources linked on this page. Fees, units and requirements change each year, so confirm them on the programme’s website before applying.