BS Mathematics and Computational Finance

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Department
Mathematics
Level
Undergraduate
Colleges
College of Computer Sciences & Information Systems

The BS in Mathematical and Computational Finance is an applied Mathematics program with a well-developed application in Finance structured for the students who might be interested in Mathematics and desired for a career in Business. BS Financial Mathemat- ics course offers a comprehensive variety of modules across mathematics, statistics, finance, and programming. The course will empower the student to cultivate expertise in creative problem-solving and logical reasoning, to analyze market forces, minimize risk and maximize profitability, which are in great demand in a wide range of career sectors.

BS in Mathematical and Computational Finance will be a 4-year degree program with two semesters in each year. It will require the completion of 138 credit hours of course work, 6 credit hours of the project approved by the college and compulsory computational finance internship of at least 6 weeks in an approved firm. Students must take a minimum load of 12 credit hours (four courses) or a maximum load of 18 credit hours (six courses) in a semester. In order to obtain a BS degree in four years, a student is required to cover twelve courses in a year. Full load of six courses can be taken each in the Fall and Spring semesters with an option of four courses in the latter and making up the shortfall in the summer session. Students must maintain a CGPA of 2.5 for the conferment of the degree.

BS Mathematics and Computational Finance students learn to:

  • Learn the computational and modelling techniques used to price tradable assets such as bonds, securities, loans, energy and associated derivatives.

  • Learn to generate, model, value, hedge and trade ingenious financial products.

  • Acquire an analytical and strategic judgement for controlling the risk connected with complex financial transactions

  • Be equipped with the engineering-driven approaches widely used to construct and deploy the financial transactions and

    processes that, in their context, function as the international financial system and capital markets.

  • Be provided with the educational background to pursue increasingly responsible management roles in industry.

  • Be prepared to enter leadership positions in the financial industry and government where they will use their quantitative skills and creativity to provide innovative solutions and develop new or improved products and services.

    Eligibility Criteria

    The BS (Mathematical and Computational Finance) is a four-year program. Applicants who have successfully completed H.Sc with minimum 50% marks in Pre-Engineering or in General Group (with Mathematics) or A-Levels with a maximum 2 ‘C’s in three principal subjects (with Mathematics) are eligible to apply for admission.

Learning Outcomes

  • Apply knowledge of mathematics to solve problems
  • Develop an understanding of how computational finance works
  • Formulate a mathematical model of a quantifiable system
  • Learn the computational and modeling techniques
  • Career Path

    1. Risk Manager
    2. Asset Manager
    3. Financial Consultant
    4. Data Scientist
    5. Data Analyst
    6. Data Engineer

    Interested in this program? Visit the admissions page for more information.

    Required Courses

    Accounting
    ACC101 Introduction to Financial Accounting
    ACC201 Intermediate Financial Accounting

    Communication
    COM107 Academic English
    COM202 Business and Professional Speech
    COM203 Methods in Business Writing

    Finance
    FIN201 Introduction to Business Finance
    FIN202 Financial Management
    FIN503 Corporate Finance
    FIN509 Financial Derivatives
    FIN613 Financial Modeling

    Mathematics
    MTH102 Financial Calculus I
    MTH106 Financial Calculus II
    MTH204 Linear Algebra

    Language
    LAN 10* Foreign Language I
    LAN 20** Foreign Language II
    *1 = Introduction to Arabic *2 = Introduction to French *4 = Introduction to German *6 = Introduction to Italian *8 = Introduction to Chinese
    **1 = Intermediate Arabic **2 = Intermediate French **4 = Intermediate German **6 = Intermediate Italian **8 = Intermediate Chinese

    Religious Studies
    REL101 Islamic Studies

    Political Sciences
    PSC301 Pakistan Studies

    Statistics
    STA203 Probability Theory and Statistics
    STA207 Qualitative Data Analysis
    STA301 Model and Inference
    STA304 Quantitative Data Analysis
    STA306 Applied Econometrics

    Finance and Risk Management
    FRM201 Principles of Risk Management
    FRM401 Advance Financial Risk Management

    Programming
    CSC113 Programming Fundamentals
    CSC213 Object Oriented Programming
    CSC215 Data Structure and Algorithms

    Internship
    Internship related to Financial Mathematics

    Project
    Computational Finance Project 1
    Computational Finance Project 2

    Elective Courses

    Mathematics
    MTH439 Introduction to Dynamical Systems
    MTH437 Functional Analysis
    MTH406 Finite Element Methods
    MTH456 Statistical Machine Learning
    MTH457 Deep Learning
    MTH440 Advanced Methods for Data Analysis
    MTH452 Convex and Non-Linear Analysis
    MTH451 Number Theory

    Finance
    FIN403 Islamic Banking and Finance
    FIN506 Investment Banking and Security Analysis
    FIN507 Portfolio Management
    FIN511 Analysis of Financial Statement
    FIN512 Money and Capital Market
    FIN515 Foreign Trade and Banking

    Course Structure

    Semester One (19 Credit Hours)

    Islamic Studies (3+0)
    Academic English (3+0)
    Principles of Microeconomics (3+0) Financial Calculus I (3+0)
    Introduction to Financial Accounting (3+0)
    Programming Fundamentals (3+1)

    Semester Two (19 Credit Hours)

    Probability Theory and Statistics (3+0)
    Persuasive & Analytical Writing for Business Comm. (3+0)
    Principles of Macroeconomics (3+0)
    Financial Calculus II (3+0)
    Intermediate Financial Accounting (3+0)
    Object Oriented Programming (3+1)

    Semester Three (19 Credit Hours)

    Introduction to Business Finance (3+0)
    Introduction to Formal Mathematics (3+0)
    Model and Inference (3+0)
    Multivariable Calculus (3+0)
    Business and Professional Speech (3+0)
    Data Structure and Algorithms (3+1)

    Semester Four (18 Credit Hours)

    Financial Management (3+0)
    Analysis I (3+0)
    Qualitative Data Analysis (3+0)
    Linear Algebra (3+0)
    Foreign Language (3+0)
    Pakistan Studies (3+0)

    Semester Five (18 Credit Hours)

    Principal of Risk Management (3+0)
    Analysis II (3+0)
    Quantitative Data Analysis (1+2)
    Applied Econometrics (2+1)
    Introduction to Differential Equations (3+0)
    Financial Modeling (0+3)

    Semester Six (18 Credit Hours)

    Numerical Analysis (3+0)
    Measure Theory (3+0)
    Stochastic Process (3+0)
    Corporate Finance (3+0)
    Partial Differential Equations (3+0)
    Financial Derivatives (3+0)

    Semester Seven (18 Credit Hours)

    Advance Financial Risk Management (3+0)
    Discrete Time Finance (3+0)
    Operations Research (3+0)
    Finance Elective I (3+0)
    Mathematics Elective I (3+0)
    Computational Finance Project I (0+3)

    Semester Eight (15 Credit Hours)

    Fintech (3+0)
    Continuous Time Finance (3+0)
    Finance Elective II (3+0)
    Mathematics Elective II (3+0)
    Computational Finance Project II (0+3)

     

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