Carnegie Mellon University

MSCF Math Prep

Professor: William J. Hrusa

Department: Math

Course Number: NA

Description: This is in part a refresher course in calculus, covering some of the calculations that arise in subsequent MSCF courses, but it also covers related mathematics topics and helps students practice mathematical thinking and problem-solving skills. The course is setup as a problem-working seminar. Problems will be assigned and these and similar problems will be worked in class. The following is an example of the material you may see:

  • Learn to accurately compute the limits, derivatives and integrals that arise in subsequent courses in the Master's program in Computational Finance. Problems will be chosen to emphasize the calculations that have caused students difficulties in these courses in the past.
  • Practice formulating problems mathematically and solving brain teasers similar to those commonly asked in job interviews.
  • The course will not present theory except as it is needed to do the assigned problems.

Prerequisites: None