Master of Science in Quantitative and Computational Finance

The School of Industrial and Systems Engineering (ISYE) offers eight master's degrees:

  • Master of Science in Industrial Engineering (MS IE);
  • Master of Science in Operations Research (MS OR);
  • Master of Science in Supply Chain Engineering (MS SCE);
  • Master of Science in Statistics (MS STAT);
  • Master of Science in Health Systems (MS HS);
  • Master of Science in Quantitative and Computational Finance (MS QCF);
  • Master of Science in International Logistics (MS IL) that is part of the executive program; and
  • Master of Science in Computational Science and Engineering (MS CSE).

Three of these programs are interdisciplinary:

  • MS QCF (joint with School of Mathematics, College of Business),
  • MS STAT (joint with School of Mathematics) and
  • MS SCE (joint with College of Computing, School of Mathematics).

All proposed master's degree programs require thirty semester credit hours with the exception of MS IL and MS QCF (thirty-six credit hours) and MS HS (thirty-three credit hours). None of these MS programs contains a thesis option.

A student seeking a master's degree must have a bachelor's degree and typically one earned in engineering, science, mathematics, or some other field that provides an adequate background for the successful completion of one of ISyE's programs. Students having backgrounds from unaccredited degree programs or in programs that are found lacking in relative substance can expect to first take preliminary coursework in order to elevate their preparation to the level required. The prerequisite coursework for the various master's degrees includes strong performance in probability, statistics, linear algebra, and calculus.

Every MS curriculum is based on core classes offered from the School of ISyE, as well as electives offered by ISyE and other Georgia Tech schools in engineering and science. The MS SCE, MS QCF, and MS IL are professional degree programs with separate curriculums from the other regular MS degrees.

MS Human-Integrated Systems

Program of Study

Core Courses
MGT 6078Basic Finance and Investments3
MGT 6081Derivative Securities3
MATH 6635Numerical Methods in Finance3
ISYE/MATH 6759Stochastic Processes in Finance3
ISYE/MATH 6767Design and Implementation of Systems to Support3
ISYE/MGT 6769Fixed Income Securities3
Targeted Electives6
Financial Optimization Models
Management of Financial Institutions
Statistical Techniques of Financial Data Analysis
Capstone
ISYE 6785The Practice of Quantitative and Computational Finance3
or MATH 6785 The Practice of Quantitative and Computational Finance
or MGT 6785 The Practice of Quantitative and Computational Finance
Free electives 19
Total Credit Hours36
1

Select 2 courses at 6000-level or higher from Business, ISYE, CS, CSE, ECON, MATH or others which are appropriate

Program of Study (Internship/Practicum Track)

Core Courses
MGT 6078Basic Finance and Investments3
MGT 6081Derivative Securities3
MATH 6635Numerical Methods in Finance3
ISYE/MATH 6759Stochastic Processes in Finance3
ISYE/MATH 6767Design and Implementation of Systems to Support3
ISYE/MGT 6769Fixed Income Securities3
Targeted Electives6
Financial Optimization Models
Management of Financial Institutions
Statistical Techniques of Financial Data Analysis
Capstone
ISYE 6785The Practice of Quantitative and Computational Finance3
or MATH 6785 The Practice of Quantitative and Computational Finance
or MGT 6785 The Practice of Quantitative and Computational Finance
Design Elective 13
COOP/Internship (Audit credit) 2
Free electives 36
Total Credit Hours36
1

Choose one course with QCF Faculty Director approval

2

 To be taken after the students’ first semester on campus (spring enrollees only) and after one of the above design courses; some mentorship provided by faculty advisor.

3

Select 2 courses at 6000-level or higher from Business, ISYE, CS, CSE, ECON, MATH or others which are appropriate

Shared Credit Agreement with Master of Science in Quantitative and Computational Finance and Master of Science in Computational Science and Engineering 

The Master of Science in Quantitative and Computational Finance (MSQCF) and Master of Computational Science and Engineering (MSCSE)* Shared Credit Agreement allows for students admitted through the agreement to double-count 12 credits between both degree programs, for a total of 54 credits to earn both degrees. Students will need to consult with an advisor to indicate in DegreeWorks which courses/credits are shared between the two degrees.

After completion of one semester of the program to which they have been admitted, students with a 3.5 GPA or above are eligible to apply through an internal application process to be evaluated for admission to the other program. (Special consideration may also be given to students admitted to both programs for their first term.) There is no penalty for not completing either degree should a student wish to drop the added major at a later point.

*Note: Industrial and Systems Engineering (ISYE) and Computational and Science Engineering (CSE) are the only home units of the MSCSE degree that are participating in the Shared Credit Agreement. The other home units are not participating at this time.