These are going to seem like some very obvious questions but here goes. First off, I don’t really understand how you apply to this program, i.e. do you apply for it going in from high school or do you apply later on when you are finished with undergrad? If the latter, what would be a good thing to study in undergrad to prepare myself to apply to this program? Also, I am not sure I really understand the transition to grad school. Can you apply to a different school than you went to for undergrad and can you change your major when entering undergrad to a more specific subject? Again I know these are very basic questions and I’m not sure if this is even the right place to post this but I would really appreciate some help as I’ve been struggling to find information and details about the difference between undergrad and graduate school as well as the transition between them, and looking at CMU’s website just reminded me of all these questions I’ve got. Thanks in advance for any responses 
Read about the Computational Finance undergraduate major here:
http://tepper.cmu.edu/prospective-students/undergraduate/business/curriculum/majors-and-minors