Purdue University W. Lafayette, IN
Masters in Mathematics with Specialization in Computational
Finance
We provide the mathematical and statistical theory and tools, the
computational experience, and the financial knowledge that are the basis
of today's investment finance industry, including derivative pricing,
portfolio management, risk management, and their associated numerical
methods. The weekly computational finance seminar provides contacts
between the students and academic and industrial leaders in the financial
world.
For detailed information see the list of requirements at our web site.
For detailed information see the program's own webpage at
http://www.physic.purdue.edu/~cfp
The
program spans the departments of Mathematics and Statistics, and the
School of Management, and includes several courses designed especially for
Computational Finance. Faculty from several other departments and schools,
including Physics, Economics, Engineering, and Consumer Science, teach in
the program and participate in the seminar.
This
program started in 1996.
Students in the program are admitted into the Master's program in
Mathematics according to standard admissions criteria. They are typically
among the strongest in their field at Purdue. They come from a variety of
technical undergraduate backgrounds, and have an excellent mathematical
foundation. Many also have computational or industrial work experience,
but this is not required.
The
requirements for the MS degree are typically completed in two intensive years.
The resulting degree is equivalent to an applied Mathematics degree with
additional courses in finance and computational science.
The
Computational Finance students obtain the same support available to
all graduate students in Mathematics: a minumum of full support as a
teaching assistant.
------ Number of Graduates in Recent Years ------
| 96-97 |
97-98 |
98-99 |
99-00 |
00-01 |
| 0 |
0 |
1 |
|
|
.
.
.
------ Credit hours required for degree ------
| Total |
Math |
Other |
Thesis |
Project |
Internship |
| 34 |
|
|
|
|
|
.
.
.
Interested persons should see the following web sites: http://www.physic.purdue.edu/~cfp
http://www.math.purdue.edu/academics/graduateProgram/cfp.html
or contact Steven R. Bell, Grad. Chair at viens@purdue.edu
Other professional master degrees offered at Purdue University:
Masters in Statistics with Specialization in
Computational Finance
Masters in Management Science with Specialization
in Computational Finance
