Computational and Mathematical Finance
Computational and Mathematical Finance combines financial theory with a solid grounding in quantitative methods to allow students to model and analyze the complexity of financial decisions under uncertainty. The advanced courses in the Finance Division are designed to provide students with an in-depth knowledge of financial markets and instruments, while the advanced courses in the Mathematics and Sciences Division emphasize mathematical derivations, rigorous analytical thinking, and the use of statistical, simulation, and optimization software tools.
Faculty Contacts: Richard Bliss and Dessislava Pachamanova
Faculty contacts serve as advisers to those students who have an interest in the given concentration. You should feel free to contact these faculty members with questions.
QTM 3625 Financial Modeling with Simulation
Courses from which Students Must Choose a Minimum Distribution
Choose two of the following:
- FIN 3520 Security Valuation
- FIN 4505 Financial Trading Strategies and Risk Management
- FIN 4510 Corporate Financial Modeling
- FIN 4530 Investments
- FIN 4560 Options and Futures
Choose one of the following:
- QTM 2623 Programming with R
- QTM 3610 Applied Multivariate Statistics
- QTM 3615 Time Series Analysis and Forecasting
- QTM 3635 Quantitative Methods for Machine Learning
- QTM 3675 Probability for Risk Management
One of these courses could be replaced by a QTM selected topics or independent research project if approved by the division chairperson.
Courses Suggested But Not Required
- ENGR 1510 Introductory Programming (Olin College of Engineering)
- QTM 3612 Data Mining and Business Analysis
- ECN 3620 Econometrics