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Tools for Transformation Funded Proposals

Computational Finance Program

College of Arts & Sciences, School of Business Administration, and College of Engineering

The needs of the modern finance, risk and insurance industries demand a broad interdisciplinary and computationally oriented approach to educating the next generation of financial researchers, analysts, risk managers and financial information technology professionals. The Computational Finance program addresses these needs by leveraging faculty expertise in a number of departments to integrate education and research across the following key areas: (a) finance concepts and theory; (b) mathematics, statistics and econometric modeling and analysis methods needed to model, analyze and predict the behavior of financial assets; and (c) computer science and information systems tools needed to implement modeling and analysis methods in finance industry organizations. The participating departments are: Computer Science and Engineering, Economics, Electrical Engineering, Finance, Management Science, Mathematics and Statistics.

The program will offer a one-year Professional Master's Degree in Computational Finance beginning in September, 2003; and a Graduate Certificate in Computational Finance. The latter will enable "minors" in Computational Finance for Ph.D. students in the participating departments, based on blending the Graduate Certificate requirements with departmental Ph.D. program requirements. The Computational Finance program will be supported by a state-of-the-art Computational Finance Laboratory.

Contact: R. Douglas Martin, Co-Director
Professor of Statistics

Eric Zivot, Co-Director
Associate Professor of Economics

Allocation: $480,000
Date Funded: June 2002

Tools for Transformation Funded Proposals