Students Robert Baraldi and Matthew Farrell have recently been awarded National Science Foundation Graduate Research Fellowships. The Graduate Research Fellowship Program (GRFP) recognizes and supports outstanding graduate students who are pursuing research-based master’s and doctoral degrees in science, technology, engineering, and mathematics (STEM) or in STEM education. Congrats to Robert and Matthew! Read more about these fellowships here.
Congratulations to student Marysa Lague who was selected as one of this year’s Husky 100! Each year, the Husky 100 recognizes 100 UW students from Bothell, Seattle and Tacoma in all disciplines who are making the most of their time at the UW. Marysa is currently working toward a Doctorate in Atmospheric Sciences while concurrently enrolled in the Master of Science program with Applied Mathematics. Read more about the Husky 100 recognition here.
First year Computational Finance & Risk Management MS students Chenying Lai, Shanshan Zhang, Feibai Zhu, and Zhichao Li are competing as a team in the CFA Institute Research Challenge and have been selected as finalists for the local competition. They will present their research report and investment recommendations to CFA judges at the Rainier Club in Seattle on February 13 at 4:00pm.
This is the first CFRM team to advance beyond the first round, and the […]
2017 QuantNet Ranking: #12!
Just barely six years after launching our MS and improving on last year’s #14 spot, we are thrilled to announce that QuantNet’s 2017 ranking of programs has again recognized our program as one of the top financial engineering MS degrees in the country. Our 2017 composite score left us just one point away from a three-way tie for 10th place with MIT and Georgia Tech. CFRM looks forward to joining the top 10 soon.
We’d like to […]
Dr. Carl Erik Pearson, Professor Emeritus of Applied Mathematics of the University of Washington, passed away on Monday, August 8th, in Issaquah Washington. He was born in 1922 in Vitemolla, Sweden, and moved with his family to Vancouver, British Columbia in 1925. He graduated from […]
AMATH had a special guest during Tea Time yesterday – Dubs!
Congratulations to Professor Matt Lorig, who has been awarded the Early Career Prize by the SIAM Activity Group on Financial Mathematics and Engineering (SIAG-FME). The prize committee recognized Prof. Lorig for making “mathematically rigorous the asymptotic theory of derivative pricing and implied volatilities in a wide class of sophisticated financial models.” His methodology has been used to solve a great variety of problems in finance, such as pricing options and swaps, and dynamic/static hedging of derivatives. His work […]
The Department of Applied Mathematics is happy to announce that Professor Tim Leung has been recognized with an Emerald Literati Network Award for Excellence – Outstanding Paper for his paper titled, “The Golden Target: Analyzing the tracking performance of leveraged gold ETFs.” Leung’s work formulates and solves a constrained quadratic minimization problem to construct static replicating portfolios of both leveraged and unleveraged benchmarks in gold; a dynamic constant leveraged portfolio using gold futures is used to track the […]