CFRM Team Wins International Association for Quantitative Finance Competition

A team of CFRM students was recently announced as winners of the International Association for Quantitative Finance’s (IAQF) Seventh Annual Academic Affiliate Membership Student Competition. The winning team, named Stratton Oakquant, was led by student team captain Gregory Brownson. Team members included Loc Cao, Tommy Lewis, Dominic Mauer, Hung Nguyen, …

CFRM Continues to Strengthen Industry Relationships

The University of Washington, Department of Applied Mathematics, Computational Finance and Risk Management (CFRM) program continues to cultivate and strengthen relationships across the financial and investment sectors through participation in industry events and by providing opportunities for students to network and learn from established professionals. Twenty-one CFRM students and faculty …

Welcome to our newest faculty additions!

CFRM is excited to welcome two new instructors for the 2017-2018 academic year, Bahman Angoshtari and Ryan Donnelly. Both are joining the program after completing postdoctoral research (Bahman at the University of Michigan and Ryan at École polytechnique fédérale de Lausanne’s Swiss Finance Institute). Bahman’s research interests include applications of …

CFRM Course Numbering Changes

Nearly all CFRM courses will receive a new number for the 2017-2018 academic year. As a result of our growing program and the availability of additional blocks of course numbers, we have reorganized our courses to create additional room for future expansion of our course offerings.  The new course numbers also …

CFRM Mock Investment Team Advances to Local Finals

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 …

Summer 2017 Schedule Changes

Due to changes in our course scheduling (more details on MS courses to be announced in the coming months) and student preferences, we will no longer be running our Quantitative Fundamentals certificate program as a summer intensive. Students beginning the program in Winter 2017 will not be affected by these changes. …

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 …

Western Conference in Mathematical Finance at UW in 2017

The Department of Applied Mathematics is hosting the 2017 Western Conference in Mathematical Finance on March 24-25, 2017 on the UW Seattle campus. It is the eighth annual meeting of this group and the first time in Washington. With the recent financial crises, the growth of high-frequency and algorithmic trading …

Prof. Lorig receives Early Career Prize from SIAM

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 …