The UW CFRM program has been recognized as one of the top financial engineering MS programs in North America by the latest QuantNet Ranking. Our program surpassed MIT, UCLA, and University of Toronto to rank #11, rising three spots from two years ago and one spot from last year. The …
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 …
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 …
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 …
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 …
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. …
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 …
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 …
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 …
CFRM is pleased 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 …
