Alumni Spotlight: Satitpong Chantarajirawong

Alum Satitpong Chantarajirawong was a student in the Computational Finance and Risk Management Master of Science campus cohort of 2011. He was an intern with Microsoft, and then joined the Employees Retirement System of Texas (Texas ERS) as an investment analyst after graduation. Now in Thailand, Satitpong works at SCB …

Prof. Leung’s Book Selected to “100 Best Derivatives Books of All Time”

Computational Finance and Risk Management Director, Professor Tim Leung’s book, Optimal Mean Reversion Trading, has been selected to the BookAuthority “100 Best Derivatives Books of All Time” list. Among the best books in finance and derivatives, Professor Leung’s book ranks #12. The book provides a systematic study to the practical …

Recent News: November/December

Awards Dinner, Program Ranking, Industry Activities AWARDS & GRADUATION CELEBRATION: Campus students from the autumn 2018 cohort were recognized at a dinner on Tuesday, December 3, 2019. Celebrating their accomplishments and forthcoming graduation were program staff, faculty, and first year students. The third annual event, hosted by Director Tim Leung, …

Professor Hanson Gives Talk at CppCon 2019

Daniel Hanson, CFRM Lecturer, presented the talk “Leveraging Modern C++ in Quantitative Finance” at the CppCon 2019 C++ conference in Denver last month. Held September 13-18, 2019, the CppCon conference is regarded as “the annual, week-long face-to-face gathering for the entire C++ community.”  It attracts users from around the world …