The Applied Mathematics Computational Finance and Risk Management program offers 4 pre-program courses for individuals who are considering applying to the MS-CFRM degree (or a Certificate program) or for degree applicants who have been accepted into the degree program contingent on their successful completion of these courses:
|CFRM 460 (3)
Mathematical Methods for Quantitative Finance
|CFRM 462 (5)
Introduction to Computational Finance and Financial Econometrics
|CFRM 461 (3)
Probability and Statistics for Computational Finance
|CFRM 463 (1)
R-Programming for Quantitative Finance
Course offering times:
CFRM 460: spring and summer quarters
CFRM 461 and CFRM 462: summer quarter
CFRM 463: September three-week early-start, prior to start of official autumn quarter
These University of Washington Applied Mathematics credit courses provide education in fundamentals of mathematics, statistics, financial econometrics and R programming with a view toward application in quantitative and computational finance. Each course will develop competencies needed for entering the MS-CFRM degree program. As such these courses are designed to meet the needs of the following types of individuals:
(a) Individuals who wish to pursue a career in quantitative or computational finance but have been working for some time and need to brush up on one or more of the subject-matter areas.
(b) Undergraduate juniors and graduating seniors who to pursue a career in quantitative or computational finance and as such would benefit from the broad range of skills contained in the above courses.