The Applied Mathematics Computational Finance and Risk Management program offers 4 pre-program courses for individuals who are considering applying to the MS-CF&RM 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:
|AMATH 460 (3)
Mathematical Methods for Quantitative Finance
|AMATH 462 (5)
Introduction to Computational Finance and Financial Econometrics
|AMATH 461 (3)
Probability and Statistics for Computational Finance
|AMATH 463 (2)
Foundations of R Programming
Course offering times:
AMATH 460: spring and summer quarters
AMATH 461 and AMATH 462: summer quarter
AMATH 463: September three-week early-start, prior to formal autumn start
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.