Quantitative Fundamentals of Computational Finance

This summer certificate program will provide a comprehensive set of tools to support advanced studies in the area of quantitative finance, or to prepare for employment in the financial or investment industries. Students will master the mathematical, statistical and economics fundamentals necessary for advancement in financial professions today, and will develop a fundamental understanding of R programming via course utilization. 

You can augment skills and knowledge gained from your degree study or professional experience with an additional area of focus. For undergraduate students, you can take care of some of your general education credits to earn a companion credential that complements your degree. Set yourself apart in the job market with this marker of professional readiness.

This 11 credit program runs full term in Summer Quarter with late afternoon/early evening classes held Mondays through Thursdays. The first course in the sequence below, AMATH 460, can also be taken during spring quarter 2013. 

Certificates are administered and awarded by Professional & Continuing Education (PCE) at the University of Washington.

Watch 2 minute program overview video featuring Professor Konis

Curriculum

A Quantitative Fundamentals of Computational Finance Certificate will be awarded to individuals who successfully complete the following three online courses during an intensive Summer Quarter from the MS-CF&RM curriculum for a total of 11 credits:

  • AMATH 460 Mathematical Fundamentals for Quantitative Finance (3 credits)
  • AMATH 461 Probability and Statistics for Computational Finance (3 credits)
  • AMATH 462 Introduction to Computational Finance and Financial Econometrics (5 credits)

Application

To apply and register for this Certificate program go to http://www.pce.uw.edu/certificates/quantitative-computational-finance.html.

 

Additional Curriculum Information

 

Instructors:

Kjell Konis and Eric Zivot

 

Prerequisites:

Students should have completed entry-level college calculus courses that include an introduction to multivariable differential calculus (the UW Mathematics Department courses AMATH 124, 125 and 126  are good examples, see course descriptions); additional introductory mathematics and statistics coursework is desirable.

 

Credits:  11

Fee: $9,900 for the certificate ($900 per credit)

NOTE:  The above courses also serve as Pre-Program courses to prepare students needing them as background study for the UW Applied Mathematics MS degree program in Computational Finance and Risk Management

 

Single Course Enrollment Applicants:

Each of the above courses can be taken on a single course enrollment (SCE) basis. To apply for single course enrollment in any one of the above courses please fill out the application here.