Western Conference in Mathematical Finance at UW in 2017

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 …

Prof. Lorig receives Early Career Prize from SIAM

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 …

Prof. Leung Receives 2016 Emerald Literati Award

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 …

Faculty Announcements

The Computational Finance & Risk Management team wishes to share the news of some faculty and staff changes occurring for the 2016-2017 academic year. In June, Program Director Doug Martin and Executive Director Bill Anderson will be transitioning into retirement from the University of Washington.  Both have achieved remarkable success …

Info Session, January 6

If you are considering applying for the MS degree or a 2016 certificate program, or if you have done so and have additional questions, please consider attending our upcoming web-based information session on Wednesday, January 6 at 4:00pm Pacific time. Additional information schedules are also available for RSVP, as is …

The new site is here!

We’ve been busy updating and improving the content and layout of our site.  Please let us know if you encounter broken links, missing pages, or if you spot any typographical or content errors. In addition to a cleaner, bolder, brighter design more in line with other refreshed University of Washington sites, …