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This course provides an introduction to many of the central concepts in mathematical finance. The focus of the course is on arbitrage-based pricing of derivative securities. Topics include stochastic calculus, securities markets, arbitrage-based...

The course is devoted to the mathematics of fixed income securities and to the financial instruments and methods used to manage interest rate risk. The first topics covered are the term-structure of interest rates, bonds, futures, interest rate...

Most realistic quantitative finance models are too complex to allow explicit analytic solutions and are solved by numerical computational methods. The first part of the course covers the application of finite difference methods to the partial...

Balancing financial risks vs returns by the use of asset diversification is one of the fundamental tasks of quantitative financial management. This course is devoted to the use of mathematical optimization and statistics to allocate assets, to...

The objective of the course is to familiarize students with the most important quantitative models and methods used to measure and manage financial risk, with special emphasis on market and credit risk. The course starts with the introduction of...

The objective is to elevate the students’ computer programming skills to the semi-professional level required in quantitative finance. Participants learn through hands-on experience by working on a structured set of mini projects from computational...

This course provides students with knowledge and understanding of the applications of statistics in modern genetics and bioinformatics. The course generally covers population genetics, genetic epidemiology, and statistical models in bioinformatics...

Courses on special topics are offered under this number. Contact the Mathematical Sciences Department for current offerings.

Supervised independent study of a topic of mutual interest to the instructor and the student.

The Master’s Capstone is designed to integrate classroom learning with real-world practice. It can consist of a project, a practicum, a research review report or a research proposal. A written report and a presentation are required.