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Financial Mathematics

Director: Tze Leung Lai

Steering Committee: Amir Dembo, Kay Giesecke, Tze Leung Lai, Art Owen, George Papanicolaou, James Primbs, Kenneth Singleton

Core Faculty:

Business: Darrell Duffie, J. Michael Harrison, Kenneth Singleton

Economics: Peter Hansen, Mordecai Kurz, Monika Piazzesi, John Shoven

Electrical Engineering: Thomas Cover

Management Science and Engineering: Kay Giesecke, Peter Glynn, David Luenberger, James Primbs

Mathematics: Simon Brendle, Isabelle Camilier, Amir Dembo, Persi Diaconis, George Papanicolaou

Statistics: Thomas Cover, Amir Dembo, Persi Diaconis, David Donoho, Tze Leung Lai, Art Owen, Bala Rajaratnam

The departments of Mathematics and Statistics, in close cooperation with the departments of Economics and Management, Science, and Engineering, and the Graduate School of Business, offer an interdisciplinary Master of Science degree in Financial Mathematics. The Financial Mathematics program provides a master's-level education in applied and computational mathematics, statistics, and financial applications.

Graduate Program in Financial Mathematics

The department offers a Master of Science in Financial Mathematics. University requirements for the M.S. are described in the "Graduate Degrees" section of this bulletin.

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