Welcome

Quantitative Finance is an interdisciplinary field involving the application of various mathematical tools to analyze and solve problems in finance. As today’s global financial market is abound with innovative and complex financial products whose synthesis requires complex mathematical models and whose valuation requires advance numerical methods, the field of quantitative finance now plays an integral role in the advancement of the financial industry.

The quantitative tools employed in modeling financial instruments are drawn from diverse subfields of mathematics and other disciplines such as engineering, economics, and computer science. The mathematical concepts that students will encounter in the Quantitative Finance program include stochastic processes, optimization, econometrics, and data analysis. Our goal is for students to gain economic intuition and technical mastery of these essential tools, and for students to be able to apply them to concrete, real-world financial problems such as portfolio allocation, risk management, derivative valuation, and designing of financial products.