Director: Tze Leung Lai
Steering Committee: A. Dembo, K. Giesecke, T. Lai, A. Owen, G. Papanicolaou, J. Primbs, K. Singleton
Business: D. Duffie, J. M. Harrison, K. Singleton
Economics: T. Amemiya, P. Hansen, M. Kurz, J. Shoven
Electrical Engineering: T. Cover
Management Science and Engineering: K. Giesecke, P. Glynn, D. Luenberger, J. Primbs
Mathematics: S. Brendle, I. Camilier, A. Dembo, P. Diaconis, G. Papanicolaou
Statistics: T. Cover, A. Dembo, P. Diaconis, D. Donoho, T. Lai, A. Owen, B. 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.