Bootstrapped Robust Efficient Frontiers

Mission Statement

The needs of the modern finance, risk, and insurance industries demand a broad interdisciplinary and computationally oriented approach to educating the next generation of financial researchers, analysts, risk managers, and financial information technology professionals. The Computational Finance program addresses these needs by leveraging faculty expertise in a number of departments to integrate education and research across the following key areas: (a) finance concepts and theory; (b) mathematics, statistics and econometric modeling and analysis methods needed to model, analyze and predict the behavior of financial assets; and (c) computer science and information systems tools needed to implement modeling and analysis methods in finance industry organizations. The participating departments are: Economics, Finance, Mathematics, and Statistics.
 

Announcements