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, A. Dembo, P. Diaconis, G. Papanicolaou
Statistics: T. Cover, A. Dembo, P. Diaconis, D. Donoho, T. Lai, A. Owen, B. Rajaratnam
This is an interdisciplinary program that provides a master's level education in applied and computational mathematics, statistics, and financial applications to individuals with strong mathematical skills. The departments of Mathematics and Statistics, in close cooperation with the departments of Economics, and Management Science and Engineering, as well as the Graduate School of Business, provide many of the basic courses.
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.