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