The Computational Finance (CF) Program at Purdue University is a group of academic departments that offer Master's and Ph.D. degrees with an emphasis on quantitative finance, and that contain faculty members with academic and research interests in cutting-edge investment science.
The core of the CF Program is comprised of three Master's degrees with Specialization in Computational Finance:
- MBA in Management with CF specialization
- MS in Mathematics with CF specialization
- MS in Statistics with CF specialization.
These degrees are highly coordinated, and share a minumum of 15 credit hours of common Computational Finance courses, on top of as many hours of standard courses that are specific to each department. Students with these degrees have acquired the mathematical and statistical theory and tools, the computational experience, and the financial knowledge that are the basis of today's investment finance industry, including derivative pricing, portfolio management, risk management, and their associated numerical methods.
The weekly Computational Finance Seminar brings in academic and industrial leaders from the financial world, providing valuable contacts for students. It fosters exchanges between Purdue faculty and students from different departments. The seminar, together with the Core CF courses, create a strong sense of CF community at Purdue.