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.

Contact

For admission questions about the program, please contact the graduate office for the department housing your specialization of interest: Management (Professor Sullivan), Mathematics, Statistics. Look for answers to many specific questions in the links to the left. Inquiries can also be made with the Co-Directors of the Computational Finance Program: Jin Ma, Professor of Mathematics, or Frederi Viens, Professor of Statistics and Mathematics.

Financial Support

Like most graduate students at Purdue, CF students typically get full financial support, generally in the form of teaching or research assistantship. Please visit the individual graduate programs' pages for specific information.

Ph.D.s with emphasis on quantitative finance

Several departments at Purdue offer the possibility of granting a Ph.D. for original research in their corresponding fields with applications to quantitative finance. The Faculty link to the left contains a list of Professors who may be accepting new Ph.D. students with such interests. Please contact the corresponding graduate offices for more information on their Ph.D. programs.