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Computational Finance

The Department of Statistics is part of the Computational Finance Program at Purdue University. It provides students 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 the students. Faculty from several other departments and schools, including Computer Science, Economics, Electrical and Computer Engineering, Industrial Engineering, Management, Mathematics, and Physics have taught in the program and participated in the seminars.

Our program is primarily tailored to applicants with an excellent mathematical background. An ideal applicant is expected to have taken an upper-division real analysis course, or an upper-division course in probability theory or mathematical statistics from an undergraduate mathematics or mathematical statistics program. Alternatively, a student who performed well in a graduate applied mathematics courses and shows promise of doing well in our required mathematics and statistics courses will also be considered an ideal applicant. Students should also have taken at least one course in linear algebra, and one applied upper-division course in statistical methodology.

Financial Support: There is a possibility of obtaining financial support for exceptionally strong applicants that includes half-time teaching assistantship and full payment of tuition.

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Purdue Department of Statistics, 150 N. University St, West Lafayette, IN 47907

Phone: (765) 494-6030, Fax: (765) 494-0558

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