Certificate in Quantitative Tools for Finance

The Quantitative Tools for Finance Graduate Certificate program provides coverage of the core mathematical tools used in financial modeling for pricing derivative securities, hedging portfolio exposures, and risk managing. These tools are heavily used by financial practitioners for investment management and for mandated regulatory compliance. 

Summary

Covers the core mathematical tools used in financial modeling for pricing derivative securities, hedging portfolio exposures and managing risk. Provides students with the theoretical knowledge as well as the practical methods and skills needed to begin or enhance a career as a quantitative analyst in the financial industry. Also builds the multidisciplinary foundation to prepare quantitative analysts for lifelong skills development. 

Students in the Quantitative Tools for Finance Graduate Certificate Program will learn a wide range of leadership and management skills in addition to the following skills: 
 
 • Partial differential equations. 
 
 • Numerical methods of quantitative financial modeling. 
 
 • Simulation for finance (including Monte Carlo stochastic simulation for finance applications). 
 
 • Regression analysis methods. 
 
 • Times series analysis (ARMA, ARIMA and GARCH models). 
 
 • Java programming. 
 
 • Data structures and algorithms.

Advisement

Jonathan Smitherson

Pole, Andrew

Director M.S. in Math and Comp Finance

Pole, Andrew
Director M.S. in Math and Comp Finance, Mathematical Sciences
Official
508 Cullimore Hall