Certificate in Computational Finance

Approved by the UW Department of Applied Mathematics in collaboration with the UW Department of Economics 

Certificates » Computational Finance
Program Features
Who Should Apply
  • Individuals holding an undergraduate or master’s degree in a related field who wish to start a career in quantitative finance
  • Individuals with an MBA and an interest in working in a highly quantitative aspect of finance
  • Individuals with an undergraduate degree who want to prepare for a master’s program in computational finance
  • Professionals seeking employment or advancement in a company in the finance industry, such as an asset management company or a hedge fund
Master the key mathematical, statistical and econometric foundations needed for quantitative management of financial investments. Study classical methods of portfolio construction based on volatility as a risk measure. Learn modern theory of portfolio optimization. Explore how to balance alpha generation versus downside risk, and examine the latest risk budgeting techniques. Complement your knowledge with extensive training in open source R programming language for quantitative finance modeling and analysis.
Key Outcome
You will gain skills in quantitative investment management, portfolio optimization, managing volatility and effectively minimizing risk within return categories.
Sections
Start Location Program ID Status
Autumn 2015  Details Details Online 5107 In Development
Autumn 2014  Details Details Online 4619 Closed
Course Dates Days Instructor
Investment Science (CFRM 541) Sep 24 - Dec 12, 2014 Tu, Th Zivot
Financial Data Modeling & Analysis in R (CFRM 542) Jan 5 - Mar 20, 2015 M, W Yollin
Portfolio Optimization & Asset Management (CFRM 543) Mar 30 - Jun 12, 2015 M, W Martin
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Program Highlights
UW MS in Computational Finance and Risk Management: Overview

Eric Zivot and Doug Martin discuss the creation of the program in partnership with the Dept. of Applied Mathematics.

Read About the Student Experience: Carlos Chujoy 

The program pushed my quantitative cognitive abilities to the limits, the educators were fantastic and the online medium for learning was very effective.

Jared Sisk, 2013 graduate, current MBA student at Harvard University