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Welcome

Our degree program, "MSMF", integrates theoretical foundations with practical applications to quantitative finance. Core courses are offered by the departments of Mathematics, Statistics, and Electrical and Computer Engineering; electives are offered by these departments, the Business School, and the departments of Computer Science, Economics, Systems Engineering, and Operations Research.

What is Mathematical Finance?

Excellent descriptions of mathematical finance and the careers and opportunities available to students are provided by the International Association of Financial Engineers and the Courant Institute for Mathematical Sciences.For more technical information about quantitative finance and risk management, visit the websites of Global Derivatives, the Global Association of Risk Professionals, and Willmott.

 Careers

We prepare our graduates for rewarding careers in investment banks, hedge funds, asset management companies, financial software and data companies, and insurance companies, with roles in financial modeling and software development, model, market, credit, and operational risk management, asset valuation, trading desk support, trading, and portfolio management.

To see the latest MSMF placement information, please review the MSMF Career Employment announcement in our News.

The following books and articles provide further insight into the history and development of mathematical finance in academia and industry, as well as the developing role of graduate degrees in mathematical finance:

Applicant Information

We encourage you to apply for admission well before the deadline. Applicants and prospective students are invited to attend one of our upcoming web conference application information sessions (please contact us for upcoming dates) or to meet the Acting Director, Dan Ocone, during weekly office hours at the New Brunswick campus.

News & Announcements

Student Orientation Program

The departmental orientation will begin with breakfast  In the Hill Center 7th Floor Lounge (Hill 703) and will be followed with events in Hill 124.  Lunch will be served In Hill 703 from 12:15-1:15 followed by student photos and then back to Hill 124 for remainder of events.  

The MSMF Program is now Accepting Applications for the Fall 2016 Semester

The Deadline for International Applicants is February 28, 2016; Deadline for US Applicants is March 31, 2016. Please see the Admissions tab for further details. 

Mathematical Finance Web Assistants

We employ two or three assistants on an hourly basis or one on a part-time basis to assist us with all aspects of maintaining the Mathematical Finance program website.

Upcoming Events

Tue Oct 04 @11:45AM - 12:45PM
Stochastic PDE with U(1) gauge symmetry
Wed Oct 05 @ 2:00PM - 04:00PM
Deloitte Financial Advisory Services LLP
Wed Oct 12 @ 2:00PM - 04:00PM
The Olympian Group of Investment Management Cos.
Wed Oct 19 @ 2:00PM - 04:00PM
CIT Group Inc.
Wed Nov 02 @ 2:00PM - 04:00PM
Kemnay Advisory Services

Past Events

Tue Sep 13 @11:45AM - 12:45PM
Path differentiability of BSDE driven by a continuous martingale.
Fri Sep 16 @ 2:00PM - 03:30PM
Investors Bank and GARP
Wed Sep 21 @ 2:00PM - 04:00PM
AQR Capital Management
Tue Sep 27 @11:45AM - 12:45PM
Strategic trading with regulatory constraints
Wed Sep 28 @ 2:00PM - 04:00PM
RiXtrema Inc.

Social Media

Contact Us

HillCenter

Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8019

Email: finmath (at) rci.rutgers.edu
Phone: +1.848.445.3920
Fax: +1.732.445.5530