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Mathematics 16:643:628 Topics in Mathematical Finance: Advanced Risk and Portfolio Management (ARPM)

Course info:

Topics in Mathematical Finance: The Advanced Risk and Portfolio Management (ARPM) course consists of two components: a six day boot camp from August 12 to August 17, 2019 in New York City (https://www.arpm.co/bootcamp/) and a once a week seminar course on campus in the Fall semester. Final grades will be assigned at the end of the course based on the students' attendance on both and performance on an assigned project that utilizes the tools and concepts from the ARPM program.

The program covers four topics: Financial Engineering, Data Science, Quantitative Risk Management and Quantitative Portfolio Management. The students can access these program materials upon the boot camp completion via the ARPM website. The boot camp will provide the students with an introduction and a road map to navigate these materials. Further discussion and application of these materials are implemented in the seminar course during the Fall semester.

Student must contact Ana Mastrogiovanni (This email address is being protected from spambots. You need JavaScript enabled to view it.) to obtain a special permission number for registration. Please note the Fall semester meeting with Professor Pham will meet on Wednesdays from 5:10 to 6:30 pm in Hill 705.

News & Announcements

Alumni & Graduates Celebration- Class 2019

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Launching Three New Certificate Programs in Fall 2019

Graduate Certificate in Data Science (for MSMF and FSRM students) - Click for details.

Graduate Certificate in Financial Statistics and Risk Management (for MSMF and MSDS students) - Click for details

Graduate Certificate in Mathematical Finance (for all students except MS Statistics students) - Click for details

For more information, please contact Professor Paul Feehan, Director of the Mathematical Finance Master’s Degree Program feehan (at) math.rutgers.edu.

Upcoming Events

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Past Events

Fri Mar 29 @ 2:00PM - 03:30PM
Career Seminar: Amazon Web Services
Alvin Huang, Project Manager, Capital Markets; MSMF Alumni, Class of 2009
Tue Apr 02 @11:50AM - 12:55PM
Yule’s “Nonsense Correlation” Solved!
Philip Ernst - Rice
Tue Apr 09 @11:50AM - 12:55PM
FBSDEs with discontinuous coefficients
Ludovic Tangpi - Princeton University
Tue Apr 23 @11:50AM - 12:55PM
Pricing Debt in Interbank Networks with Comonotonic Endowments
Zachuary Feinstein - Washington University
Tue Apr 30 @ 1:45PM - 03:00PM
Career Seminar: Atara Partners Capital
Rahul Sachdeo, Founding Partner