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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

Tue Nov 19 @11:50AM - 12:50PM
Resolving Asset Pricing Puzzles with Price Impact
Xiao Chen- Rutgers University
Tue Mar 24 @12:00AM
TBA
Kiseop Lee-Purdue University

Past Events

Tue Oct 08 @ 9:00AM - 10:00AM
Rutgers Mathematical Finance Open House Webinar
Come join us for our monthly MSMF open house webinar
Register here: https://msmf2019networkingevent.eventbrite.com
Tue Oct 08 @11:55AM - 12:55PM
Inverting the Markovian projection, with an application to local stochastic volatility models
Dan Lacker - Columbia University
Tue Oct 15 @12:00PM - 02:30PM
Rutgers University- Camden, Graduate/Professional School Fair
Tue Oct 22 @12:00PM - 01:00PM
Mathematical Finance Master's Program- Admissions Information Session
Come join us for MSMF Admissions Information Session.
RSVP at: https://rumsmfinfosession.eventbrite.com

Tue Nov 12 @11:50AM - 12:50PM
Deep Fictitious Play for Stochastic Differential Games
Ruimeng (Michelle) Hu, Columbia University