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Master of Science in Mathematics - Mathematical Finance

For a course which is not listed below, please consult the University Schedule of Classes for schedule information and contact the course instructor for office hours. For corrections and additions to this page, please contact the Program Administrator.

Course	Title	Room	Schedule	Time
16:220:507	Econometrics I	Hill 705	M2	10:30 AM - 11:55 AM
		Hill 705	F2	10:30 AM - 11:55 AM

Name	Role	Office	Office Hour	Email	Phone
Klein, Roger	Instructor	NJ HALL - Rm 311	By Appt	klein (at) econ.rutgers.edu	848-932-7543

Course	Title	Room	Schedule	Time
16:332:503 - 01	Programming Finance	EN - B125	M7, M8	6:40 - 9:30 PM

Name	Role	Office	Office Hour	Email	Phone
Zhou, Shiyu	Instructor	TBA	TBA	szhou (at) rci.rutgers.edu

Course	Title	Room	Schedule	Time
16:332:503 - 02	Programming Finance	EN - B125	F7,F8	6:40-9:30 PM

Name	Role	Office	Office Hour	Email	Phone
Zhou, Shiyu	Instructor	TBA	TBA	szhou (at) rci.rutgers.edu	848-445-8505

Course	Title	Room	Schedule	Time
16:643:573	Numerical Analysis I	SEC 210	T6,TH6	5:00 - 6:20 PM
	Review Session	Hill 116	Wednesdays	10:30 AM - 11:45 AM

Name	Role	Office	Office Hour	Email	Phone
Wujun Zhang	Instructor	Hill 214	Fri 3:00-4:00	wujun (at) math. rutgers.edu
Cesar Ramirez	Course Assistant	Hill 611	Wed 2:00-3:00	cr718 (at) rutgers.edu
Xi, Jianhao	Grader	Hill 101	By Appt	jx157 (at) scarletmail.rutgers.edu

Course	Title	Room	Schedule	Time
16:643:621	Mathematical Finance I	Hill 116 Sec 209	Tuesdays Thursdays	10:30 AM - 11:50 AM 10:30 AM - 11:50 AM
	Review Session	Hill 116	Wednesdays	9:00 AM - 10:15 AM

Name	Role	Office	Office Hour	Email	Phone
Larsen, Kasper	Instructor	Hill 330	Tues & Thurs 3:00 -4:00 PM	kl756 (at) math.rutgers.edu
Zhang, Lun	Teaching Assistant	Hill 622	Fri 4:30-5:30 PM	lun.zhang (at) rutgers.edu
Wang, Zhixin	Grader	Hill 101	Fri 11:00-12:00 AM	zw240 (at) scarletmail.rutgers.edu

Course	Title	Room	Schedule	Time
16:643:624	Credit Risk Modeling	HLL 705	TH7,TH8	6:40-9:30 PM

Name	Role	Office	Office Hour	Email	Phone
Pereira, Marco	Instructor	No Office	By Appt	ny2292000 (at) gmail.com	848-445-3920
Yang, Jing	Course Assistant	Hill 101	By Appt.	jy581 (at) math.rutgers.edu

Course	Title	Room	Schedule	Time
16:643:625	Portfolio Theory	SEC 209	Saturday	9:40 AM - 12:30 PM

Name	Role	Office	Office Hour	Email	Phone
Limratanamongkol, Paisan	Instructor	SEC 209	Before or after class every week	paisan67 (at) yahoo.com
Steif, Alan	Course Assistant	Hill 101	By Appt.	alan.steif (at)yahoo.com

Course

Title

Room

Schedule

Time

16:643:628

Topics in Mathematical Finance: Advanced Risk and Portfolio Management (ARPM)

Part 1: Skirball Center, NY

Part 2: Hill 705

Part 1: 8/13-8/16

Part 2: Wed, Fall 2018

Part 1 = All Day

Part 2 = 5:10 PM - 6:30 PM

Name

Role

Office

Office Hour

Email

Phone

Pham, Triet

Instructor

Hill 508

Monday: 4:30-6:30

Thursday: 3:00-5:00

tmp140 (at) math.rutgers.edu

848-445-3920

Course	Title	Room	Schedule	Time
16:643:632	Topics in Math Finance: Mathematical Finance in Industry	Hill 705	M,W7	6:40-8:00 PM

Name	Role	Office	Office Hour	Email	Phone
Pham, Triet	Instructor	Hill 508	Monday: 4:30-6:30 Thursday: 3:00-5:00	tmp140 (at) math.rutgers.edu	848-445-3920
Fan, Yujia	Course Assistant	Hill 101	By Appt	yf198 (at) scarletmail.rutgers.edu

Course	Title	Room	Schedule	Time
16:643:631	Mathematical Methods for Financial Risk Management	SEC 206	T7, T8	6:40 - 9:30 PM

Name	Role	Office	Office Hour	Email	Phone
Noma, Elliot	Instructor	Hill 101	Tues 5:30-6:30	noma (at) garrettasset management.com	848-445-3920
Huang, Alvin	Course Assistant	SEC 206	Sun 9:00 - 12:00 PM	alvin.w.huang (at) gmail.com

Course	Title	Room	Schedule	Time
16:643:630	Seminar in Math Finance	Wed = BRR 5117 Fri = AB 1170	W3 F4,5	Wed 12:00 - 1:20 PM Fri 1:00-2:30 PM

Name	Role	Office	Office Hour	Email	Phone
Jagtiani-Sanghvi, Sunita	Instructor	Hill 346	By Appt	suni (at)math.rutgers.edu	848-445-6856

News & Announcements

Discontinuance of Program

Due to several factors, the School of Graduate Studies at Rutgers University has made the decision to discontinue the Master of Science Degree in Mathematical Finance, and therefore, we are no longer accepting application to this program. For those of you who are interested, Rutgers does offer other alternative programs. We have the MS program for pure and applied math, as well as the Financial Statistics & Risk Management program offered by the Statistics Department here at the New Brunswick, New Jersey campus and the Master of Quantitative Finance program offered by the Business School at the Newark, New Jersey campus.

Alumni & Graduates Celebration- Class 2019

May 1st, 2019, witnessed another successful graduation celebration. The event at the Michaelangelo Hotel in Midtown NYC brought together graduates, students, faculty, alumni and industry partners.