Graduate Certificate in Computational Finance
Note: This program is restricted to currently matriculated UW graduate students
Graduate Certificate Curriculum
The Graduate Computational Finance Certificate will be awarded to matriculated graduate students who complete six courses from the curriculum described below plus a capstone event that typically consists of a research seminar presentation. A Ph.D. General Exam with a finance focus will fulfill the latter requirement.
| CORE CURRICULUM | |||
|---|---|---|---|
| Summer Quarter | |||
| Intro. to Computational Finance and Financial Econometrics | ECON 424 | ||
| Fall Quarter | |||
| Investment Science | AMATH 541 * | ||
| Options and Derivatives | STAT 547 | ||
| Winter Quarter | |||
| Financial Data Modeling and Analysis in R | AMATH 542 * | ||
| Stochastic Calculus for Option Pricing | MATH/STAT 492 | ||
| Spring Quarter | |||
| Portfolio Construction and Risk Management | STAT 549 | ||
| Management of Financial Risk | FIN 562 | ||
* Course application is in process, and course is currently offered as AMATH 500 | |||
Students must take 6 of the above 7 courses, including either ECON 424 or AMATH 541, except that a substitute may be made for one or two of the above courses if requested by a student to fit their special interests and approved by program Co-Director Prof. Eric Zivot. The following table lists some recommended substitute courses.
| ADDITIONAL CURRICULUM COURSES | ||||
|---|---|---|---|---|
| Statistics | ||||
| Statistical Computing II | STAT 535 | Autumn | ||
| Statistical Computing III | STAT 538 | Winter | ||
| Finance | ||||
| Financial Markets | FIN 520 | Winter | ||
| Financial Futures and Options Markets | FIN 561 | Spring | ||
| Doctoral Seminar in Financial Economics | FIN 580 | Autumn | ||
| Doctoral Seminar in Capital Market Theory | FIN 590 | Winter | ||
| Doctoral Seminar in Financial Research | FIN 592 | Spring | ||
| Economics | ||||
| Econometric Theory II: Time Series | ECON 584 | Winter | ||
| Advanced Applied Time Series Analysis | ECON 586 | Spring | ||
| Mathematics | ||||
| Linear Optimization | MATH 407 | Autumn | ||
| Nonlinear Optimization | MATH 408 | Winter | ||
Application Process
You can download the Graduate Computational Finance Certificate application form at GCFC Application (docx) or GCFC Application (pdf). Please complete the form and email it along with your grade transcript to:
- Eric Zivot
- Robert Richards Chaired Professor of Economics
- Computational Finance Co-Director
- Department of Economics
- Tel: (206) 543-6715
- ezivot@u.washington.edu