Links
Other Programs in QCF
- Group #1 (Focused Programs)
Individually-Structured M.S. and Ph.D. Programs in Quantitative and Computational Finance. These are programs with courses from a range of disciplines specialized to the modeling and analysis of problems in quantitative and computational finance. - Group #2 (Programs with some QCF Courses)
MS and Ph.D. Programs with some Courses in Quantitative and Computational Finance. These are programs with a few courses specialized to the modeling and analysis of problems in quantitative and computational finance, and most courses taken from other degree programs. Some of these use courses from several degree programs; others use courses from mainly one degree program, either industrial engineering, or mathematics, or finance. - Group #3 (MBA Programs with QCF Connections)
MBA Programs with Tracks in an Area of Quantitative and Computational Finance. - Group #4 (Certification Academic Programs)
Graduate Certification Programs in an Area of Quantitative and Computational Finance. These programs tend to be significantly shorter in time and scope than the MS and Ph.D. programs, but have some specialized content in the area of quantitative and computational finance. - Group #5 (Academic Programs with Exam-Based Certifications)
Programs Directed to Specific Exam-Based Certifications in an Area of Quantitative and Computational Finance. There are several different types of certifications obtained through examinations that are related to quantitative and computational finance; some of these exams are discussed on this website. Several colleges and universities advertise that their programs will cover material directly pertinent to the most comprehensive of these certifications, the Chartered Financial Analyst (CFA) Program, administered by the Association for Investment Management and Research (AIMR), with information at the website http://www.aimr.org/.
Some Firms That Use QCF
- Energy Firms
- Financial Data and Software, Research and Consulting Firms
- Top 150 World Financial Institutions
- Investment Firms and Banks
- Management Firms and Consultants, Money Managers and Pension Fund Managers
- Insurance Companies
- Exchanges
- Federal Agencies
- Other
Useful Links
- Finance Meta-Links
- Finance Data Resources
- Course Materials
- Finance Algorithms
- Research Papers
- Financial Data Banks
- Derivatives Software
- Other Professional Master's Degree Programs
Other Programs in QCF
Group #1 (Focused Programs)
- Carnegie Mellon University - MS in Computational Finance
- Carnegie Mellon University - Ph.D. in Mathematical Finance
- Edinburgh and Heriot-Watt Universities - M.Sc. in Financial Mathematics
- Nanyang Technological University (Singapore) - M.Sc. in Financial Engineering
(Joint with Carnegie Mellon - Students obtain a Certificate from Carnegie Mellon) - National University of Singapore - M.Sc. in Financial Engineering
- New York University - MS in Mathematics in Finance
- University of California at Berkeley - MS in Financial Engineering
- University of Chicago - MS in Financial Mathematics
- University of Texas at Austin - Ph.D. in Computational Finance
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Group #2 (Programs with some QCF Courses)
- Claremont Graduate School - MS in Financial Engineering
- Columbia University - MA in Mathematics - Specialization in the Mathematics of Finance
- DePaul University - MS in Finance
(Chicago) - Dublin City University - M.Sc. in Financial Mathematics
- Florida State University - MS in Financial Mathematics
- Glasglow Caledonian University - B.Sc. in Financial Mathematics
- Illinois Institute of Technology - MS in Financial Markets and Trading
- Polytechnic University - MS in Financial Engineering
(New York) - Princeton University - M. Eng. in Financial Engineering
- Purdue University - MS in Computational Finance
Current: MS in Mathematics, or in Management, or in Statistics, with specialization in computational finance. Near Future: MS in Computational Finance - Stanford University - MS in Mathematics with special designation 'Financial Mathematics'
- University of Essex - M.Sc. in Mathematics of Finance
- University of Michigan - MS in Financial Engineering
- University of New South Wales - B.Sc. in Mathematics and Finance
- University of Technology Sydney - Graduate Diploma in Mathematics and Finance
- University of Toronto - M.Sc. in Mathematical Finance
- University of Warwick (England) - M.Sc. in Financial Mathematics
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Group #3 (MBA Programs with QCF Connections)
- Carnegie Mellon University - MS in Industrial Administration
- Massachusetts Institute of Technology - Graduate Diploma in Mathematics and Finance
- University of Texas at Austin - MBA with Information Management Track
- York University - MBA with Diploma in Financial Engineering
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Group #4 (Certification Academic Programs)
- Carnegie Mellon University - Computational Finance Certificate
(see also the Nanyang Technological University program in Group #1) - Cornell University - M.Eng. in OR&IE Dean's Certificate in Financial Engineering
- Dublin City University Graduate Certificate - Graduate Diploma in Financial Mathematics
- Illinois Institute of Technology - Certificate Programs - Financial Markets; Futures and Options Trading; and Energy Markets
- Oregon Graduate Institute of Technology - Certificate in Computational Finance
- Oxford University - Diploma in Mathematical Finance
(part-time program) - University of Lausanne - Certificate in Financial Asset Management and Engineering
- York University - M.A. in Mathematics or in Statistics with Diploma
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Group #5 (Academic Programs with Exam-Based Certifications)
- Bentley College - MS and MBA in Global Financial Analysis
(Waltham, MA) - DePaul University - MS in Finance
(Chicago) - Saint Xavier University - Certificate in Financial Trading & Practices
(Chicago) - Seattle University - MS in Finance
- University of Illinois at Urbana-Champaign - MBA
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Some Firms That Use QCF
Energy Firms
- Ameren (Illinois Power)
Decatur, IL - Columbia Energy
Herndon, VA - Conoco
Houston, TX - Duke Energy
Charlotte, NC - e.On Corporation (Louisville Gas and Electric Power Marketing)
Louisville,KY - Edison International
Rosemead, CA - El Paso Energy
Houston, TX - Exelon Corporation (PECO)
Philadelhia, PA - FPL Group Inc
Juno Beach, FL - Mirant
Atlanta, GA - PG&E Corp
San Francisco, CA - Reliant Energy
Houston, TX - Sempra Energy
San Diego - Suez Energy North America
Houston, TX
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Financial Data and Software, Research and Consulting Firms
Financial Data and Information
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Financial Software - Major Companies
- Algorithmics
- Credit Suisse/First Boston
- FinancialCAD Corporation
- FNX Limited
- Infinity
- Leading Market Technologies
(EXPO) - Mathworks
(MatLab, Financial Toolbox) - Monis Software, Inc.
- NumeriX
- RiskMetrics Group
- SciComp, Inc. (SciFinance)
- TIBCO Software Inc.
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Financial Software - Others
- Decisioneering
- Financial Engineering Associates, Inc.
- Integral Development Corp.
- Intermark Solutions
- MathSoft
- OptiMark Technologies
- Principia Partners
- Reuters America
- RiskCare
- SAS Institute, Inc. (Cary, NC)
- Skora & Company Inc.
- The Kamakura Corporation
- Theoretics
- Thomson Financial
- Vestek Systems/PriMark
- Zero Base Development
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Financial Research
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Financial Research and Consulting
- Capital Market Risk Advisors
- Daniel H. Wagner Associates, Inc.
- Fat Tails Financial Analysis
- Financial Engines, Inc.
- Integral
- Kawaller & Company
- Martin Ward Anderson
- Measurisk.com
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Investment Firms Leading Firms and Banks
- A G Edwards & Sons
- Bear Stearns & Co Inc
- Charles Schwab & Co, Inc.
- Credit Suisse/First Boston
- Deutsche Bank
- Goldman Sachs & Co
- J.P. Morgan & Co., Inc.
- Lehman Brothers
- Merrill Lynch
- Morgan Stanley/Dean Witter
- PaineWebber Group Inc.
- Prudential Securities Inc
- Salomon Smith Barney
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Other Leading Investment Firms and Banks
- ABN AMRO Bank
- Bank of America
- Bank of Montreal
- Bank One
First Chicago Capital Markets - Bankers Trust
- Banque Nationale de Paris
- Barclays International
(BZW Investment Management Hong Kong Limited, Barclays Bank, Barclays Global Investors, Barclays Capital) - Broadview Associates
- Brown, Brothers, Harriman & Co
- BT Alex. Brown
- Canadian Imperial Bank of Commerce
(CIBC (Canada), CIBC Wood Gundy) - Chase Manhattan Corp
- Citibank
(New York), Citicorp, Citigroup - Credit Commercial de France
CCF - Credit Lyonnais
- Development Bank of Singapore
- Dresdner Kleinwort Wasserstein
- Furman Selz (ING)
- GE Capital Services
- Gruntal & Co
- Hambrecht & Quist
- Houlihan Lokey Howard & Zukin
- Hypo Vereinsbank
- ING International
(ING Bank, ING Barings) - Investment Bank Partners
- Lazard Frčres & Co. LLC
- Legg Mason Wood Walker
- Nesbitt Burns
(Canada) - Nikko Securities
- NRI
(Indonesia) - OCBC
(Thailand) - Paribus Ltd.
(Cambridge, UK) - Peter Solomon
- Piper Jaffray
- Royal Bank of Canada
- Santander Investment
- SG Cowen
- Societe generale
- Standard Chartered Bank
- Tokai Bank of California
- Toronto Dominion
- UBS
(Swiss Bank, Swiss Bank Corporation, Union Bank of Switzerland) - Updata Capital
- US Bancorp
- Warburg Dillon Read
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Management Firms and Consultants, Money Managers
and Pension Fund Managers
Consulting Firms
- Andersen Consulting
- Booz Allen
- Capital Markets Risk Advisers
- Coopers & Lybrand
(PriceWaterhouseCoopers) - Deloitte & Touche
- Ernst & Young US
- KPMG Canada
- KPMG US
- McKinsey
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Leading Money Managers
- Barclays Global Investors
- Charles Schwab
- Citigroup
- Fidelity Management and Research
- Mellon Bank/Dreyfus
- Mellon Capital Management
- Merrill Lynch Asset Management
- Morgan Stanley Dean Witter
- State Street Global Advisors
- UBS
- Vanguard Group
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Other Leading Money Managers
- Acadian Asset Management
- Alliance Capital Management
- Bankers Trust
- Baring Asset Management
- Capital Research & Management
- Dimension Fund Advisers
- First Quadrant
- JP Morgan Investment Management
- New Amsterdam Partners
- Numeric Investors
- Oppenheimer Capital
- Prudential Insurance
- Putnam Investments
- SEI Corporation
- Weiss, Peck & Greer
- Windham Capital Management
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Insurance Companies
- CIGNA Corporation
- Equitable
- Guardian Life Insurance Company
- John Hancock
- Prudential
- Travelers Insurance Center
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Exchanges
- AMEX
American Stock Exchange - CBOE
Chicago Board Options Exchange - CBOT
Chicago Board of Trade - CME
Chicago Mercantile Exchange - LIFFE
The London Financial Futures and Options Exchange - NASDAQ
- NYSE
New York Stock Exchange - SIAC
Securities Industry Automation Corporation
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Federal Agencies
- Federal Reserve
- Federal Reserve Bank of Atlanta
- Federal Reserve Bank of Chicago
- Federal Reserve Bank of New York
- Federal Reserve Bank of St. Louis
- Office of the Comptroller of the Currency
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Other
- EURANDOM
- Fannie Mae
(Federal National Mortgage Association) - Freddie Mac
(Federal Home Loan Mortgage Corporation) - U.S. Central Credit Union
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Useful Links
Finance Meta-Links
- CBOE Links
- Daigler Futures Options Derivatives International
- Financial Engineering Links and Study Resources by the Drucker Graduate School of Management
- Institute of Finance and Banking at the University of Göttingen
- Jurik Research Web Links
- MIT TFE Links
- Numaweb Derivative Links
- Ohio State's Virtual Finance Library
- StockMap
- UT Austin CCF Links
- World Exchanges
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Finance Data Resources
- Bank of America
- Bureau of the Public Debt
- CBOE
- CBS.MarketWatch.com
- Charles Schwab
- Dow Jones Interactive
Subscription required - Dreyfus Brokerage Services
- FinancialWeb.com - QuoteCentral
- Power Investor
- Quote.com
- QuoteWatch.com
- StockWiz
- SunTrust
- TheStreet.com
- TradingDay.com
- TurtleTrader
- Wachovia
- Wall Street Research Net
- WashingtonPost.com: BanxQuote Banking Center
- Yahoo! Finance
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Course Materials
- CBOE Options Education
- John Hull's Web Site
- Marco Avellaneda
- Philip H. Dybvig Computational Finance Course
- SEC Investor Education and Assistance
- Stephen Figlewski
- Steven Shreve's Lectures on Stochastic Calculus and Finance
- Virtual Laboratories in Probability and Statistics
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Finance Algorithms
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Research Papers
- Courant Finance Server: Papers
- ETH RiskLab Research Papers
- Laboratory of Actuarial Mathematics, University of Copenhagen
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Financial Data Banks
- 'Wall Street Network' Data Links (Montgomery Investment Technology, Inc.)
- American Statistical Association Business and Economics Data Links
- Federal Reserve Bank of St. Louis Data Bank
- Federal Reserve Board - Releases and Historical Data
- FINWeb Financial Economics Data Links
- Fisher College of Business Financial Data Finder
- International Association of Financial Engineers Data Links
- Leading Market Technologies Data Links
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Derivatives Software
- NumaWeb's list of Java pricers
- NumaWeb's list of online calculators
- NumaWeb's list of shareware and freeware
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Other Professional Master's Degree Programs
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