Mathematics

Financial Mathematics – Stanford University

This new track in the ICME M.S. Program will supersede, beginning in the
fall quarter of 2014, the interdisciplinary M.S. Program (IDP) in
Financial Mathematics in the School of Humanities & Sciences. The IDP has
been offered by the Departments of Mathematics and Statistics since 1999,
in close cooperation with the Departments of Economics, Management Science
& Engineering, and Finance in the Graduate School of Business. The
Financial Math program provides a master’s-level education in applied and
computational mathematics, statistics, and financial applications. The
program has been consistently ranked among the top tier of Financial
Engineering/Mathematics programs in the U.S. Its interdisciplinary and
collaborative nature has expanded from education to research, culminating
in the establishment of the inter-school and inter-departmental Financial
and Risk Modeling (FARM) Institute at Stanford in 2012. The Institute is
of timely relevance in the wake of the recent financial crisis, which
exposed the weaknesses and limitations

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