New York University
Master of Science of Mathematics in Finance (M.S.M.F.)
The program has a strong pragmatic component,
including practically oriented courses and student mentoring by finance
professionals. The faculty includes members of the National Academy of
Science and the National Academy of Engineering; and winners of the National
Medal of Science, the Kyoto Prize and recognition from the National Science
Foundation. About 10 percent of program applicants are accepted.
12 courses, 1 year
35 full-time, 90 to 100 part-time
Nearly 100 percent job placement over the past two years.
Students typically place in research, trading, asset management or risk
management groups at firms such as Goldman Sachs, JPMorgan Chase,
Merrill Lynch, BlackRock and BNP Paribas.
Web Site: www.math.nyu.edu/financial_mathematics
Peter Carr. Carr currently is head of quantitative research at
Bloomberg LP and has been the director of the NYU master’s program in mathematical
finance since 2003. He headed equity derivatives research groups for six
years at Banc of America Securities and Morgan Stanley. He received his Ph.D.
in finance from UCLA in 1989 and is credited with coinventing the variance
gamma model, inventing static and semistatic hedging of exotic options, and
popularizing variance swaps and corridor variance swaps.
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