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Boston University


School of Management
Mathematical Finance Program
GSAS 143 Bay State Road
Boston, MA 02215 US
 
Phone: 1-617-353-0943
Fax: 1-617-358-4560
 

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Degrees: Program Format:
Master's
M.A.-Mathematical Finance
Doctoral
Ph.D.-Mathematical Finance
On Campus
 
The M.A. program is built around the crux of mathematical concepts that led to the development of the Black and Scholes option pricing method and have grown into powerful computational techniques for hedging risk, portfolio optimization, modeling of interest rates, bond-pricing, investment/acquisition valuation and investment timing. These tools, the scope of which goes well beyond the realm of derivatives pricing, are commonly used in many other areas of economics and finance, such as corporate credit research and modeling and equity research. They are now instrumental in many aspects of business law, government planning and regulation. In addition, students enrolled in the program gain knowledge in probability, statistics, stochastic calculus, time series, free boundary problems for PDE's, numerical methods for PDE's, general optimization algorithms, C++, Mathematica and MATLAB.
   
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