------- Forwarded Message Follows ------- To: "SNDE Mailing List" <SNDE(a)fas-econ.rutgers.edu> Subject: Computational Finance Graduate Programs Date: Wed, 7 May 1997 11:53:59 -0700 (PDT) Reply-to: Computational Finance <compfin(a)CSE.OGI.EDU> Status: RO X-Status: X-Keywords: X-UID: 262 ======================================================================= COMPUTATIONAL FINANCE at the Oregon Graduate Institute of Science & Technology (OGI) Master of Science Concentrations in Computer Science & Engineering (CSE) Electrical Engineering (EE) Upcomming MS Application Deadline for Fall 1997: May 15 & June 15! New! Certificate Program Designed for Part-Time Students. For more information, contact OGI Admissions at (503)690-1027 or admissions(a)admin.ogi.edu, or visit our Web site at: http://www.cse.ogi.edu/CompFin/ ======================================================================= Computational Finance Overview: Advances in computing technology now enable the widespread use of sophisticated, computationally intensive analysis techniques applied to finance and financial markets. The real-time analysis of tick-by-tick financial market data, and the real-time management of portfolios of thousands of securities is now sweeping the financial industry. This has opened up new job opportunities for scientists, engineers, and computer science professionals in the field of Computational Finance. The strong demand within the financial industry for technically sophisticated graduates is addressed at OGI by the Master of Science and Certificate Programs in Computational Finance. Unlike a standard two year MBA, the programs are directed at training scientists, engineers, and technically oriented financial professionals in the area of quantitative finance. The master's programs lead to a Master of Science in Computer Science and Engineering (CSE track) or in Electrical Engineering (EE track). The MS programs can be completed within 12 months on a full-time basis. In addition, OGI has introduced a Certificate program designed to provide professionals in engineering and finance a means of upgrading their skills or acquiring new skills in quantitative finance on a part-time basis. The Computational Finance MS concentrations feature a unique combination of courses that provides a solid foundation in finance at a non-trivial, quantitative level, plus the essential core knowledge and skill sets of computer science or the information technology areas of electrical engineering. These skills are important for advanced analysis of markets and for the development of state-of-the-art investment analysis, portfolio management, trading, derivatives pricing, and risk management systems. The MS in CSE is ideal preparation for students interested in securing positions in information systems in the financial industry, while the MS in EE provides rigorous training for students interested in pursuing careers as quantitative analysts at leading-edge financial firms. The curriculum is strongly project-oriented, using state-of-the-art computing facilities and live/historical data from the world's major financial markets provided by Dow Jones Telerate. Students are trained in the use of high-level numerical and analytical software packages for analyzing financial data. OGI has established itself as a leading institution in research and education in Computational Finance. Moreover, OGI has strong research programs in a number of areas that are highly relevant for work in quantitative analysis and information systems in the financial industry. ----------------------------------------------------------------------- Admissions ----------------------------------------------------------------------- Applications for entrance into the Computational Finance MS programs for Fall Quarter 1997 are currently being considered. The deadlines for receipt of applications are: May 15, 1997 Notification by June 15, 1997 June 15, 1997 Notification by July 15, 1997 In keeping with OGI policy, we will consider applications received after June 15, 1997 on a space available basis. A candidate must hold a bachelor's degree in computer science, engineering, mathematics, statistics, one of the biological or physical sciences, finance, econometrics, or one of the quantitative social sciences. Candidates who hold advanced degrees in these fields or who have experience in the financial industry are also encouraged to apply. Applications for the Certificate Program are considered on an ongoing basis for entrance in any quarter. ---------------------------------------------------------------------- Contact Information ---------------------------------------------------------------------- For general information and admissions materials: Visit our web site at: http://www.cse.ogi.edu/CompFin/ or contact: Office of Admissions Oregon Graduate Institute P.O.Box 91000 Portland, OR 97291-1000 E-mail: admissions(a)admin.ogi.edu Phone: (503)690-1027 For special inquiries: E-mail: compfin(a)cse.ogi.edu ====================================================================== ------------------------------------------------------------------ Dr. Andrea Gaunersdorfer Department of Business Administration University of Vienna Tel.: +43-1-29 1 28-466 Bruenner Strasse 72 FAX: +43-1-29 1 28-464 A - 1210 Wien e-mail: gauner(a)finance2.bwl.univie.ac.at http://www.bwl.univie.ac.at/bwl/fiwi1/members/gauner/gauner.htm =========================================================================