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Below are news highlights from the MSCF Program.
Quantitative Finance at CMU
In addition to the MSCF program, Carnegie Mellon offers interdisciplinary quantitative finance degrees at both the bachelor's and Ph.D. level. These programs reflect the university's strategic investment across the broad spectrum of disciplines essential to this growing field. See also Carnegie Mellon's "Center for Computational Finance."
MSCF Students Simulate Market Trading in Annual Market Making Game
More than 50 first-year students from Carnegie Mellon's Masters of Science in Computational Finance (MSCF) program created "mock" stock market and played the role of market traders in the annual Market Making Game. Read more.
Young Quants Shift from Risk Taking to Risk Management
American Banker and Bank Technology News recently spoke with MSCF's Steve Shreve, John Lehoczky and Rick Bryant to discuss the evolution of quants in the workplace. Read the article here.
Alumni Publication: Jeffrey Rosenberg
In his recent article, Jeffrey Rosenberg, MSCF '97 and Blackrock’s Chief Investment Strategist for Fixed Income, considers the Fed's efforts to close the gap in market expectations and discusses the importance of mitigating the potential negative market reaction to an increase in rates. Read the full article here.
MSCF Celebrates 20th Anniversary
On March 12, 2015, more than 100 MSCF alumni, faculty and staff gathered in New York City to celebrate the 20th anniversary of the program. MORE
MSCF Faculty & Steering Committee member Duane Seppi takes part in the Richard M. Cyert Distinguished Lecture in Business Management. MORE
2015 MSCF/Deutsche Trading Competition
Like our our Facebook page to see the latest photos of the 2015 MSCF/Deutsche Trading Competition reception!
2015 MSCF "Alumni Night"
The MSCF Program thanks the 140 alumni who attended the 16th Annual "Alumni Night" at Arno's Ristorante in New York on January 6, 2015. Photos of the event are posted on our Facebook page.
Paul Glasserman Presents Carnegie Mellon's 7th Nash Distinguished Lecture in Quantitative Finance
Every two years, Carnegie Mellon hosts a distinguished quantitative finance researcher to give the Nash Lecture, named for alumnus and Nobel Laureate John Nash. This year's Nash Lecture, "Systemic Risk and the Risk Management Paradox," was given by Paul Glasserman on October 6, 2014. MORE
2014 MSCF "Summer Social"
The MSCF Program thanks the 175 alumni and current students that attended the 10th Annual "Summer Social" in Times Square on July 17, 2014. Photos of the event can be seen on our Facebook page.
Carnegie Mellon's Master of Science in Computational Finance program maintains recognition as Top Financial Engineering Program: 2013 Ranking by QuantNet reflects surveys of hiring managers and recruiters. MORE
CMU Mathletes Place Second in 2013 Putnam Competition
CMU has placed second in the Mathematical Association of America's 74th William Lowell Putnam Competition, the premier mathematics contest for undergraduate students. MORE
Goldman Sachs Gives
A gift from Goldman Sachs Gives provides lectures on Statistical Machine Learning for High Dimensional Data. View the lectures.
Central Clearinghouses and Derivatives Trading
Tepper School's Chester Spatt, Senate Subcommittee hearing on "Derivatives Clearinghouses."
Carnegie Mellon's Allan Meltzer and Paul Volker, American Enterprise Institute video.
Steve Shreve QuantNetwork interview, June 13, 2010
Below is a highlight of the events taking place in the MSCF Program.
2015-2016 MSCF Speaker Series
The 2015-2016 Speaker Series continues at our New York campus, broadcast to Pittsburgh, on Oct. 2 with Michael Dubno, founder and partner of Gadgetoff, presenting "Innovation, Technology and Regulation on Wall Street."
MSCF New York Information Sessions
Join us for an upcoming MSCF Information Session at our campus at 55 Broad Street in New York City. Rick Bryant, MSCF's executive director; Diffy Paljevic, the director of the New York program; and representatives from the Career Opportunities Center and admissions team will be in attendance to answer your questions.
MSCF Online Chat
Join us for an upcoming MSCF chat online hosted in conjunction with QuantNet. These chats provide a great opportunity to ask admissions, program and career questions of members of the MSCF admissions, program and career staff, as well as find out what it's like to be in the MSCF program from current students.