The MSCF faculty are key to the success of the MSCF program. Comprised of individuals ranging from senior faculty members of superior achievement to promising and aggressive junior professionals, all are dedicated to fostering an atmosphere of collaboration and preparation for the MSCF student. Indeed, the stature of the professors teaching in the MSCF course sequence is a highly visible indication of the resources committed to this world renowned program.
Faculty members also conduct theoretical and applied research. Examples of faculty research include "Robustness of the Black and Scholes Formula" and "A General Framework for Pricing Credit Risk" by Steve Shreve; "Real-Time Queueing Theory" and "Simulation Methods for Option Pricing" by John Lehoczky; and "Equilibrium Forward Curves for Commodities" and "Equilibrium Block Trading and Asymmetric Information" by Duane Seppi. The inter-disciplinary Center for Computational Finance organizes distinguished lectures, seminars and conferences at Carnegie Mellon.
A part of this research is facilitated by leaves of absence or through serving as consultants for business, industry and government. In this way, they are able to pursue the practical implications of quantitative financial theory and, through their accomplishments, help forge the frontiers of quantitative finance.
All inquiries regarding the MSCF program and the application process from prospective students should be directed to the MSCF Admissions Office by email at firstname.lastname@example.org or by phone at 412.268.3679.