The ORFE program places a strong emphasis on quantitative methods and mathematical modeling. Students in ORFE develop a unique set of skills that build upon a solid foundation in probability, statistics, and optimization.The theoretical foundations of ORFE are of central importance in many complex problems in engineering and science. Students and faculty in ORFE work in a broad range of application areas, such as finance, energy, health, risk analysis, biostatistics, genomics, machine learning, operations research, stochastic networks, signal and image processing, automated vehicle control systems, optimal design of engineered systems, and homeland security.

1、Statistical Analysis of Financial Data

2、Directed Research I

3、Directed Research II

4、Linear and Nonlinear Optimization

5、Statistical Theory and Methods

6、Probability Theory

7、Financial Risk Management

8、PDE Methods for Financial Mathematics

9、Stochastic Analysis Seminar

10、Special Topics in Investment Science: Risk Averse Optimization

11、Asset Pricing I: Pricing Models and Derivatives

1、財(cái)務(wù)數(shù)據(jù)的統(tǒng)計(jì)分析

2、指導(dǎo)研究1

3、指導(dǎo)研究2

4、線性和非線性優(yōu)化

5、統(tǒng)計(jì)理論與方法

6、概率論

7、金融風(fēng)險(xiǎn)管理

8、金融數(shù)學(xué)的PDE方法

9、隨機(jī)分析研討會(huì)

10、特別專題投資學(xué)：風(fēng)險(xiǎn)規(guī)避優(yōu)化

11、資產(chǎn)定價(jià)1：定價(jià)模型和衍生品