Quantitative analysts are in high demand. A master’s in computational finance makes you an asset to any company as you learn computational strategies to generate profit and reduce risk. This program ...

At RIT, you don’t just graduate with a degree, you graduate with the skills and hands-on experience to thrive in your chosen career. This program is no longer accepting new student applications.

It is with great pleasure that we present the second of two special issues of The Journal of Computational Finance on the occasion of Professor Peter Forsyth’s 70th birthday, celebrated during the ...

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal ...