New Computational Finance Program

[Therese Fisher]

Computational Finance at Oregon Graduate of Institute
        of Science & Technology (OGI)

A Concentration in the MS Programs of
        Computer Science & Engineering (CSE)
        Electrical Engineering & Applied Physics (EEAP)

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20000 NW Walker Road, PO Box 91000, Portland, OR 97291-1000
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Computational Finance at OGI is a 12-month intensive program leading to
a Master of Science degree in Computer Science and Engineering (CSE
track) or in Electrical Engineering & Applied Physics (EE track).  The
program features:

   * A 12 month intensive program to train scientists and engineers for
     doing state-of-the-art quantitative or information systems work in
     finance.
   * Provide an attractive alternative to the standard 2 year MBA for
     technically-sophisticated students.
   * Provide a solid foundation in finance. Cover three semesters of
     MBA level finance in three quarters, and go beyond that.
   * Provide a solid foundation in relevant techniques from CS and EE
     for modeling financial markets and developing investment analysis,
     trading, and risk management systems.
   * Give CS/EE graduates the necessary finance background to work as
     information system specialists in major financial firms.
   * Emphasize state-of-the-art techniques in neural networks, adaptive
     systems, signal processing, and data modeling.
   * Provide state-of-the-art computing facilities for doing course
     assignments using live and historical market data provided by Dow
     Jones Telerate.
   * Provide students an opportunity to do significant projects using
     extensive market data resources and state-of-the-art analysis
     packages, thereby making them more attractive to employers.
   * Through their course work and projects, students will develop
     significant expertise in using and programming important analysis
     packages, such as Mathematica, Matlab, SPlus, and Expo.

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Major Components of Program:

The curriculum includes 4 quarters with courses structured within the
standard CSE/EEAP framework, with 5 courses in the finance specialty
area, 7 or 8 core courses within the CSE or EEAP departments, and 3
electives.

Students will enroll in either the CSE (CSE track) or EEAP (EE track)
MS programs.

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Admission Requirements & Contact Information

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Admission requirements are the same as the general requirements of the
institution. GRE scores are required for the 12-month concentration
in Computational Finance, however they may be waived in special circumstances.

A candidate must hold a bachelor's degree in computer science,
engineering, mathematics, statistics, one of the biological or physical
sciences, finance, or one of the quantitative social sciences.

For more information, contact

     Computational Finance
     Betty Shannon, Academic Coordinator
     Computer Science and Engineering Department
     Oregon Graduate Institute of Science and Technology
     P.O.Box 91000
     Portland, OR 97291-1000
     E-mail: academic at cse.ogi.edu
     Phone: (503) 690-1255

     or

     E-mail: CompFin at cse.ogi.edu
     WWW: http://www.cse.ogi.edu/CompFin/