The Center for Financial Engineering is an interdisciplinary
research center established in 2007 to encourage research on
financial engineering and mathematical modeling in finance. It aims at
fostering research collaboration among Columbia faculty, graduate
students and affiliates, facilitating their contacts with financial
institutions and corporations and enhancing the visibility of Columbia
as a center for research and innovation in financial engineering.
The Center’s research activities deal with the pricing and hedging of
derivative securities, the statistical modeling of financial markets,
computational methods in finance, risk management, asset allocation and
portfolio optimization.
The center fosters research collaboration among faculty members from
various departments, organizes regular seminars and events, and
publishes the Columbia Financial Engineering Reports research
paper series.
Organization
The Center is governed by an Executive Committee, composed of:
• Rama Cont (Director)
• Paul Glasserman (Representative, Graduate School of Business)
• Chris C. Heyde (Representative, Graduate School of the Arts and Sciences)
• Steve Kou (Representative, School of Engineering and AppliedScience)