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The Quantitative Finance Major is cross-disciplinary and integrative. Course offerings under this Major include traditional science-based mathematics topics such as Linear Algebra, Real Analysis, and Differential Equations, and will be taught at the same type and level of rigor as would be expected in a science school.

The course will carry a strong entrepreneurial and innovative flavor characteristic of the strengths of the dynamic Business School . Cross-disciplinary courses from the Economics School , the Information Systems School and the Accounting School all add full color to the rich spectrum and thorough requirements in this demanding major meant to prepare students to meet the stringent expectations of the competitive investment banking, financial risk, and funds management industries.

A significant feature of the curriculum will be an intensive computing laboratory environment at the QF Computing Lab (previously named The Simulated Trading Lab) where students will learn the skills of risk analyses, structuring, pricing, and coding numerical methods and solutions. In many of the required courses or modules, lectures will be accompanied by computing laboratory sessions where students compute and solve applied problems in derivatives and portfolio risk management.

Students from all other Schools as well as Students from the Business School who have a different first major, are able to take Quantitative Finance as a second major. To find out more about this major, please visit the QF workspace at: http://research2.smu.edu.sg/lkcsb/qf

 


Last updated on 18 September, 2007 by Lee Kong Chian School of Business.