STUDENTS

Experience a full spectrum of topics and research in computational finance and economic systems

GRADUATE

CoFES reaches across academic boundaries to support the infrastructure, curriculum and research opportunities for students interested in quantitative finance and economic systems. Centered in Rice University's George R. Brown School of Engineering, CoFES collaborates with the Jones Graduate School of Business and the School of Social Sciences to broaden research, and coordinate education programs in quantitative data science, economics, finance, and business. Students who are affiliated with CoFES pursue the following degrees:

Doctoral degree

Professional Master degree

CoFES curriculum

CoFES focuses on exploring foundational probabilistic and mathematical methods with emphasis on the development of analytical and computational tools to solve problems in finance and economic systems. This includes:

Specialization courses

  • Econometrics I STAT 376, Econometrics II STAT 611
  • Applied Time Series and Forecasting STAT 421/621
  • Quantitative Risk Management STAT 449/649
  • Money and Banking ECON 455
  • Quantitative Financial Analytics STAT 482/682 
  • Market Models STAT 486/686
  • Blockchain & Cryptocurrency 487/687
  • Quantitative Finance STAT 499/699

Workshops and short courses

Eubank Conference

The Eubank Conference brings thought leaders, practitioners and innovators to discuss the changing structure of financial markets and how quantitative scientists can assist with understanding and navigating this change.

Student Clubs

Rice Graduation

 

UNDERGRADUATE

Financial Computation and Modeling (FCAM) Minor for undergraduate study

Over the last two decades, the financial sector of our economy has significantly increased its reliance on quantitative probability-based methods in assessing risk and implementing financial strategies. The Departments of Statistics and Economics collaborate to offer Rice University undergraduate students a minor in Financial Computation and Modeling (FCAM). The minor is designed for those students with strong computational skills and an interest in finance.

The FCAM minor consists of six courses focusing on the strategies and computational technologies used in the financial industry. Students completing the FCAM minor will understand the complexities of financial markets and their role in and impact on world economies.

The basic tools component of the FCAM curriculum will equip students with the economic, probability and statistical tools necessary to pursue advanced analytical courses. In the advanced courses, students will be exposed to state-of-the-art models and methodologies. Students will learn to understand, utilize and question basic assumptions of the core methodologies. A goal of the FCAM program is to train leaders in this industry to not only understand the financial technologies, but also will understand the role, impact, and potential pitfalls of these technologies.

Many FCAM students have entered careers in the financial industry either immediately after completion of their undergraduate degree or after graduate studies.

FCAM Advisors

Katherine Ensor
Noah G. Harding Professor of Statistics
Director, CoFES
ensor@rice.edu 

John Dobelman
Professor in the Practice of Statistics
Director of the Professional Master Program in Statistics
Associate Director, CoFES
dobelman@rice.edu 

Mahmoud El-Gamal
Professor of Economics and Statistics
Chair of Islamic Economics, Finance & Management
Department of Economics
elgamal@rice.edu 

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