Thoughts on U of Washington Comp. Finance program

[atreides]

Just wondering if anyone has any thoughts on U of Washington's Computational Finance program. It is basically a new program housed in the Applied Math dept which is top ranked.

The program seems to focus on R and very little C++ (at least this is the impression you get from the website). It seems like at least 80% + of programming course work is in R.

> 12 -14 month program full time
> No internship component
> Pretty solid faculty. Good mix of academics / adjuncts
> Location disadvantage ? Seattle
> No information about career services

http://www.amath.washington.edu/studies/computational-finance/academics/

 

[Andy Nguyen]

It was mentioned a bit before http://www.quantnet.com/forum/threa...onal-finance-risk-management-ms-program.6108/

A member here alerted me recently with a note
Note that the program director, R.Douglas Martin, is the inventor of S-Plus, and the co-director, Eric Zivot, is the co-author of "Modeling Financial Time Series with S-PLUS" and creator of the "S+FinMetrics" package.
http://www.amath.washington.edu/studies/computational-finance/faculty/bio

 

[IlyaKEightSix]

A former coworker of mine completed that program...or perhaps an online long-distance quick-version of it (the certified master's or something), but either way, this was a program recommended by the quant who originally hired me, so it's a pretty solid program as far as I'm aware if you're looking to get into the R finance universe.

 

[Andy Nguyen]

The program just opened for admission in June 2011 so it's pretty much brand new. Don't know much about the online component or how it is related.
Given the background of the core faculty and their focus on R, it looks like they will try to carve out a niche and try to differentiate themselves.
I'll give this a couple of years until we have more solid reviews from the graduates, market reception, etc. In the mean time, anyone joining this program, please keep us updated.

 

[mlawski]

I was looking at this online certificate it appeared interesting but I also noted the focus on R.

IlyaKEightSix, you mention the R finance universe, what is that? I thought c++ was the standard.

 

[Yike Lu]

I thought c++ was the standard.

To really understand the programming language question, you have to understand the strengths and weaknesses of each language. C++ is standard for certain things, R is standard for other things.

And then some companies like to differentiate themselves in recruiting by using different languages (CS with F#, Jane Street with Ocaml).

 

[DominiConnor]

There's nothing wrong with using R to help teach stats & time series.
R is really quite common in finance, so much so that the issue I point out as a headhunter is that R skills don't add very much to what people will pay for you.

 

[DaveDr]

Hello all,
I'm considering taking the Financial Data Analysis and Modeling with R from this program online, starting in Jan:
http://www.pce.uw.edu/courses/financial-data-analysis/web-winter-2012/
It seems a bit pricey for an online course ($3300 for 4 credits). The instructor is Guy Yollin and he's taught some of their courses before.
Does anyone here have any feedback on this instructor or course?
Thanks!

 

[dadalee]

I wish anyone can share their experience with the classes or the degree in computational finance at University of Washington, i am interested in either taking the class or applying for the program.

Thanks!!!

 

[Ben-Husky]

Hi all,
Here is a link to some information and discussion shared by some UW Computational Finance & Risk Management Program. Hope it helps.
https://www.quantnet.com/threads/u-washington-computational-finance-program.9473/