# UW M.S. Computational Finance & Risk Management ## UW M.S. Computational Finance & Risk Management - [Master of Science in Computational Finance & Risk Management](https://cfrm.franco.biz/program/master-of-science-in-computational-finance-and-risk-management.md): This article is meant to break down UW's MS-CFRM, with some commentary on my experience through the program. - [What is Quantitative Finance?](https://cfrm.franco.biz/program/what-is-quantitative-finance.md): TLDR: Testable and repeatable consistency. - [Independent Study](https://cfrm.franco.biz/program/research-and-experience/independent-study.md) - [Parametric Fellowship](https://cfrm.franco.biz/program/research-and-experience/parametric-fellowship.md) - [Algorithmic Trading @ University of Washington](https://cfrm.franco.biz/program/outside-the-classroom/algorithmic-trading-university-of-washington.md) - [Graduate and Professional Student Senate](https://cfrm.franco.biz/program/outside-the-classroom/graduate-and-professional-student-senate.md) - [Husky Flying Club](https://cfrm.franco.biz/program/outside-the-classroom/husky-flying-club.md) - [IMC Prosperity](https://cfrm.franco.biz/program/outside-the-classroom/imc-prosperity.md) - [WorldQuant IQC](https://cfrm.franco.biz/program/outside-the-classroom/worldquant-iqc.md) - [MS-CFRM](https://cfrm.franco.biz/program/overview/ms-cfrm.md) - [CFRM 501: Investment Science](https://cfrm.franco.biz/program/first-quarter/cfrm-501-investment-science.md): This course really puts the "Applied" in Applied Mathematics. The whole course was a mapping of everything I learned from coursework prior to how I should expect to see it in quantitative finance. - [CFRM 504: Options & Other Derivatives](https://cfrm.franco.biz/program/first-quarter/cfrm-504-options-and-other-derivatives.md): Probably the purest math course from the curriculum. Derivatives pricing involves rigorous derivations (yeah, I know) and it's interesting to see how financial market assumptions become implemented. - [CFRM 506: Financial Data Analysis](https://cfrm.franco.biz/program/first-quarter/cfrm-506-financial-data-analysis.md): The first of the more practical courses in the curriculum. Very specific to teaching me the tools of the trade. So many different ways to Ctrl+F. - [CFRM 502: Financial Data Science](https://cfrm.franco.biz/program/second-quarter/cfrm-502-financial-data-science.md): Another course in the series of more pure topics we cover. Effectively a pure statistics course utilizing financial data for what we were working on. - [CFRM 505: Monte Carlo Methods in FInance](https://cfrm.franco.biz/program/second-quarter/cfrm-505-monte-carlo-methods-in-finance.md): This course was unique as the homework was all code but the exams were all derivations, blending comprehension with application. Boils down to simulating means and minimizing variances. - [CFRM 540: Risk in Financial Institutions](https://cfrm.franco.biz/program/second-quarter/cfrm-540-risk-in-financial-institutions.md): Theory can only take us so far. Case studies helped illuminate instances where confidence is ill-placed. Also, this course inducted me into preparing for the FRM certification. - [CFRM 503: Asset Allocation & Portfolio Management](https://cfrm.franco.biz/program/third-quarter/cfrm-503-asset-allocation-and-portfolio-management.md): This course felt like a more sophisticated and directed continuation of CFRM 501. It was a delicate yet palatable blend of recognizing the mathematics behind asset management, and applying them. - [CFRM 509: Ethics in the Finance Profession](https://cfrm.franco.biz/program/third-quarter/cfrm-509-ethics-in-the-finance-profession.md): One of my colleagues worked on conducting parameter sensitivity research for low carbon portfolios. It's as much of a responsibility for us as it is a stimulating academic endeavor. - [CFRM 521: Machine Learning in Finance](https://cfrm.franco.biz/program/third-quarter/cfrm-521-machine-learning-in-finance.md): To be frank, this course made me feel like a computer science major. You can't do machine learning without learning about the machines, so the entirety of the course was spent in VSCode, typing away. - [CFRM 523: Advanced Trading Systems](https://cfrm.franco.biz/program/third-quarter/cfrm-523-advanced-trading-systems.md): This course was not what I expected at all. It formalizes the process of applying the scientific method to developing trading strategies, placing heavy emphasis on the art of quantitative research. - [CFRM 532: Endowment & Institutional Investment Management](https://cfrm.franco.biz/program/third-quarter/cfrm-532-endowment-and-institutional-investment-management.md): Once a week, you get to listen to some C-suite executive with decades of industry experience break their passion down for you, and ask questions along the way. Met some friends in the MBA program too. - [CFRM 542: Credit Risk Management](https://cfrm.franco.biz/program/fourth-quarter/cfrm-542-credit-risk-management.md): This was another course with an emphasis on real world application, similar to 540, bridging the gap from theory. - [Gallery](https://cfrm.franco.biz/program/extras/gallery.md) - [Guest Book](https://cfrm.franco.biz/program/extras/guest-book.md) --- # Agent Instructions This documentation is published with GitBook. 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