Re: computational finance at UW...

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William Stein

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Jun 16, 2008, 5:21:23 PM6/16/08
to Glenn H Tarbox, PhD, Christopher Swierczewski, Brett Nakashima, sage-f...@groups.google.com
On Mon, Jun 16, 2008 at 9:37 AM, Glenn H Tarbox, PhD <gl...@tarbox.org> wrote:
> do you know anything about this:
>
> http://www.stat.washington.edu/compfin/index.shtml
>
> sounds like we need do some lookin' around UW...
>

Never heard of it. But I know Krzysztof Burdzy listed here
http://www.stat.washington.edu/compfin/Faculty/index.shtml
and have noticed that his research is very interesting and
closely related to some of the quant papers I've been reading.

Looking at the program and some slides it looks like
a pretty standard/traditional program and well worth
looking through.

William

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