Hi, my name's Chao Kunnes.
I'm a new professor in the Computational
Finance and Risk Management
Program, in the Department of Applied
Mathematics at the University of
Washington.
And I'm going to be offering a course
called Mathematical Methods for
Quantitative Finance on Coursera.
So, a little bit about my background.
I did a masters degree in applied
mathematics and
then a doctorate in statistics at the
University of Oxford.
And then I did
a four year postdoc, at the Swiss
Federal Institute of Technology in
Lausanne, Switzerland.
Now, I've just joined the department here
with a research area in computational
finance, where
I'm hoping to apply some of my
knowledge of statistics to problems in
quantitative finance.
So the course I'm going to be offering is
going
to be a pre-program course for our Masters
program.
It's going to cover single and
multivariable calculus, linear algebra,
optimization methods in finance and then
numerical
techniques for solving these sorts of
problems.
And the motivation for this course really
came from a lot of the students we were
getting who are interested in applying for
our Masters in computational finance.
And this is a very mathematical degree and
we were finding that a lot of
otherwise well qualified people, people
who had either
been working for several years in industry
or
had undergraduate degrees in economics or
business
finance, who would be ideal candidates for
our
Masters program, who are just a little bit
ill prepared when it came to mathematics.
And so we want to offer a course that's
going to bring people like that up to
speed.
And this would be useful, you know, if
you're looking to, get an internship
or a job in the finance industry or if
you're interested in pursuing a degree
in mathematical finance.
And so, if you feel like you would fall
into either of these two
groups of people, I'd really like to
invite you to take my course on Coursera.
Thank you very much.