MS in Financial Engineering Faculty and Research

Meet the Faculty

Finance

  • Paul Brockman, Professor in Finance
  • Richard J. Kish, Professor in Finance; MS in Financial Engineering Program Director
  • Haibei Zhao, Assistant Professor in Finance
  • Patrick Zoro, Professor of Practice in Finance; MS in Financial Engineering Program Manager

Economics

Engineering 

  • Janos Pinter, Professor of Practice in Industrial & Systems Engineering 
  • Katya Scheinberg, Professor in Healthcare Systems Engineering 
  • Luis Zuluaga, Assistant Professor in Industrial & Systems Engineering; MS in Financial Engineering Program Director

Mathematics

 

MS in Financial Engineering Books and Research

List of books being used: 

  • ISE 426: Optimization Models and Applications
    • Introduction to Operations Research by F.S. Hiller and G.J. Lieberman
  • ISE 447: Financial Optimization 
    • Optimization Methods in Finance by Cornuejols and Tutuncu, Cambridge University Press (2007)
  • MATH 467: Stochastic Calculus and MATH 468: Financial Stochastic Analysis 
    • Stochastic Calculus for Finance, vol 1 & 2" by Steven Shreve
  • GBUS 421: Advanced Investments
    • Fixed Income Securities by Martellini, Priaulet and Priaulet
  • GBUS 422: Derivatives and Risk Management 
    • Derivatives Options, Futures, and Other Derivatives by John C. Hull
  • GBUS 424: Advanced Topics in Financial Management
  • ISE 467: Mining of Large Datasets
    • Mining of Massive Datasets by Jure Leskovec Stanford Univ., Anand Rajaraman Milliway Labs, Jeffrey D. Ullman Stanford Univ.
  • ISE 465: Data Mining
    • Concepts and Techniques, 3rd edition by Jiawei Han, Michelle Kamber, and Jian Pei
  • MATH / STAT 312: Statistical Computing and Applications
    • Statistics for Research by Shirley Dowdy, et al, 3rd edition published by Wiley, ISBN

Latest research updates from MS in Financial Engineering Director and Professor Luis Zuluaga:

  • Paper by ISE Ph.D. student, Xiaolong Kuang, in collaboration with Professor Luis F. Zuluaga wins the 2019 Journal of Global Optimization Best Paper Award. Learn more
  • $2.1M DARPA grant puts ISE faculty at vanguard of quantum computing. Learn more