<p>hello,</p>
<p>I'm interested in getting a masters in financial engineering / computional finance in the future. Typically these programs are referred to as "quant" programs. I wanted to know if Yale had one. I checked via google and all I saw was that Yale had an MBA/business PHD to offer.</p>
<p>Does anyone know if Yale something non-MBA/PHD that's more to the mathematical finance side?</p>
<p>thanks</p>
<p>possibly a masters in economics? just a guess or mathematics?</p>
<p>THey have operations research but it is not a degree program.</p>
<p>Apparently one of the graduate students at Yale recently wrote "the book" on financial engineering, so to speak. Yale has the ICF (International Center for Finance) which does research in this area, and many prominent professors in the field.</p>
<hr>
<p>"Financial Modeling of the Equity: CAPM to Cointegration," by Frank Fabozzi, Petter Kolm, and Sergio Focardi, was named one of the "Top Ten Technical Books for 2006" by Financial Engineering News.</p>
<p>This book provides an extensive overview of the models used for measuring equity risk, and presents all the major approaches to single-period return analysis, including modeling, estimation, and optimization issues. Mr. Norgate states, "This book represents an excellent summary of the method in place within equity modeling."</p>
<p>Frank Fabozzi is the Frederick Frank Professor of Finance and an International Center for Finance Fellow at the Yale School of Management. He has authored numerous books on financial engineering and specializes in investment management and structured finance. </p>
<p>Petter is a graduate student in finance at the Yale School of Management and a financial consultant in New York City. Previously, he worked in the Quantitative Strategies Group of Goldman Sachs Asset Management, where he developed quantitative investment models and strategies.</p>
<p>Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm, The Intertek Group.</p>
<p>Thanks for all the posts.</p>