The Operations Research Ph.D. program is a rigorous academic program.  It ensures that Ph.D. students obtain a core knowledge in Operations Research while remaining free to pursue specialized interests.

ORIE Faculty direct Ph.D. theses on a variety of topics in Financial Engineering.  Some examples of current research interests of the faculty and Ph.D. students include:

• Derivative pricing and hedging in incomplete markets
• Quantitative Risk Management
• Optimal Investment research
• Credit Risk
• Liquidity Risk
• Operational Risk
• Model Risk
• Statistics and Calibration
• Data mining of Financial Data
• Models with Heavy Tails
• Simulation and computational finance

Learn more about ORIE’s Ph.D. program and Ph.D. student testimonials.