Dr. Tim Leung

Professor

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Biography

Tim S.T. Leung is the Boeing Endowed Professor and Director of the Computational Finance Risk Management Program at the University of Washington. He completed his Ph.D. in Operations Research & Financial Engineering at Princeton University in 2008, where he was supported by the Charlotte Procter Honorific Fellowship. He also holds a B.S. in Operations Research & Industrial Engineering from Cornell University. Prior to joining the University of Washington, he was a professor at Johns Hopkins University and Columbia University, where he specialized in applied mathematics and financial engineering. Professor Leung's research interests include Financial Mathematics and Optimal Stochastic Control, focusing on derivatives pricing, algorithmic trading, credit risk, and exchange-traded funds (ETFs). He has published over 70 articles and has authored several books on topics such as Mean Reversion Trading and Futures Trading. In 2016, he received the Emerald Literati Network Award for his contributions to literature in financial engineering. He serves on the editorial boards of multiple reputable journals and was the founding editor of the book series Modern Trends in Financial Engineering. His research is supported by the National Science Foundation and he has been actively involved in professional organizations such as INFORMS and SIAM.

Research Interests

Experience

Professor

2016-01-01 — Present

University of Washington • Seattle, WA

Currently the Boeing Endowed Professor and Director of Computational Finance Risk Management Program.

Professor

2011-01-01 — 2016-01-01

Columbia University • New York, NY

Served in the Department of Industrial Engineering & Operations Research.

Professor

2008-01-01 — 2011-01-01

Johns Hopkins University • Baltimore, MD

Worked within the Department of Applied Mathematics & Statistics.

Courses

CFRM 590 Special Topics CFRM 590 B: Special Topics CFRM 590 C: Special Topics CFRM 509 Ethics Finance Profession CFRM 509 B: Ethics Finance Profession CFRM 505 Monte Carlo Methods Finance CFRM 505 B: Monte Carlo Methods Finance CFRM 505 C: Monte Carlo Methods Finance Investment Science Monte Carlo Simulation Term Structure Models Stochastic Processes Finance Data Analysis Financial Engineers Foundations Financial Engineering Advanced Topics Financial Engineering Probability Theory PDEs Finance

Requirements for University of Washington

Master Program
Requirements
GPA Requirement
Required:3
TOEFL
Total
Required:80
IELTS
Overall
Required:6.5
Duolingo
Overall Score
Required:105
Overall
Required:105
Prerequisites
Bachelor's degree from a regionally accredited college or university
Application Checklist
  • Online application
  • Transcripts
  • Statement of Purpose
  • Letters of Recommendation
  • Resume/CV
  • English proficiency scores (for international students)
Specialization Notes

Standard Graduate School requirements for University of Washington apply to most departments listed unless specified otherwise by the program.