Executive Doctorate Program with Certificate in Quantitative Finance

Fee $28,000

Contact admission@ePolyTechnic.uFordBridge.ca for more information

The interdisciplinary doctorate program with concentration in Quantitative Finance trains students for academic and research positions in quantitative finance and risk management areas. It gives graduates an edge in the job market by having substantial expertise in key disciplines related to Quantitative Finance: finance, operations research, statistics, mathematics, and software development. It is focused in teaching and research on design, development, and implementation of new financial and risk management products, processes, strategies, and systems to meet demands of various institutions, corporations, governments, and households. The emphasis is on an interdisciplinary approach requiring knowledge in finance, economics, mathematics, probability/statistics, operations research, engineering, and computer science.

Students take basic courses in the involved department of ePolyTechnic F and satisfy the requirements of the doctorate program in the department. Also, students take courses (from the approved list) in other departments involved in the program to satisfy requirements of the concentration. Dissertation research is conducted in quantitative finance, risk management, and relevant areas involving quantitative finance approaches. The students receive, in addition to doctorate degree, a Certificate in Quantitative Finance.


The interdisciplinary concentration involves three Institutes at the FordBridge University and Systems Engineering (ePolyTechnic F), Mathematics (ePolyTechnic F), Statistics (Institute of Applied Social Science),Finance, Insurance, and Real Estate (Institute of Applied Management).To be eligible for the Doctorate interdisciplinary concentration, a student must be admitted to the Doctorate program in one of the participating (hosting) Institutes. Students seeking admission to the concentration should have strong quantitative skills and a degree in one of the relevant fields such as finance, engineering, statistics, or mathematics. Students with a background in several disciplines are welcome. Applications should be submitted to the departments involved in the program.


The hosting department that recruited the Doctorate student will take responsibility for financial support of the student and supervision of the student. Dissertation research should be conducted in the area of risk management, quantitative Finance and relevant areas involving quantitative finance approaches. For each student involved in the program, the hosting department forms a supervisory committee. Generally, the Chair of the supervisory committee comes from this department and the committee involves at least one faculty from other departments participating in the program.


The minimum credit hours for a Doctorate with concentration in Quantitative Finance is 90 hours. For master’s degree hours to be counted, they must satisfy the usual requirements (see graduate catalog). A student should take basic courses in his/her department and satisfy the requirements of the Doctorate program in his/her department. Also, the student should take at least six courses (from the approved list) in other departments involved in the program (excluding his/her department). This requirement can be waived if a student can demonstrate that he/she has taken the appropriate Doctorate. level courses before joining the program.


The program is administered by a committee consisting of one member from each department nominated by the chair of the department. The committee appoints a chair of the program. The appointment is for a two-year term. The current committee involves the following representatives from the departments:

  • »   Prof. Dr. George Brown (IDS)
  • »   Prof. Carlo Trewger (IAC)
  • »   Prof. Dr. Walter Amedzro St-Hilaire (IAME)
  • »   Prof. Reger Adon (Stat.)


(In addition to required courses in the departments)

  • »   FORFI 8246, Financial Theory
  • »   FORFI 8308, Corporate Finance
  • »   FORFI 8348, Market Microstructure
  • »    EPOM 7767, Stochastic Differential Equations
  • »    EPOM 8168, Stochastic Differential Equations II
  • »    EPOM 7132, Mathematics of Financial Derivatives
  • »    EPOS 8134 Simulation (Statistical Computing)
  • »    EPOS 7157 Applied Time Series Analysis
  • »    IASS 72208, Regression Analysis
  • »    EPOI 7157, Advanced Engineering Economy (Spring)
  • »    EPOS 6112, Introduction to Stochastic Optimization (Fall)