Carnegie Mellon University
July 15, 2021

Larsson Appointed to MSCF Steering Committee

By Jocelyn Duffy

Jocelyn Duffy
  • Associate Dean for Communications, MCS
  • 412-268-9982

Associate Professor Martin Larsson has been appointed as the Department of Mathematical Sciences’ representative on the Master of Science in Computational Finance (MSCF) Steering Committee, effective July 1. Larsson is taking over the position from Emeritus University Professor Steven Shreve, who stepped down upon his retirement. 

Shreve is one of the top researchers and educators in the world in the field of mathematical finance. He co-founded the MSCF program, founded the university's bachelor's program in computational finance, and has been a leader in producing Ph.D. students specializing in mathematics applied to finance. These interdisciplinary programs, which bring together the expertise of four CMU schools and colleges, are ranked among the top in the country, and the programs' graduates are in high demand at the world's top financial institutions.  Much of the success of these programs can be attributed to Shreve, his hard work and his dedication to his students. Shreve plans to continue to teach during his retirement.

Larsson joined the Department of Mathematical Sciences faculty in the fall of 2019, coming from ETH Zurich where he was an assistant professor for five years. His research takes an interdisciplinary approach to modeling the phenomena that are seen in financial markets and economic systems, bringing together fields like probability, statistics and machine learning.

As a member of the five-person MSCF Steering Committee, Larsson and his colleagues will lead the program into the future, evaluating its curriculum based on input from employers, alumni and the MSCF Advisory Board to ensure that the program meets the changing needs of students and the financial industry that will employ them.