Financial Engineering Research Group

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Related Links
UVA Systems Engineering
National Capstone Conference
International Association of Financial Engineers
Systems Engineering Executive Masters Program
M-CAM
Fair Isaac & Company
Personnel
The FERG staff is comprised primarily of faculty and students from the Department of Systems Engineering and the McIntire School of Commerce. FERG members collaborate in supporting the Center for Risk Management of Engineering Systems, which is internationally known as a center of excellence for the development and application of risk assessment and management methodologies. We are also affiliated with the Institute for Parallel Computation, which was created to tackle the unique problems associated with multi-processor computing. Our UVA staff draws on the expertise of industry consultants in credit solicitation and management and in information technology.

Directors
Peter A. Beling
FERG Founding Director
Associate Professor
Department of Systems Engineering

William T. Scherer
Associate Professor
Department of Systems Engineering

James Lark
Assistant Professor
Department of Systems Engineering

George Overstreet
Professor and Associate Dean for Research and Center Development
McIntire School of Commerce

Associated Faculty
Donald Brown
Professor and Chair
Department of Systems Engineering

Stephen Patek
Assistant Professor
Department of Systems Engineering

Yacov Haimes
Lawrence Quarles Professor of Engineering
Department of Systems Engineering
Director, Center for Risk Management of Engineering Systems

James Lambert
Research Assistant Professor
Center for Risk Management of Engineering Systems

Christina Mastrangelo
Associate Professor
Department of Systems Engineering

K. P. White
Professor
Department of Systems Engineering

Students
Hui Zhu
Ph.D. Candidate, Systems Engineering
Dissertation Title: Bayesian Methods for Combining and Constructing Classifiers
Expected Graduation May 2001

Zhongkai Wang
Pd.D. Student, Systems Engineering

Dhayal Jayaseelan
M.S. Candidate, Systems Engineering
Thesis Title: A Generalized Framework for the the Valuation of Financial Option Contracts
Expected Graduation May 2001

Whats New In The FERG
Spring 2001 Seminar Series
Credit Scoring & Control Conference: Sep 2002
Conference Talks
Student Graduations

For more information, please contact

Peter Beling,
Financial Engineering Research Group
Department of Systems Engineering
P.O. Box 400747
151 Engineer's Way
Charlottesville, VA 22904

tel: (804) 924-8733
fax: (804) 982-2972
e-mail: beling@virginia.edu

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