MSc Computational Finance
Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling. This course is available to study starting in January or October; part-time study is only available as part of the October-start variant.
We provide practical, hands-on learning about how modern, highly computerised financial markets work, how assets should be priced, and how investors should construct a portfolio of assets. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events.
You master these areas through studying topics including:
- Non-linear and evolutionary computational methods for derivatives pricing and portfolio management
- Applications of calculus and statistical methods
- Computational intelligence in finance and economics
- Financial markets
You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts. Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.
Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling. This course is available to study starting in January or October; part-time study is only available as part of the October-start variant.
We provide practical, hands-on learning about how modern, highly computerised financial markets work, how assets should be priced, and how investors should construct a portfolio of assets. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events.
You master these areas through studying topics including:
- Non-linear and evolutionary computational methods for derivatives pricing and portfolio management
- Applications of calculus and statistical methods
- Computational intelligence in finance and economics
- Financial markets
You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts. Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.
