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MSc Quantitative Finance

University of Glasgow

This programme draws on recent developments in finance with a quantitative approach to help you understand the structure of financial markets in order for you to make optimal investment decisions.

WHY THIS PROGRAMME

  • Quantitative Finance will provide you will a detailed understanding of: the structure of financial markets and forecasting of financial data; theoretical models in the core areas of quantitative finance, such as option pricing and hedging; advanced econometric and calibration methods to construct practical models of asset prices using these theories.
  • You will put theory into practice by using software packages such as C++ and Matlab, and will have access to our Bloomberg training room to enhance your employability skills.
  • You will develop programming skills to utilise in the workplace. In lectures you will be taught the theory and be provided with a financial problem and you will solve these in labs/tutorials.

CAREER PROSPECTS

This programme will help prepare you for a career in government, international organisations or financial institutions working as derivative traders, quantitative traders or quantitative risk managers. Recent graduates have taken up positions in various investments banks. We have a dedicated careers and employability team who provide 1-2-1 support and advice, group workshops, employer events on campus and networking opportunities throughout the year to help you with your career prospects.

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Modules

  • APPLIED COMPUTATIONAL FINANCE
  • DISSERTATION GCEFS
  • FINANCIAL MARKET MICROSTRUCTURE
  • INVESTMENT, FINANCE AND ASSET PRICING
  • MATHEMATICAL FINANCE
  • BASIC ECONOMETRICS
  • ECONOMIC FUNDAMENTALS AND FINANCIAL MARKETS
  • EMPIRICAL ASSET PRICING
  • FINANCIAL SERVICES
  • MODELLING AND FORECASTING FINANCIAL TIME SERIES
  • PORTFOLIO ANALYSIS AND INVESTMENT
  • Requirements

    Listed below are the documents required to apply for this course.
    1 year

    Duration

    Sep 2024

    Start Month

    Aug 2024

    Application Deadline

    Upcoming Intakes

    • September 2024

    Mode of Study

    • Full Time