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MScComputational Finance

Tuition fee £11,700.00 per year
More information

Expenses, accommodation, working etc.

www2.gre.ac.uk/..rses/pg/maths/compfinance 

Overview

This programme is designed for graduates in mathematics, or engineering and science with an excellent mathematical background, wishing to pursue careers in the finance, banking or service industry. The core philosophy of the programme is to equip you with foundational knowledge in mathematical finance combined with an in-depth development of associated computational methods.

This programme is suitable for both new graduates, as well as those experienced professional practitioners from the financial and banking industry who wish to further their skills. The programme covers relevant mathematical skills and applications, including modules on related theory and numerical skills from other applications industries, and professional modules utilising research expertise within the School. It will ensure that you have an advanced understanding of both theory and practice in this specialist area.

You will acquire a professional knowledge of mathematical finance and its applications, with high-level computational skills related to finance and banking. You will also gain an understanding of some emerging applications. There will be hands-on training in various development tools and usage of computational and trading software related to finance.

Programme structure

Individual Project (60 credits)
Mathematical Finance (30 credits)
Computational Methods (15 credits)
Mathematical Approaches to Risk Management (15 credits)
Advanced Finite Difference Methods for Derivatives Pricing (15 credits)
Two 15-credit options from: Inverse Problems; Reliability and Optimisation; Scientific Software Design and Development (30 credits)
One option from: Enterprise Software Engineering Development; User Centred Web Engineering; Software Tools and Techniques; Advanced Algorithms; E-Business Strategy; Actuarial Mathematics; Financial Econometrics (15 credits)

Career opportunities

Financial and insurance sectors, risk management of financial and insurance products, financial consultants, research scientists, further research leading to PhD.

Apply now!
Application start
Aug 1, 2017
Application deadline
Aug 1, 2017 23:59 (GMT)

We are currently NOT ACCEPTING applications from NON-EU countries, except Georgia and Serbia.

Application deadlines apply to citizens of: United States