City, University of London

City, University of London

Quantitative Finance

This course develops the specialised skills required to implement theory in areas such as quantitative analysis, financial research, quantitative asset management, derivatives structuring, financial programming and risk management; it equips students with a rigorous understanding of the theory behind asset pricing and fixed income securities with relevant applications using various computer software including programming languages; the course focuses very much on forecasting ie econometrics and numerical methods, and also covers risk management.

Entry requirements

Excellent Honours degree in a strongly quantitative subject, preferably with a substantial component of economics or finance; candidates may be asked to take a GMAT test.

Course modules

Derivatives; fixed income and credit risk modelling; asset pricing; financial econometrics; foundations of numerical methods; risk management; computing and numerical methods (C++); advanced econometric analysis of financial markets; electives include: finance with Matlab; finance with Visual Basic; exotic options; energy and weather derivatives; forecasting of financial markets; FX trading; advanced financial engineering.

Sponsorship information

Scholarships are available for very well-qualified candidates.


Qualification Study mode Start month Fee Course duration
MSc Full-time £ 23,000 per Academic year (overseas fees) 1 years
MSc Full-time £ 23,000 per Academic year (home fees) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Northampton Square Islington EC1V 0HB South East

Key information

Telephone number: 
020 7040 5060