City, University of London
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.
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.
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.
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 name||Town||Postcode||Region||Main campus||Campus||Partner|
|Northampton Square||Islington||EC1V 0HB||South East|
020 7040 5060