City, University of London
This course gives students the tools necessary to undertake high-quality research in both financial and academic institutions; they acquire an in-depth knowledge and understanding of financial mathematics, which includes financial mathematical theory and modelling, along with probability theory and programming which is then applied for asset pricing, modelling interest rates and risk management; the course is rigorous with respect to the mathematics but also places great emphasis on linking theory with real world developments.
Upper 2nd Class degree in mathematics, statistics, physics, actuarial science, engineering or economics (with substantial mathematics content).
Asset pricing; numerical methods 1: foundations; mathematical models for financial derivatives; stochastic calculus; fixed income securities; numerical methods 2: applications in finance; risk analysis; advanced stochastic modelling methods in finance; 5 electives or 1 elective and a business research project: hedge funds; exotic options; equity investment; technical analysis and trading options; advanced financial engineering and credit; fixed income arbitrage and trading; behavioural finance; MATLAB; visual basic.
|Qualification||Study mode||Fee||Course duration|
|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