ICMA Centre (University of Reading)
This course aims to provide a firm grounding in probability theory; stochastic calculus; derivatives pricing; quantitative and numerical methods; structuring products; volatility analysis; and the modelling of credit; equity; foreign exchange and interest rate derivatives. Optional modules allow students to focus on risk analysis; portfolio management; designing trading strategies or econometric analysis. This degree aims to develop practical and quantitative skills for better pricing and better hedging models for all complex products.
Minimum 2.1 Honours degree or equivalent from an overseas institution in any discipline; applicants must have a satisfactory existing level of numeracy; GMAT may be required; for students whose 1st language is not English an IELTS score of 7.0 with no less than 6.0 in each individual components is required. Applicants must have quantitative discipline; mathematical and engineering degrees are preferred; applicants must have quantitative discipline.
Modules include: quantitative methods for finance; securities, futures and options; fixed income and equity investments; C++ for financial engineering; essentials of financial engineering; derivatives modelling; numerical methods for financial engineering.
|Qualification||Study mode||Start month||Fee||Course duration|
|MSc||Full-time||£ 21,250 per Whole course (home fees)||9 months|
|MSc||Full-time||£ 21,250 per Whole course (overseas fees)||9 months|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|ICMA Centre||Reading||RG6 6BA||South East|
0118 378 8239