Lancaster University

Lancaster University

Quantitative Finance

This programme is designed to give students in-depth knowledge of problems and issues in the financial sector, and enables them to develop advanced analytical, problem-solving and technical skills. The programme gives them access to expertise and facilities in different but related areas, and offers a wide range of potential topics for their summer dissertation. Optional modules also allow students to develop particular specialisms. Students will acquire skills in data and financial analysis, forecasting, optimisation, and computer programming. Students will also become proficient in various statistical and econometrics packages.

Entry requirements

A degree in a numerate subject (for example physics, mathematics, statistics, management science) or equivalent qualification from a recognised university. Familiarity at undergraduate level with topics such as probability and statistics, calculus and linear algebra is essential. Where English is not the native language/language of instruction: IELTS: 7.0 or equivalent (minimum element scores apply).

Course modules

Subject areas: C++ programming for quantitative finance; derivatives pricing; economics for money, banking and finance; financial econometrics; financial stochastic processes; financial markets; optimisation; statistical methods for financial and economic applications.

Assessment methods

Assessment is by coursework, reports and examination, as well as a dissertation.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time October 2016 GBP 15,500 per Year 1 (England) 12 months
MSc Full-time October 2016 GBP 20,000 per Year 1 (International) 12 months
MSc Full-time October 2016 GBP 15,500 per Year 1 (Northern Ireland) 12 months
MSc Full-time October 2016 GBP 15,500 per Year 1 (Scotland) 12 months
MSc Full-time October 2016 GBP 15,500 per Year 1 (Wales) 12 months

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Lancaster University Lancaster LA1 4YW North West

Get in touch

Remember to mention TARGETpostgrad when contacting universities.

Key information

Contact: 
Postgraduate Enquiries
Telephone number: 
01524 510733