UCL (University College London)
The financial services industry place great emphasis on raising the level of mathematics used in banks in applications to pricing, hedging and risk management. This course provides students with the skills necessary in mathematics, statistics and computation for a career in this fast-developing field.
A minimum of an upper 2nd Class Bachelor's degree in a relevant discipline from a UK university or an overseas qualification of an equivalent standard.
Core modules: asset pricing in continuous time; forecasting; interest rates and credit modelling; quantitative and computational finance; options: applied computational finance; equities, foreign exchange and commodities modelling; market risk, measures and portfolio theory; mathematics and statistics of algorithmic trading; numerical analysis for finance; probability; statistical inference; stochastic processes.
The programme is delivered through a combination of lectures, practical classes, tutorials and problem-solving exercises. Assessment is through written papers, coursework, examinations and the research report and presentation.
|Qualification||Study mode||Fee||Course duration|
|MSc||Full-time||£ 22,380 per Academic year (home fees)||1 years|
|MSc||Full-time||£ 25,140 per Academic year (overseas fees)||1 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|Bloomsbury Campus||Camden||WC1E 6BT||South East|
020 7679 3501