University of Exeter

University of Exeter

Computational Finance

The MSc Computational Finance provides students with the mathematical and computational skills required to solve real problems in quantitative finance. Many areas of modern finance such as risk management and option pricing emphasise numerical and computational skills as well as an understanding of the mathematical background. The programme brings together expertise from Mathematics and the Business School to ensure a balanced approach to many of the complex problems in modern quantitative finance. On completion of the programme you will be able to review and implement complex financial models in a number of programming languages including C++, MATLAB and R.

Entry requirements

Normally a 2.1 Honours degree or equivalent in mathematics or joint mathematics. For full information, including English language requirements and international equivalencies, please see the relevant programme page found in the postgraduate section of our website.

Course modules

Please note constituent modules and pathways may be updated, deleted or replaced in future years as a consequence of programme development. Details at any time may be obtained from the programme website.
The compulsory modules can include; Methods for Stochastics and Finance; Analysis and Computation for Finance; Mathematical Theory of Optional Pricing; Introduction to C++; Computational Finance with C++; Numerical Finance; Research Methodology; Advanced Mathematics Project; Investment Analysis I; Investment Analysis II; Financial Modeling
Some examples of the optional modules are as follows; Topics in Financial Economics; Banking and Financial Services; Derivatives Pricing; Domestic and International Portfolio Management; Advanced Corporate Finance; Alternative Investments; Quantitative Research Techniques; Advanced Econometrics;

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time September 2016 GBP 22,500 per Year 1 (EU) 1 years
MSc Full-time September 2016 GBP 12,500 per Year 1 (England) 1 years
MSc Full-time September 2016 GBP 22,500 per Year 1 (International) 1 years
MSc Full-time September 2016 GBP 12,500 per Year 1 (Northern Ireland) 1 years
MSc Full-time September 2016 GBP 12,500 per Year 1 (Scotland) 1 years
MSc Full-time September 2016 GBP 12,500 per Year 1 (Wales) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Streatham Campus Exeter EX4 4QJ South West

Get in touch

Remember to mention TARGETpostgrad when contacting universities.

Key information

Contact: 
Postgraduate Admissions Team
Telephone number: 
+44(0)1392 723044