University of Greenwich

University of Greenwich

Computational Finance

This programme is designed for graduates in mathematics, or engineering and science with an excellent mathematical background, wishing to pursue careers in the finance, banking or service industry. The core philosophy of the programme is to equip students with foundational knowledge in mathematical finance combined with an in-depth development of associated computational methods. This programme is suitable for both new graduates, as well as those experienced professional practitioners from the financial and banking industry who wish to further their skills. The programme covers relevant mathematical skills and applications, including modules on related theory and numerical skills from other applications industries, and professional modules utilising research expertise within the School. It will ensure that students have an advanced understanding of both theory and practice in this specialist area. Students will acquire a professional knowledge of mathematical finance and its applications, with high-level computational skills related to finance and banking. Students will also gain an understanding of some emerging applications. There will be hands-on training in various development tools and usage of computational and trading software related to finance.

Entry requirements

A 2.1 classification or equivalent in Mathematics, or in Science and Engineering with an excellent mathematical background. Those who have substantial commercial or industrial experience in a relevant field can be accepted, subject to interview, references, and recommendation from the programme committee. For applicants whose first language is not English, the minimum level of English is the equivalent to an IELTS score of 6 or for TOEFL iBT a score of 93.

Course modules

Modules include: Individual project; mathematical finance; computational methods; mathematical approaches to risk management; advanced finite difference methods for derivatives pricing; inverse problems; reliability and optimisation; scientific software design and development; enterprise software engineering development; internet and web technologies; software tools and techniques; advanced algorithms; e-business strategy; actuarial mathematics; financial econometrics.

Assessment methods

Assessment is through coursework and a project.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time September 2016 GBP 7,200 per Whole course (England) 12 months
MSc Full-time September 2016 GBP 11,350 per Whole course (International) 12 months
MSc Full-time September 2016 GBP 7,200 per Whole course (Northern Ireland) 12 months
MSc Full-time September 2016 GBP 7,200 per Whole course (Scotland) 12 months
MSc Full-time September 2016 GBP 7,200 per Whole course (Wales) 12 months
MSc Part-time September 2016 GBP 7,200 per Whole course (England) 24 months
MSc Part-time September 2016 GBP 7,200 per Whole course (Northern Ireland) 24 months
MSc Part-time September 2016 GBP 7,200 per Whole course (Scotland) 24 months
MSc Part-time September 2016 GBP 7,200 per Whole course (Wales) 24 months

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Greenwich Maritime Campus Greenwich SE10 9LS South East

Get in touch

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Key information

Contact: 
Enquiry Unit
Telephone number: 
020 8331 9000