University of Sussex
This course is designed to cover the main aspects of quantitative finance including general finance theory, finance models and programming for graduates with a science, engineering and mathematics background. The course includes topics such as interest rate theory, arbitrage theory, GARCH models, corporate finance, the Black-Scholes model and numerical analysis, programming in C and Java, and the use of mathematical computing software. Some options offer probability and statistical theory, which are essential for further development of the mathematical analysis of financial problems.
A 1st- or upper 2nd-Class undergraduate Honours degree in a subject normally with a high mathematics content. Applicants with a degree in mathematics, finance, economics, business, science, engineering or computing are ideally suited to this course but other subjects, combined with suitable experience, can also be considered.
Autumn term: Corporate and international finance; financial computing with MATLAB; financial mathematics; and an option chosen from a wide range of mathematics or computing modules. Spring term: Financial portfolio analysis; financial and time series econometrics; math models in finance and industry; topics in financial risk analysis, and an option chosen from mathematics modules. Summer term: MSc dissertation (usually in banking risk assessment or investment risk assessment).
Assessment methods vary, with a mixture of unseen examinations and dissertation/projects.
|Qualification||Study mode||Fee||Course duration|
|MSc||Full-time||£ 8,150 per Academic year (home fees)||1 years|
|MSc||Full-time||£ 15,350 per Academic year (overseas fees)||1 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|Sussex House||Brighton||BN1 9RH||South East|