Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling.
We provide practical, hands-on learning about how modern, highly computerised financial markets work, how assets should be priced, and how investors should construct a portfolio of assets. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events.
You master these areas through studying topics including:
Non-linear and evolutionary computational methods for derivatives pricing and portfolio management
Applications of calculus and statistical methods
Computational intelligence in finance and economics
You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts.
We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry.
Our recent graduates have gone on to become risk analysts and managers, asset managers, managing directors and CEOs at a range of global, national, and regional organisations, including HSBC, London Stock Exchange and Deutsche Bank.