Loader
logo
Course Image

Course Description

Quantitative financial methods are one of the fastest growing areas of the present day banking and corporate environments. The solution by Black, Scholes and Merton of the option pricing problem set off a revolution in finance resulting in the introduction of sophisticated mathematical techniques in the financial markets and corporate planning. To understand, apply and develop these methods requires a good understanding of both advanced mathematics and advanced financial theory. By combining the available expertise in the Mathematical Research Institute and the financial expertise of the Business School, this intensive MSc programme will prepare you for a career in international banking or international business. During your MSc you can choose from two project streams. These emphasise either the financial or the mathematical sides of the programme. Programme structure Total credits required: 180 (Masters) 120 (PG Diploma) Compulsory modules * Methods for Stochastics and Finance (15) * Analysis and Computation for Finance (15) * Mathematical Theory of Option Pricing (15) * Fundamentals of Financial Management (30) * Research Methods for Finance and Accounting (15) * Advanced Econometrics (15) Option modules * Research Methodology (15) * Financial Mathematics Project (45) Or * Research Methods for Finance and Accounting (15) * Investment Analysis 1 (15) * Investment Analysis Project (15) Plus Remaining credits taken from: * Corporate Finance (15) * Derivatives Pricing (15) * Principles of Finance (15) * Advanced Financial Theory (15) * Advanced Topics in Statistics (15) * Dynamical Systems and Chaos (15) * Pattern Recognition (15) Please visit the School?s web pages for details of module requirements for the Postgraduate Diploma. Assessment By a combination of coursework and written examination, plus a 45 credit project (if you choose a stream of courses in SECAM) or a 15 credit project (on the SOBE stream). The Financial Mathematics project length is about 10,000 words.

Quantitative financial methods are one of the fastest growing areas of the present day banking and corporate environments. The solution by Black, Scholes and Merton of the option pricing problem set off a revolution in finance resulting in the introduction of sophisticated mathematical techniques in the financial markets and corporate planning. To understand, apply and develop these methods...

Read More

Related Courses