MSc Computational Finance Program By Essex, University of |Top Universities

MSc Computational Finance

MSc Computational Finance

Essex, University of

Colchester Campus, Colchester, United Kingdom
  • QS World University Rankings
    439
  • Degree MSc
  • Study Level Masters
  • Duration 24 months
  • Start date Jan-2000
The MSc Computational Finance equips students with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling. Students will gain 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, this course emphasizes on risk management in non-Gaussian environment with extreme events. This course includes topics such as: Non-linear and evolutionary computational methods for derivatives pricing and portfolio management; Applications of calculus and statistical methods; Computational intelligence in finance and economics; Financial markets.