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The MSc in Quantitative Finance develops sophisticated statistical, programming and economic skills for roles in areas such as quantitative asset management and risk management. Read more
The MSc in Quantitative Finance develops sophisticated statistical, programming and economic skills for roles in areas such as quantitative asset management and risk management.

The MSc in Quantitative Finance will equip you with a rigorous understanding of the theory behind asset pricing, fixed income securities and risk management, supported by solid knowledge of numerical analysis and programming languages; special emphasis is on econometric techniques as forecasting and market microstructure analysis.

Typical career paths of graduates from our MSc in Quantitative Finance include research positions (in both financial and academic institutions), or roles involving the assessment of market microstructure across a number of exchanges, stress testing/scenario analysis, development and improvements of asset allocation models and analysis of potential investment vehicles across different asset classes, such as Hedge Funds Risk Analyst, Financial Analyst and Asset Allocation Analyst.

The demand for recruits with strong quantitative skills has spread beyond the pure derivatives area, and graduates from the course move into a range of careers in the financial sector. Cass's proximity to the City of London helps graduates to access outstanding career opportunities, especially as Cass has close links with many City institutions.

Visit the website: http://www.cass.city.ac.uk/courses/masters/courses/quantitative-finance

Course detail

There are two Induction Weeks The Quantitative Finance course starts with two compulsory induction weeks, focused on:

• an introduction to careers in finance and the opportunity to speak to representatives from over 75 companies during a number of different industry specific fairs.

• a reminder course of advanced financial mathematics, statistics and basic computing which forms a prerequisite of the core modules in term 1.

Format

To satisfy the requirements of the degree programme students must complete:

• eight core courses (15 credits each)
and
• two additional core modules plus three electives (10 credits each)
or
• three electives (10 credits each) and an Applied Research Project (20 credits)
or
• one elective (10 credits) and a Business Research Project (40 credits)

Assessment

Assessment of modules on the MSc in Quantitative Finance, in most cases, is by means of coursework and unseen examination. Coursework may consist of standard essays, individual and group presentations, group reports, classwork, unseen tests and problem sets. Please note that any group work may include an element of peer assessment.

Career opportunities

Although investment and hedge funds remain the biggest users and innovators in quantitative finance, other financial sectors such as commercial banking, insurance and fund management are now keenly interested. Fund managers and hedge funds, for example, make extensive use of quantitative techniques to develop trading strategies, optimise portfolios and assess risk.

Some examples of where graduates from the MSc in Quantitative Finance class of 2014 are working are:

• Capita Asset Services - Analyst
• RBS - Graduate Risk Analyst
• Dong MeKong Construction Manufacture and Trading - Project Assistant
• nPOWER - Quant Risk Analyst

How to apply

Apply here: http://www.city.ac.uk/study/postgraduate/applying-to-city

Funding

For information on funding, please follow this link: http://www.city.ac.uk/study/postgraduate/funding-and-financial-support

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This programme offers training in the key areas of investment fund management with particular emphasis on hedge fund management and applications of financial engineering. Read more
This programme offers training in the key areas of investment fund management with particular emphasis on hedge fund management and applications of financial engineering.

Why this programme

-On this programme you will acquire a sound understanding of how an investment fund works, legal aspects of the assets under management and the risk related to different asset classes.
-You will acquire employability skills by practising real case studies using the Adam Smith Business School's dedicated Bloomberg trading room.

Programme structure

You will take four core courses, two optional courses and complete a substantial independent piece of work, normally in the form of a dissertation. Students will be welcome to attend Economics research seminars taking place in the Adam Smith Business School as well as practitioners’ talks.

Core Courses
-Advanced portfolio analysis
-Financial markets, securities and derivatives
-Hedge fund risk management
-Portfolio analysis and investment

Optional Courses
-Applied computational finance
-Basic econometrics
-Financial derivatives (Mathematical finance is a co-requisite for this course)
-Financial market micro structure
-Mathematical finance
-The law and economics of sovereign debt regulation

Career prospects

This programme is for students wishing to pursue a career in investment fund management such as asset management companies, hedge funds, wealth management banks, regulators and central banks.

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Brunel’s original finance programme has been running successfully for nearly 20 years. This MSc focuses on financial decision making and financial analysis, appropriate for the understanding of financial markets and institutions. Read more
Brunel’s original finance programme has been running successfully for nearly 20 years. This MSc focuses on financial decision making and financial analysis, appropriate for the understanding of financial markets and institutions.

Through the core units, the aim of the course is to provide a rigorous treatment of the theory of corporate finance as well as to provide you with the econometric and mathematical techniques necessary to understand the literature and undertake empirical investigations in the area of finance.

Through a free selection of optional units, the course is designed to offer you the opportunity to obtain more specialised knowledge through options such as Financial Engineering, International Finance, and Financial Accounting. Financial Engineering considers stock options and futures contracts on indices and how such assets might be used to hedge and evaluate risk. International Finance is informative both from the perspective of the derivatives used to hedge exchange rate risk and of the macroeconomic understanding of what drives exchange rate behaviour in an open economy.

The course is particularly appealing to those students whose career choices are likely to lie in the financial sector. The course also provides a sound foundation for those interested in continuing with research towards a PhD, and former students are now working as academics at institutions including the Australian School of Business, Glasgow University and the Oslo Business School.

Here's what some of our students have to say:

Joseph: “Brunel’s graduates have amongst the highest graduate starting salaries in the UK.”
Huong: “Something I love here at Brunel is the international environment, which enriches
my understanding of different cultures.”
Jigar: “I found the tutors very friendly and they were ready to explain everything from
scratch.”
Vidar: “Academic staff at Brunel are of a high standard and the University has first class
facilities to offer its students.”
Enid: “The programme has equipped me to make a meaningful contribution to he
development process in my country as a government analyst, particularly with
regard to financial regulations, practices and institutions.”

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The School of Mathematics and Alliance Manchester Business School at the University of Manchester have combined their academic strength and practical expertise to deliver the MSc in Mathematical Finance (UK 1 year), ensuring that students can experience both the mathematical and economic perspective of the subject. Read more
The School of Mathematics and Alliance Manchester Business School at the University of Manchester have combined their academic strength and practical expertise to deliver the MSc in Mathematical Finance (UK 1 year), ensuring that students can experience both the mathematical and economic perspective of the subject.

This is also supported by invited lectures from senior staff members of leading financial institutions and outstanding mathematicians who are internationally recognised for contributions to Mathematical Finance. Past lectures include:
-Professor M. Schweizer (ETH Zurich and Swiss Finance Institute) An overview of quadratic hedging and related topics
-Professor H. Follmer (Humboldt University of Berlin) Monetary valuation of cash flows under Knightian uncertainty
-Professor M. H. A. Davis (Imperial College London) Contagion models in credit risk

The course provides students with advanced knowledge and understanding of the main theoretical and applied concepts in Mathematical Finance delivered from a genuinely international and multi-cultural perspective with a current issues approach to teaching. The focus is on mathematical theory and modelling, drawing from the disciplines of probability theory, scientific computing and partial differential equations to derive relations between asset prices and interest rates, and to develop models for pricing, risk management and financial product development.

The finance industry demands recruits with strong quantitative skills and the course is intended to prepare students for careers in this area. The course provides training for those who seek a career in the finance industry specialising in derivative securities, investment, risk management and hedge funds. It also provides research skills for those who subsequently wish to pursue research and/or an academic career (e.g. university lecturer) or continue the study at doctoral level, particularly those wishing to pursue further/advanced studies in Mathematical Finance.

Coursework and assessment

Teaching is shared by the School of Mathematics and Alliance Manchester Business School, and delivered through lectures, case studies, seminars and group project-based work.

Career opportunities

The finance industry demands recruits with strong quantitative skills and the course is intended to prepare students for careers in this area. The course provides training for those who seek a career in the finance industry specialising in derivative securities, investment, risk management and hedge funds. It also provides research skills for those who subsequently wish to pursue research and/or an academic career (e.g. university lecturer) or continue the study at doctoral level, particularly those wishing to pursue further/advanced studies in Mathematical Finance.

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Programme structure. The programme offers four "core" modules, taken by all students, along with a variety of elective modules from which students can pick and choose. Read more
Programme structure
The programme offers four "core" modules, taken by all students, along with a variety of elective modules from which students can pick and choose. There are examinations and coursework in eight modules altogether, including the four core modules. Additionally, all students complete a dissertation.

Core modules
0.Probability and stochastics. This course provides the basics of the probabilistic ideas and mathematical language needed to fully appreciate the modern mathematical theory of finance and its applications. Topics include: measurable spaces, sigma-algebras, filtrations, probability spaces, martingales, continuous-time stochastic processes, Poisson processes, Brownian motion, stochastic integration, Ito calculus, log-normal processes, stochastic differential equations, the Ornstein-Uhlenbeck process.


0.Financial markets. This course is designed to cover basic ideas about financial markets, including market terminology and conventions. Topics include: theory of interest, present value, future value, fixed-income securities, term structure of interest rates, elements of probability theory, mean-variance portfolio theory, the Markowitz model, capital asset pricing model (CAPM), portfolio performance, risk and utility, portfolio choice theorem, risk-neutral pricing, derivatives pricing theory, Cox-Ross-Rubinstein formula for option pricing.


0.Option pricing theory. The key ideas leading to the valuation of options and other important derivatives will be introduced. Topics include: risk-free asset, risky assets, single-period binomial model, option pricing on binomial trees, dynamical equations for price processes in continuous time, Radon-Nikodym process, equivalent martingale measures, Girsanov's theorem, change of measure, martingale representation theorem, self-financing strategy, market completeness, hedge portfolios, replication strategy, option pricing, Black-Scholes formula.


0.Financial computing I. The idea of this course is to enable students to learn how the theory of pricing and hedging can be implemented numerically. Topics include: (i) The Unix/Linux environment, C/C++ programming: types, decisions, loops, functions, arrays, pointers, strings, files, dynamic memory, preprocessor; (ii) data structures: lists and trees; (iii) introduction to parallel (multi-core, shared memory) computing: open MP constructs; applications to matrix arithmetic, finite difference methods, Monte Carlo option pricing.


0.Interest rate theory. An in-depth analysis of interest-rate modelling and derivative pricing will be presented. Topics include: interest rate markets, discount bonds, the short rate, forward rates, swap rates, yields, the Vasicek model, the Hull-White model, the Heath-Jarrow-Merton formalism, the market model, bond option pricing in the Vasicek model, the positive interest framework, option and swaption pricing in the Flesaker-Hughston model.

Elective modules

0.Portfolio theory. The general theory of financial portfolio based on utility theory will be introduced in this module. Topics include: utility functions, risk aversion, the St Petersburg paradox, convex dual functions, dynamic asset pricing, expectation, forecast and valuation, portfolio optimisation under budget constraints, wealth consumption, growth versus income.


0.Information in finance with application to credit risk management. An innovative and intuitive approach to asset pricing, based on the modelling of the flow of information in financial markets, will be introduced in this module. Topics include: information-based asset pricing – a new paradigm for financial risk management; modelling frameworks for cash flows and market information; applications to credit risk modelling, defaultable discount bond dynamics, the pricing and hedging of credit-risky derivatives such as credit default swaps (CDS), asset dependencies and correlation modelling, and the origin of stochastic volatility.

0.Mathematical theory of dynamic asset pricing. Financial modelling and risk management involve not only the valuation and hedging of various assets and their positions, but also the problem of asset allocation. The traditional approach of risk-neutral valuation treats the problem of valuation and hedging, but is limited when it comes to understanding asset returns and the behaviour of asset prices in the real-world 'physical' probability measure. The pricing kernel approach, however, treats these different aspects of financial modelling in a unified and coherent manner. This module introduces in detail the techniques of pricing kernel methodologies, and its applications to interest-rete modelling, foreign exchange market, and inflation-linked products. Another application concerns the modelling of financial markets where prices admit jumps. In this case, the relation between risk, risk aversion, and return is obscured in traditional approaches, but is made clear in the pricing kernel method. The module also covers the introduction to the theory of Lévy processes for jumps and its applications to dynamic asset pricing in the modern setting.

0.Financial computing II: High performance computing. In this parallel-computing module students will learn how to harness the power of a multi-core computer and Open MP to speed up a task by running it in parallel. Topics include: shared and distributed memory concepts; Message Passing and introduction to MPI constructs; communications models, applications and pitfalls; open MP within MPI; introduction to Graphics Processors; GPU computing and the CUDA programming model; CUDA within MPI; applications to matrix arithmetic, finite difference methods, Monte Carlo option pricing.


0.Risk measures, preference and portfolio choice. The idea of this module is to enable students to learn a variety of statistical techniques that will be useful in various practical applications in investment banks and hedge funds. Topics include: probability and statistical models, models for return distributions, financial time series, stationary processes, estimation of AR processes, portfolio regression, least square estimation, value-at-risk, coherent risk measures, GARCH models, non-parametric regression and splines.

Research project

Towards the end of the Spring Term, students will choose a topic to work on, which will lead to the preparation of an MSc dissertation. This can be thought of as a mini research project. The project supervisor will usually be a member of the financial mathematics group. In some cases the project may be overseen by an external supervisor based at a financial institution or another academic institution.

Read less
Globally, financial tools, products and software are becoming increasingly complex and sophisticated. There's a demand for market-aware graduates who can demonstrate an understanding of mathematical models used in these products. Read more

Why this course?

Globally, financial tools, products and software are becoming increasingly complex and sophisticated. There's a demand for market-aware graduates who can demonstrate an understanding of mathematical models used in these products.

The MSc in Quantitative Finance – an innovative cross-faculty alliance between the Strathclyde Business School and the Faculty of Science – has been developed to address this need. The course has been designed so that students who have a strong aptitude for mathematics, statistics and computing but who have not studied these topics in detail in their first degree can learn the necessary skills to move into the financial industry.

This course will prepare you for a career in financial engineering and risk management. Careers include roles as a hedge fund manager or financial analyst.

You’ll gain:
- a good understanding of financial theory and analysis
- an appreciation of financial markets
- a practical understanding of numerical methods in finance
- an introduction to programming for financial applications
- an understanding of the role of computers in business processes

See the website https://www.strath.ac.uk/courses/postgraduatetaught/quantitativefinance/

What you’ll study

The curriculum provides a balance between finance and mathematical theory, computer implementations of this theory, and practical skills and knowledge.

Core classes are undertaken in the first semester, and address themes such as principles of finance and quantitative methods for finance, as well as foundation classes in mathematics, statistics and computing science.

Work placement

You may be able to undertake an industrial based MSc project. This takes place in the third semester of the course between June and September. The placement can be based in the UK or in another country and are typically paid internships. In 2014 we had students placed in banks in France and Malta.

Facilities

The Department of Mathematics & Statistics has teaching rooms which provide you with access to modern teaching equipment and access to University computing laboratories with all necessary software available.

You'll also have access to a common room facility which gives you a modern and flexible area which can be used for individual and group study work and is also a relaxing social space.

Pre-Masters preparation course

The Pre-Masters Programme is a preparation course for international students (non EU/UK) who do not meet the entry requirements for a Masters degree at University of Strathclyde. The Pre-Masters programme provides progression to a number of degree options.

To find out more about the courses and opportunities on offer visit isc.strath.ac.uk or call today on +44 (0) 1273 339333 and discuss your education future. You can also complete the online application form. To ask a question please fill in the enquiry form and talk to one of our multi-lingual Student Enrolment Advisers today.

Learning & teaching

Classes are delivered by a number of teaching methods:
- lectures (using a variety of media including electronic presentations and computer demonstrations)
- tutorials
- computer laboratories
- coursework
- projects.

Teaching is student-focused, with students encouraged to take responsibility for their own learning and development. Classes are supported by web-based materials.

Assessment

The form of assessment varies from class to class. For most classes the assessment involves both coursework and examinations.

Careers

Financial tools, products and software are becoming increasingly complex and sophisticated and there's a need for the finance industry to self-regulate as it witnesses unprecedented growth. Market-aware finance graduates, who understand the mathematical models used to develop these products and their computer implementations will be much in demand by international organisations.

Drawing on expert academic input from three departments – Accounting & Finance, Mathematics & Statistics, and Computer & Information Sciences – this one-year programme has been developed to prepare participants for careers within areas such as financial engineering and risk management, and for highly quantitative roles, such as hedge fund managers and financial analysts.

We also work closely with the University's Careers Service. They offer advice and guidance on career planning and looking for and applying for jobs. In addition they administer and publicise graduate and work experience opportunities.

Find information on Scholarships here http://www.strath.ac.uk/search/scholarships/index.jsp

Read less
Programme structure. The programme offers five "core" modules, taken by all candidates, along with a variety of elective modules from which students can pick and choose. Read more
Programme structure

The programme offers five "core" modules, taken by all candidates, along with a variety of elective modules from which students can pick and choose. There are lectures, examinations and coursework in eight modules altogether, including the five core modules. Additionally, all students complete an individual research project on a selected topic in financial mathematics, leading to the submission of a dissertation.

Core modules

Probability and stochastics. This course provides the basics of the probabilistic ideas and mathematical language needed to fully appreciate the modern mathematical theory of finance and its applications. Topics include: measurable spaces, sigma-algebras, filtrations, probability spaces, martingales, continuous-time stochastic processes, Poisson processes, Brownian motion, stochastic integration, Ito calculus, log-normal processes, stochastic differential equations, the Ornstein-Uhlenbeck process.

Financial markets. This course is designed to cover basic ideas about financial markets, including market terminology and conventions. Topics include: theory of interest, present value, future value, fixed-income securities, term structure of interest rates, elements of probability theory, mean-variance portfolio theory, the Markowitz model, capital asset pricing model (CAPM), portfolio performance, risk and utility, portfolio choice theorem, risk-neutral pricing, derivatives pricing theory, Cox-Ross-Rubinstein formula for option pricing.

Option pricing theory. The key ideas leading to the valuation of options and other important derivatives will be introduced. Topics include: risk-free asset, risky assets, single-period binomial model, option pricing on binomial trees, dynamical equations for price processes in continuous time, Radon-Nikodym process, equivalent martingale measures, Girsanov's theorem, change of measure, martingale representation theorem, self-financing strategy, market completeness, hedge portfolios, replication strategy, option pricing, Black-Scholes formula.


Interest rate theory. An in-depth analysis of interest-rate modelling and derivative pricing will be presented. Topics include: interest rate markets, discount bonds, the short rate, forward rates, swap rates, yields, the Vasicek model, the Hull-White model, the Heath-Jarrow-Merton formalism, the market model, bond option pricing in the Vasicek model, the positive interest framework, option and swaption pricing in the Flesaker-Hughston model.

Financial computing I. The idea of this course is to enable students to learn how the theory of pricing and hedging can be implemented numerically. Topics include: (i) The Unix/Linux environment, C/C++ programming: types, decisions, loops, functions, arrays, pointers, strings, files, dynamic memory, preprocessor; (ii) data structures: lists and trees; (iii) introduction to parallel (multi-core, shared memory) computing: open MP constructs; applications to matrix arithmetic, finite difference methods, Monte Carlo option pricing.

Elective modules

Portfolio theory. The general theory of financial portfolio based on utility theory will be introduced in this module. Topics include: utility functions, risk aversion, the St Petersburg paradox, convex dual functions, dynamic asset pricing, expectation, forecast and valuation, portfolio optimisation under budget constraints, wealth consumption, growth versus income.

Information in finance with application to credit risk management. An innovative and intuitive approach to asset pricing, based on the modelling of the flow of information in financial markets, will be introduced in this module. Topics include: information-based asset pricing – a new paradigm for financial risk management; modelling frameworks for cash flows and market information; applications to credit risk modelling, defaultable discount bond dynamics, the pricing and hedging of credit-risky derivatives such as credit default swaps (CDS), asset dependencies and correlation modelling, and the origin of stochastic volatility.


Mathematical theory of dynamic asset pricing. Financial modelling and risk management involve not only the valuation and hedging of various assets and their positions, but also the problem of asset allocation. The traditional approach of risk-neutral valuation treats the problem of valuation and hedging, but is limited when it comes to understanding asset returns and the behaviour of asset prices in the real-world 'physical' probability measure. The pricing kernel approach, however, treats these different aspects of financial modelling in a unified and coherent manner. This module introduces in detail the techniques of pricing kernel methodologies, and its applications to interest-rete modelling, foreign exchange market, and inflation-linked products. Another application concerns the modelling of financial markets where prices admit jumps. In this case, the relation between risk, risk aversion, and return is obscured in traditional approaches, but is made clear in the pricing kernel method. The module also covers the introduction to the theory of Lévy processes for jumps and its applications to dynamic asset pricing in the modern setting.


Financial computing II: High performance computing. In this parallel-computing module students will learn how to harness the power of a multi-core computer and Open MP to speed up a task by running it in parallel. Topics include: shared and distributed memory concepts; Message Passing and introduction to MPI constructs; communications models, applications and pitfalls; open MP within MPI; introduction to Graphics Processors; GPU computing and the CUDA programming model; CUDA within MPI; applications to matrix arithmetic, finite difference methods, Monte Carlo option pricing.

Risk measures, preference and portfolio choice. The idea of this module is to enable students to learn a variety of statistical techniques that will be useful in various practical applications in investment banks and hedge funds. Topics include: probability and statistical models, models for return distributions, financial time series, stationary processes, estimation of AR processes, portfolio regression, least square estimation, value-at-risk, coherent risk measures, GARCH models, non-parametric regression and splines.

Research project

Towards the end of the Spring Term, students will choose a topic for an individual research project, which will lead to the preparation and submission of an MSc dissertation. The project supervisor will usually be a member of the Brunel financial mathematics group. In some cases the project may be overseen by an external supervisor based at a financial institution or another academic institution.

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The MSc in Banking and International Finance is designed to equip you for a very wide range of careers in banks, investment banks, securities firms, portfolio managers, finance departments of industrial and service companies, consultants, central banks, auditors, multinational financial organisations, etc. Read more
The MSc in Banking and International Finance is designed to equip you for a very wide range of careers in banks, investment banks, securities firms, portfolio managers, finance departments of industrial and service companies, consultants, central banks, auditors, multinational financial organisations, etc.

Such organisations have a continuous demand for postgraduate-level executives. Consequently, this MSc is popular with high-calibre individuals driven by a desire to work in activities such as: traditional lending, securitisation, credit derivatives, bridge financing, asset management, trading foreign exchange and securities, derivatives and structured products, mergers and acquisitions, initial public offerings, securities custody, retail services, etc.

The course is a Chartered Financial Analyst Institute (CFA) Partner Programme. Please see the Accreditations tab for more information on how you can benefit from this partnership.

Visit the website: http://www.cass.city.ac.uk/courses/masters/courses/banking-and-international-finance

Course detail

The Banking and International Finance course starts with two compulsory induction weeks, mainly dedicated to:

• An introduction to careers in finance and the opportunity to speak to representatives from over 75 companies during a number of different industry specific fairs.
• A refresher course of basic financial mathematics, statistics, computing and electronic databases.

Format

To satisfy the requirements of the degree course students must complete:
• eight core courses (15 credits each)
and
• five electives (10 credits each)
or
• three electives (10 credits each) and an Applied Research Project (20 credits)
or
• one elective (10 credits) and a Business Research Project (40 credits)

Assessment

Assessment of modules on the MSc in Banking & International Finance, in most cases, is by means of coursework and unseen examination. Coursework may consist of standard essays, individual and group presentations, group reports, classwork, unseen tests and problem sets. Please note that any group work may include an element of peer assessment.

Career opportunities

There is a continuous demand for capable postgraduate level executives in the world of finance.

Graduates from the MSc in Banking & International Finance move into a diverse range of careers in the financial sector: investment banking, securities sales and trading, foreign exchange, hedge funds, private banking, credit products, financial and credit risk management and consultancy.

Some examples of where graduates from the MSc in Banking & International Finance class of 2014 are working are:

• EY - Consultant
• Morgan Stanley - Credit Risk Analyst
• FitchRatings - Associate Analyst
• Barclays - Trading Assistant

How to apply

Apply here: http://www.city.ac.uk/study/postgraduate/applying-to-city

Funding

For information on funding, please follow this link: http://www.city.ac.uk/study/postgraduate/funding-and-financial-support

Read less
A Masters in Finance from Cass has the potential to open up global career opportunities for flexible high-calibre students. That's because Cass is among the world's most respected business schools, meeting the needs of employers with a unique blend of theory and practice. Read more
A Masters in Finance from Cass has the potential to open up global career opportunities for flexible high-calibre students. That's because Cass is among the world's most respected business schools, meeting the needs of employers with a unique blend of theory and practice.

Our proximity to the London's financial district, enhances the practical, real world nature of the educational experience at Cass. Indeed, you will often be exposed to regular instruction and advice from City of London professionals.

This gives you:

• A comprehensive grasp of the principles and applications of finance
• Technical and conceptual skills
• Broad experience of quantitative techniques
• A focus on financial issues in all industry sectors
• City of London contacts
• An international, multicultural perspective
• A flexible qualification suitable for a wide range of roles.

The course is a Chartered Financial Analyst Institute (CFA) Partner Programme and is accredited by the Chartered Institute of Securities &\; Investment (CISI) There are also exemptions from some exams of the Chartered Institute of Management Accountants ( CIMA ) and the Association of Chartered Certified Accountants (ACCA). Please see the Accreditations tab for more information on how you can benefit from these partnerships.

Visit the website: http://www.cass.city.ac.uk/courses/masters/courses/finance

Course detail

Induction Weeks - the MSc in Finance course starts with two compulsory induction weeks, including:

• An introduction to the Cass Careers offering with a focus on key skills and attributes that employers are looking for. The annual MSc Careers Fair at this time also provides the opportunity to meet over 60 companies who are recruiting across many sectors including finance, energy, insurance, real estate, shipping, strategic management and internal auditing.
• a refresher course of basic financial mathematics, statistics, computing and electronic databases

Format

To satisfy the requirements of the degree course students must complete:
• eight core courses (15 credits each)
and
• two additional core modules plus three electives (10 credits each)
or
• three electives (10 credits each) and an Applied Research Project (20 credits)
or
• one elective (10 credits) and a Business Research Project (40 credits)

Assessment

Assessment of modules on the MSc in Finance, in most cases, is by means of coursework and unseen examination. Coursework may consist of standard essays, individual and group presentations, group reports, classwork, unseen tests and problem sets. Please note that any group work may include an element of peer assessment.

Career opportunities

Graduates from the MSc in Finance move into a diverse range of financial sector careers: investment banking, securities sales and trading, foreign exchange, hedge funds, private banking, credit products, financial and credit risk management and consultancy.

Some examples of where graduates from the MSc in Finance class of 2014 are working are:

• DNB Bank ASA - Corporate Trainee
• PwC - Auditor
• KPMG - Graduate TraineeNomura - Fixed Income Division, Structured sales Analyst - UK
• JP Morgan - Analyst

How to apply

Apply here: http://www.city.ac.uk/study/postgraduate/applying-to-city

Funding

For information on funding, please follow this link: http://www.city.ac.uk/study/postgraduate/funding-and-financial-support

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The MSc in Investment Management is founded on three principles. academic rigor, relevant knowledge and an international orientation. Read more
The MSc in Investment Management is founded on three principles: academic rigor, relevant knowledge and an international orientation.

You will acquire a sound knowledge of the theoretical foundations that underpin modern investment and risk management techniques. These principles are applied in practice via case studies and the use of online databases such as Bloomberg and simulators. The practical aspect is delivered with extensive input from City of London institutions. Many leading practitioners teach on the course, providing a vital link between theory and practice.

The MSc in Investment Management is a demanding course. During the course you will cover the traditional syllabus of a general Masters degree in finance and develop extensive expertise in a range of specialised areas such as the management of equity and bond portfolios; trading techniques; asset-liability management; risk management; alternative investments; venture capital and management of foreign exchange.

An advisory panel of senior practitioners ensures that the course remains at the forefront of developments within financial markets and reflects topical and technical developments in the marketplace.

The course is a Chartered Financial Analyst Institute (CFA) Programme Partner and is accredited by the Chartered Institute of Securities & Investment (CISI) and the Chartered Alternative Investment Analysts Association (CAIA). Please see the Accreditations tab for more information on how you can benefit from these partnerships.

Visit the website: http://www.cass.city.ac.uk/courses/masters/courses/investment-management

Course detail

Induction Weeks The MSc in Investment Management course starts with two compulsory induction weeks, including:

- An introduction to Cass Careers with a focus on the key skills and attributes that employers are looking for. The annual MSc Careers Fair at this time also provides the opportunity to meet over 60 companies who are recruiting across many sectors including finance, energy, insurance, real estate, shipping, strategic management and internal auditing.

- Database inductions, and introductions to the course, studying at Cass and financial services

Format

To satisfy the requirements of the degree course students must complete:

• eight core courses (15 credits each)
and
• five electives (10 credits each)
or
• three electives (10 credits each) and an Applied Research Project (20 credits)
or
• one elective (10 credits) and a Business Research Project (40 credits)

Assessment

Assessment of modules on the MSc in Investment Management, in most cases, is by means of coursework and unseen examination. Coursework may consist of standard essays, individual and group presentations, group reports, classwork, unseen tests and problem sets. Please note that any group work may include an element of peer assessment.

International Opportunities

Students on the MSc in Investment Management and the MSc in Corporate Finance are able to apply for an additional year's study at LUISS or Bocconi University in Italy. Two places are available at each school every year. Students are selected on the basis of their term one results at Cass and a short essay.

International elective modules may also be available in term three.

Career opportunities

The MSc Investment Management has graduates working as portfolio managers, hedge-fund specialists, traders, risk managers, security analysts, brokers and corporate treasurers. The wide variety of functions that our graduates are able to perform reflects the breadth of the course and the flexibility of the qualification.

Some examples of where graduates from the MSc in Investment Management class of 2014 are working are:

• HSBC - Analyst
• Moody's Investors Service - Graduate Analyst
• Lloyds Banking Group - Credit Risk Analyst

How to apply

Apply here: http://www.city.ac.uk/study/postgraduate/applying-to-city

Funding

For information on funding, please follow this link: http://www.city.ac.uk/study/postgraduate/funding-and-financial-support

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An innovative multidisciplinary and combined curriculum in the exciting and rapidly growing field of Competition and Regulation, offered jointly by two of Utrecht University's most prolific schools. Read more

An innovative and combined curriculum

An innovative multidisciplinary and combined curriculum in the exciting and rapidly growing field of Competition and Regulation, offered jointly by two of Utrecht University's most prolific schools.

The programme focuses on both public and private issues of the regulation of markets (banking, energy, telecom, transport, and other regulated sectors) private equity, hedge funds, competition and competition policy, corporate governance and regulatory policy and effective enforcement . At all times it is the interplay between the economic and the legal that is the prime focus of the programme. Graduates will be able to bridge the often existing gap between these disciplines and be able to communicate effectively.

The programme has been set up in response to growing demands of the international economy for multidisciplinary experts in competition and regulatory issues. It addresses real managerial and legal issues as well as the underlying economic theories behind such cases as:

*The European Commission’s imposition of a €1.47 billion fine on Philips for operating a cathode ray tube cartel.
*UPS’s withdrawal from a €5.16 billion deal with TNT Express after European regulators moved to block the acquisition.
*The European Commission’s investigation into the proposed acquisition of Dutch cable operator Ziggo by US-based Liberty Global.
*The adequacy of governance codes in addressing Rhineland vs. shareholder economies in the area of executive pay, amongst other things.

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Gain a comprehensive framework of knowledge, insight and vision regarding the key issues in finance, and the financial function of organisations and operations. Read more
Gain a comprehensive framework of knowledge, insight and vision regarding the key issues in finance, and the financial function of organisations and operations. The MSc in Finance (Financial Markets) pathway develops your cognitive, critical, intellectual and research skills, plus relevant personal and interpersonal skills to interact in the real world of business and organisations.
In today’s competitive global environment, employers are increasingly selective in their search for competent business and finance professionals. Our Master’s in Finance programmes equip you with a solid background in financial principles and practices and help to cultivate your practical finance skills and real-world business knowledge.

The Financial Markets pathway gives you the benefit of studying quantitative and non-quantitative modules that are relevant to core areas of industry including Investments, Risk Management, Derivatives and Hedge-Funds. You will be introduced to the latest academic techniques that can identify profitable opportunities in competitive financial markets.

In the 2015 Postgraduate Taught Experience Survey (PTES) the MSc in Finance Suite achieved a 97% student satisfaction rate, placing us in the top quarter of the UK Higher Education sector. PTES is a Higher Education Academy initiative and is carried out among 99 institutions. This result, coupled with our strong performance in the national league tables, underlines the strength of Finance programmes at Kent Business School and quality of our postgraduate teaching.

- Quants Workshop
Kent Business School offers an optional two-week refresher workshop in Mathematics, Statistics and Excel, prior to the start of this programme. See Study support for full details.

Course structure

Elements of practical work will be carried out in the Business School’s dedicated Bloomberg Lab. The virtual trading platform allows you to access and engage with market data through practical case studies and the use of online databases. The programmes also provide you with the necessary training required for the Bloomberg Certificate.

Programme aims

This programme aims to:

- develop your existing skills and knowledge and to provide you with an advanced conceptual understanding of the key issues in finance

- provide you with the knowledge to be able to evaluate relevant literature critically

- provide you with a theoretical framework so as to understand, interpret and analyse key issues in finance

- provide you with a knowledge of research methodologies adopted in empirical research

- provide you with the skills to test and evaluate theoretical models

- develop an appropriate range of cognitive, critical and intellectual skills, research skills and relevant personal and interpersonal skills

- provide preparation for and/or development of a career in the field of finance by developing your skills at a professional or equivalent level, or as preparation for research or further study in the area

- add value to your first degree by developing your integrated and critical awareness and understanding in the field of financial services

- provide teaching and learning opportunities that are informed by high-quality research and scholarships, from within the Kent Business School and elsewhere

- develop your ability to conduct independent self-directed research.

Careers

Our finance programmes equip you with an impressive set of skills and specialist knowledge. In addition, inbuilt practical experience will help you succeed in a competitive job market.

Therefore, this programme is ideal preparation for a career with investment and commercial banks, insurance companies, specialised financial institutions, trading companies and financial management roles in other industries.

Careers in finance continue to provide exceptional earning potential in the UK and globally (The very highest-paying job specialisms in the finance sector include structurer, trader, M&A and leveraged finance, 2 November 2015, CityA.M.).

Our students have an excellent record for employment. Recent graduates are now working in top global companies including AXA, BNP Paribas, FactSet, HSBC, PwC, Santander, Thomson Reuters, USB Investment Bank and Zurich Financial Services.

Professional recognition

We are currently seeking recognition for the MSc in Finance programme (formerly known as MSc Financial Markets) from the Global Association of Risk Professionals (GARP) and the Professional Risk Managers’ International Association (PRMIA) as PRMIA academic partner at programme level. The MSc Financial Markets had already obtained GARP and PRMIA recognition.

Kent Business School is a member of the European Foundation for Management Development (EMFD) and the Chartered Association of Business Schools (CABS); and the Kent MBA is an Association of MBAs (AMBA) accredited programme. In addition, KBS have accreditations with The Chartered Institute of Personnel and Development (CIPD), The Chartered Institute of Logistics and Transport (CILT) and The Chartered Institute of Marketing.

KBS is a signatory of the United Nation's Principles for Responsible Management Education (PRME), which provides a global network for academic institutions to advance corporate sustainability and social responsibility.

Find out how to apply here - https://www.kent.ac.uk/courses/postgraduate/apply/

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The MSc Finance (full-time) programme is one of the world’s leading generalist finance master's degrees. Read more

About the MSc programme

The MSc Finance (full-time) programme is one of the world’s leading generalist finance master's degrees. Predominantly aimed at pre-experience students, the programme has been designed to meet the needs of high-level graduates from fields not specifically related to finance, whose career objectives lie broadly within the financial services sector. The programme benefits from teaching by the Department’s leading faculty in a range of innovative and cutting edge courses.

You will gain an in-depth grounding with core courses in corporate finance and financial markets, before tailoring the degree to your goals with a range of elective courses, including a number of specifically designed applied courses. You will have the opportunity to gain deeper practical insight and links to the City, and will benefit from close interaction with LSE's Financial Markets Group, which attracts leading international finance researchers to present at its many academic research seminars and practitioner conferences.

The programme enjoys an excellent reputation amongst employers, with alumni now working in a diversity of institutions including leading investment banks, financial institutions, consultancies and boutique firms.

Graduate destinations

Many of our graduates look to join Analyst programmes at major investment banks. Other students have joined consultancies, boutique firms, hedge funds, asset management firms, start-ups or have gone on to further study. This programme is not intended as suitable preparation for the PhD Finance at LSE (if you are interested in PhD study, please see MSc Finance and Economics).

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Our Masters in Finance programs take a detailed and disciplined look at the tools, techniques, theoretical know-how, and practical focus that make it possible to put these functions into practice. Read more
Our Masters in Finance programs take a detailed and disciplined look at the tools, techniques, theoretical know-how, and practical focus that make it possible to put these functions into practice. The experience is enhanced by additional studies and tools that assist decision-making in areas directly or indirectly affected by the financial manager’s actions.

The Master in Finance at IE University is designed for students with a strong academic record and advanced quantitative skills who have recently completed their undergraduate studies, and young professionals with up to a maximum of 18-months full-time professional experience who wish to pursue careers as analysts in the finance and related industries; investment banks (corporate finance, equities, fixed income derivatives, etc.), financial boutiques, hedge funds, private equity, private banking, asset management, consulting, finance area of a corporation, as an entrepreneur with a financial angle. Above all, our students have a passion for the world of finance and a real desire to outperform in their professional career. The Master in Finance program equips participants with up-to-the-minute knowledge in key areas of finance such as leveraged buy-outs, credit derivatives, and mergers and acquisitions. The program plays a pivotal role in increasing candidate appeal in the recruitment processes for leading financial institutions. This program is 100% focused on finance in line with the demands of the financial recruiting market arena. In addition to finance courses we include workshops to develop soft skills such as presentation or negotiation skills, fundamental to have a successful career in finance. Students of the Master in Finance have an elective period, to specialize in the areas they later want to work in. Amongst the electives they can choose to prepare level I of the CFA charter, the most renowned qualification for finance professionals worldwide. IE is the first Spanish academic partner of both CFA Institute and CAIA Association, and our Master in Finance students can be eligible for scholarships to undertake those exams.

Quick Facts

Format: Full-time

Intake: Sep-Jul

Duration: 11 months

Language: English

Work Experience: 0-2 years

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This programme offers training in the key areas of financial analysis, forecasting and financial investment. It will provide you with an understanding of the underlying forces driving financial markets and the relevant analytical tools. Read more
This programme offers training in the key areas of financial analysis, forecasting and financial investment. It will provide you with an understanding of the underlying forces driving financial markets and the relevant analytical tools.

Why this programme

-You will develop the skills required to manage portfolios to optimise clients' objectives, exploit available information to forecast future behaviour of stocks, interest and exchange rates, and provide analysis of financial investment.
-You will have the opportunity to attend guest lectures with business leaders and opinion formers, such as the Vice President of Morgan Stanley.
-The University of Glasgow Adam Smith Business School celebrates the legacy of Adam Smith by developing enlightened, enterprising and engaged graduates and internationally-recognised research with real social impact.

Programme structure

You will take four core courses, two optional courses and complete a substantial independent piece of work, normally in the form of a dissertation.

Teaching is provided by lectures. Technical subjects are supported by weekly or fortnightly tutorials, which provide opportunities for you to engage with issues and questions in a group format. Some courses also involve lab sessions using specialised software.

Core courses
-Basic econometrics
-Financial markets, securities and derivatives
-Modelling and forecasting financial markets
-Portfolio analysis and investment

Optional courses
-Advanced portfolio analysis
-Applied computational finance
-Behavioural economics: theory and applications
-C++ in finance (Mathematical finance is a co-requisite for this course)
-Corporate finance and investment
-Economic fundamentals and financial markets
-Empirical asset pricing
-Financial derivatives (Mathematical finance is a co-requisite for this course)
-Financial market micro structure
-Foreign direct investment and development
-Game theory with applications in economics and finance
-Hedge fund risk management
-International finance and money
-Investment, finance and asset prices
-Mathematical finance

Career prospects

Career paths will be in financial institutions including central banks, investment banks as well as the International Monetary Fund and the World Bank, asset management firms, governmental bodies and banks. Recent graduates have gone on to work in organisations such as Ernst & Young, PricewaterhouseCoopers and various investment firms and banks.

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