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Study your Masters at Henley

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Full time October MSc 9-12 months full-time

About the course

The need to develop more effective pricing and hedging models for complex financial products is more important than ever following the most recent global financial crisis. Our compulsory modules provide a firm grounding in probability theory, stochastic calculus, derivatives pricing, quantitative and numerical methods, structuring products, volatility analysis, and the modelling of credit, equity, foreign exchange and interest rate derivatives. We also provide a thorough training in C++ and other programming tools.

Optional modules will allow you to focus on risk analysis, portfolio management, designing trading strategies or econometric analysis. A good background in mathematics is required for acceptance to this programme (see entry requirements).

  • A highly technical programme designed for

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Entry Requirements

Undergraduate Degree – Minimum 2:1 or the equivalent from an overseas institution
Degree Discipline – Quantitative discipline – must have a very good existing level of numeracy. Mathematical and engineering degrees are preferred
GMAT – We may ask you to submit a GMAT score if we think it appropriate in your individual case. For example, if you have been out of education for more than a few y


Course Content

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