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02 August 2017
The MSc Computational Finance will provide you with mathematical and computational skills required to solve real problems in quantitative finance. Many areas of modern finance such as risk management and option pricing emphasise numerical and computational skills as well as an understanding of the mathematical background.
The programme brings together expertise from Mathematics and the Business School to ensure a balanced approach to many of the complex problems in modern quantitative finance.
On completion of the programme you will be able to review and implement complex financial models in a number of programming languages including C++, MATLAB and R.
The compulsory modules can include; Methods for Stochastics and Finance; Analysis and Computation for Finance; Mathematical Theory of Optional Pricing; Introduction to C++; Computational Finance with C++; Numerical Finance; Research Methodology; Advanced Mathematics Project; Investment Analysis I; Investment Analysis II; Financial Modeling
Some examples of the optional modules are as follows; Topics in Financial Economics; Banking and Financial Services; Derivatives Pricing; Domestic and International Portfolio Management; Advanced Corporate Finance; Alternative Investments; Quantitative Research Techniques; Advanced Econometrics;