Join us to gain both a deep theoretical and conceptual knowledge of finance, together with the requisite high level probability, statistics and mathematics, to enable you to undertake advanced quantitative modelling. Lab work will give you hands-on experience of using software packages for simulations and time series analysis, as well as learning C++ programming to enable you to price sophisticated derivative structures.
WBS benefits from excellent links to key financial institutions and employers and this course has benefited from recommendations following consultation with the Bank of England, Goldman Sachs, Merrill Lynch, and many of our alumni.
Six compulsory modules cover key material in finance, statistics and maths. Every year we offer many optional modules, available through various study routes: delivered here at WBS. Please note that availability and delivery modes may vary.
Modules are taught by staff from WBS, Warwick's Department of Statistics, and the Mathematics Institute through a combination of lectures, classes, and computer lab sessions. A one-week induction module will ensure you have the mathematical and statistical prerequisites for the course. Assessment is a mix of exams and coursework with your dissertation bringing all your learning together at the end.
Lectures & classes
Lectures introduce key theories, concepts, and economic models. You will solve financial problems and numerical exercises, analyse case studies, and make presentations of research published in academic journals.
Lab work will give you hands-on experience of using software to perform finance-related calculations, conduct realistic simulations, and write code.
A 10,000 word dissertation gives you the opportunity to test and apply techniques and theories you have been learning and to complete an original piece of research. You will be supervised and supported by one of our academic staff.