This programme gives you a flexible syllabus to suit the demands of employers that use modern financial tools and optimization techniques in areas such as the financial sector and energy markets.
We will give you sound knowledge in financial derivative pricing, portfolio optimization and financial risk management.
We will also provide you with the skills to solve some of today’s financial problems, which have themselves been caused by modern financial instruments. This expertise includes modern probability theory, applied statistics, stochastic analysis and optimization.
Adding depth to your learning, our work placement programme puts you at the heart of financial organisations such as Aberdeen Asset Management, Barrie & Hibbert and Lloyds Banking Group.
This programme involves two taught semesters of compulsory and option courses, followed by a dissertation project.
Discrete-Time Finance Finance, Risk and Uncertainty Fundamentals of Optimization Optimization Methods in Finance Research-Linked Topics Risk-Neutral Asset Pricing Simulation Stochastic Analysis in Finance I Stochastic Analysis in Finance II
Advanced Time Series Econometrics Combinatorial Optimization Credit Scoring Fundamentals of Operational Research Financial Risk Management Computing for Operational Research and Finance Large Scale Optimization for Data Science Microeconomics 2 Nonlinear Optimization Numerical Partial Differential Equations Parallel Numerical Algorithms Programming Skills Risk Analysis Stochastic Modelling Stochastic Optimization
Graduates have gone on to work in major financial institutions or to continue their studies by joining PhD programmes.