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MSc Computational Finance

Course Description

Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling.

We provide practical, hands-on learning about how modern, highly computerised financial markets work, how assets should be priced, and how investors should construct a portfolio of assets. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events.

You master these areas through studying topics including:

Non-linear and evolutionary computational methods for derivatives pricing and portfolio management
Applications of calculus and statistical methods
Computational intelligence in finance and economics
Financial markets

You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts.

Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.

Our research is geared towards real-world, practical applications, and many of our academic staff have experience of applying their findings in industry and in advising the UK government.

This course is also available on a part-time basis.

Visit the MSc Computational Finance page on the University of Essex website for more details!

Entry Requirements

UK entry requirementsWe will consider applications with an overall grade of 2:2 and above.International and EU entry requirementsWe accept a wide range of qualifications from applicants studying in the EU and other countries. Email for further details about the qualifications we accept. Include information in your email about the undergraduate qualification you have already completed or are currently taking.

Email Enquiry

Recipient: University of Essex
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