* Ranked within the UK top 10 Business Schools according to The Times and The Sunday Times Good University Guide 2015 and The Complete University Guide 2016
* EQUIS accredited placing us in the top 1% of business schools globally
* Connections with an extensive and diverse range of businesses including Canon, Thomson Reuters, Lloyds Banking Group, IBM, Coca Cola and the Met Office
* Our teaching is research-led – you will study with internationally respected academics who are experts in their fields
We have partnerships with over 40 overseas universities or business schools and this figure is growing all the time
Quantitative financial methods are one of the fastest growing areas of the present day banking and corporate environments. The solution by Black, Scholes and Merton of the option pricing problem set off a revolution in finance resulting in the introduction of sophisticated mathematical techniques in the financial markets and corporate planning.
To understand, apply and develop these sophisticated methods requires a good understanding of both advanced mathematics and advanced financial theory. By combining the financial expertise in the University of Exeter
Business School with expertise in the Mathematical Research Institute of the Mathematics Department at the University, this intensive MSc programme will prepare you for careers in areas such as international banking or international business. For those with a strong mathematical background, and a wish to pursue a finance career, this programme is the ideal introduction to this exciting field.
The programme prepares you for a career in financial modelling within financial institutions themselves and within other sectors. It builds upon the success of Exeter’s well-established range of Masters programmes in Finance and related areas, many of whose graduates now hold senior positions in areas such as corporate financial strategy, financial planning, treasury and risk management and international portfolio management.
With the strong links between the College and the Met Office, the course also prepares you for career opportunities within reinsurance and credit risk management, especially in the development of financial models that rely on weather/climate systems.
The taught element of the programme takes place between October and May and is arranged into two 12-week teaching semesters. The modules we outline here provide examples of what you can expect to learn on this degree course based on recent academic teaching. The precise modules available to you in future years may vary depending on staff availability and research interests, new topics of study, timetabling and student demand.
Recent examples of compulsory modules are as follows; Methods for Stochastics and Finance; Analysis and Computation for Finance; Mathematical Theory of Option Pricing; Fundamentals of Financial Management; Research Methodology and Advanced Mathematics Project.
Some recent examples are as follows; Topics in Financial Economics; Investment Analysis; Banking and Financial Services; Derivatives Pricing; Domestic and International Portfolio Management; Financial Modelling; Advanced Corporate Finance; Alternative Investments; Quantitative and Research Techniques; Advanced Econometrics; Dynamical Systems and Chaos; Pattern Recognition; Introduction to C++ and Level 3 Mathematics Modules