This MSc is designed to cover the main aspects of quantitative finance including general finance theory, finance models and programming for graduates with a science, engineering and mathematics background.
The course includes topics such as interest rate theory, arbitrage theory, GARCH models, corporate finance, the Black-Scholes model and numerical analysis, programming in C and Java, and the use of mathematical computing software. Some options offer probability and statistical theory, which are essential for further development of the mathematical analysis of financial problems.
You are taught by world-class mathematicians who are established researchers and leading specialists in their fields. We emphasise the ‘doing’ of mathematics: it cannot be learned passively.
This MSc has been developed drawing on the expertise and input of experienced practitioners from the financial industry and professional bodies. These experts complement our own expertise in research and help to enrich your learning experience.
The University has a cutting-edge computing infrastructure, including high-performance computing. You have full access to computing facilities and the opportunity to receive training.
We continue to develop and update our modules for 2015 entry to ensure you have the best student experience. In addition to the course structure below, you may find it helpful to refer to the Modules tab.
Autumn term: you take Corporate and International Finance • Financial Computing with MATLAB • Financial Mathematics, and an option chosen from a wide range of mathematics or computing modules.
Spring term: you take Financial Portfolio Analysis • Financial and Time Series Econometrics • Math Models in Finance and Industry • Topics in Financial Risk Analysis, and an option chosen from mathematics modules.
Summer term: MSc dissertation (usually in banking risk assessment or investment risk assessment).
Assessment methods vary, with a mixture of unseen examinations and dissertation/projects.
The University of Sussex
aims to attract the most talented students to postgraduate study and offers one of the most generous scholarship programmes of any UK university. For full details of our scholarships please visit: http://www.sussex.ac.uk/study/money/scholarships/pgt2016/
A first- or upper second-class undergraduate honours degree in a subject normally with a high mathematics content. Applicants with a degree in mathematics, finance, economics, business, science, engineering or computing are ideally suited to this course but other subjects, combined with suitable experience, can also be considered. Overseas entrance requirements: View Website