MSc Computational Finance
Postgraduate
In Colchester
Description
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Type
Postgraduate
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Location
Colchester
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Duration
1 Year
About the course
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
Facilities
Location
Start date
Start date
Reviews
Subjects
- Financial
- Financial Training
- Finance
- Computational
- Teaching
- Market
- Financial Modelling
- Derivatives
- International
- Industry
- IT risk
- Economics
- Risk Management
- Staff
- Risk
Course programme
Postgraduate study is the chance to take your education to the next level. The combination of compulsory and optional modules means our courses help you develop extensive knowledge in your chosen discipline, whilst providing plenty of freedom to pursue your own interests. Our research-led teaching is continually evolving to address the latest challenges and breakthroughs in the field, therefore to ensure your course is as relevant and up-to-date as possible your core module structure may be subject to change.
For many of our courses you’ll have a wide range of optional modules to choose from – those listed in this example structure are, in many instances, just a selection of those available. Our Programme Specification gives more detail about the structure available to our current postgraduate students, including details of all optional modules.
Year 1
CCFEA MSc Dissertation
Financial Engineering and Risk Management
Introduction to Financial Market Analysis
Learning and Computational Intelligence in Economics and Finance
Professional Practice and Research Methodology
Quantitative Methods in Finance and Trading
Big-Data for Computational Finance (optional)
Industry Expert Lectures in Finance (optional)
Mathematical Research Techniques Using Matlab (optional)
Programming in Python (optional)
Artificial Neural Networks (optional)
High Frequency Finance and Empirical Market Microstructure (optional)
Machine Learning and Data Mining (optional)
Trading Global Financial Markets (optional)
Creating and Growing a New Business Venture (optional)
Evolutionary Computation and Genetic Programming (optional)
Constraint Satisfaction for Decision Making (optional)
Teaching
Taught over one year on a full-time basis
Taught modules for the first two terms, followed by a dissertation in the summer
Study is highly practical and involves both lectures and hands-on laboratory sessions
Analyse and model real world financial data
Attend lectures given by practitioners, including senior staff from HSBC, Olsen Ltd, Royal Bank of Scotland and the Financial Services Authority
Assessment
Courses are awarded on the results of your written examinations, together with continual assessments of your practical work and coursework
Dissertation
Many dissertations have formed the basis of published research papers
Students have been invited to present at international conferences and renowned institutions, such as the Bank of England
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Additional information
MSc Computational Finance