Financial Mathematics - MSc
Master
In Coventry
Description
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Type
Master
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Location
Coventry
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Duration
1 Year
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Start date
Different dates available
Join us to gain both a deep theoretical and conceptual knowledge of finance together with the requisite high level probability, statistics and mathematics to enable you to undertake advanced quantitative modelling. Lab work will give you hands-on experience of using software packages for simulations and time series analysis as well as learning C++ programming to enable you to price sophisticated derivative structures.
Facilities
Location
Start date
Start date
About this course
Graduate Destinations:
The MSc in Financial Mathematics will prepare you for a career using sophisticated statistical and mathematical modelling tools within financial engineering, front and back office "quant" roles in investment banking, risk management, hedge funds, and insurance and actuarial positions.
Positions have included:
ABN AMRO Bank, Quantitative Analyst; Commerzbank, Interest Rate Derivative Structurer; Duff & Phelps, Analyst (Financial Engineering); HSBC, Derivative Market Risk Analyst; Library House, Analyst; Lloyds Banking Group, Director, Cash & Inflation Quantitative Research; Merrill Lynch, Quantitative Strategist; UBS, Equity Trader.
First Class Honours degree or 2:i undergraduate degree (or equivalent) in a related subject
Reviews
Subjects
- Statistics
- Mathematics
- Financial Mathematics
- GCSE Mathematics
- Financial Training
- Numerical
- Brownian Motion
- Behavioural finance
- Bayesian Forecasting
- Asset pricing
Course programme
Compulsory Modules:
- Asset Pricing
- Financial Derivatives
- C++ for Quantitative Finance
- Numerical Methods
- Continuous Time Finance for Interest Rate Models
- Probability & Stochastic Processes
- Behavioural Finance
- Brownian Motion
- Financial Risk Management
- Financial Time Series
- Fixed Income & Credit Risk
- Bayesian Forecasting
- Partial Differential Equations in Finance
You will study six compulsory modules to give you a broad overview of key business areas, choosing two elective modules to suit your own aspirations.
Assessment:
Assessment is a mix of exams and coursework with your 10,000 word dissertation bringing all your learning together at the end.
Financial Mathematics - MSc