This course will equip you with a rigorous understanding of the theory behind asset pricing, fixed income securities and risk management, supported by solid knowledge of numerical analysis and programming languages; special emphasis is on econometric techniques as forecasting and market microstructure analysis.
Module increase: Derivatives; fixed income and credit risk modelling; asset pricing; financial econometrics; foundations of numerical methods; risk management; computing and numerical methods (C++); advanced econometric analysis of financial markets; electives include: finance with matlab; finance with visual Basic; exotic options; energy and weather derivatives; forecasting of financial markets; FX trading; advanced financial engineering.
Course Additional Entry
An Honours degree in a strongly quantitative subject, preferably with a substantial component of economics or finance; candidates may be asked to take a GMAT test.
|Duration & Attendance||Qualification||Tuition fees|
|MSc (Postgraduate)||£23,000 Academic year. First year overseas fees|
|MSc (Postgraduate)||£23,000 Academic year. First year home fees|