City, University of London

Course Introduction

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.

Course Modules

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
1 year
Full Time
MSc (Postgraduate) £23,000  Academic year. First year overseas fees
1 year
Full Time
MSc (Postgraduate) £23,000  Academic year. First year home fees