Solvay Brussels School

Advanced Master of Quantitative Finance - Máster Avanzado en Finanzas Cuantitativas

Solvay Brussels School
  • Imparte:
  • Modalidad:
    Presencial en Bruselas
  • Precio:
    15.000 €
    (contact us for more information on financial aid)
  • Comienzo:
    Septiembre 2017
  • Lugar:
    Avenue F.D. Roosevelt 42
    Bruselas 114/01
    Bélgica
  • Duración:
    11 Meses
  • Idioma:
    El Curso se imparte en Inglés
  • Titulación:
    Master Advanced of Quantitative Finance
  • Otras Convocatorias:

    Presentación

    The Advanced Master in Quantitative Finance offers a unique set of quantitative tools in finance. Through a well-selected set of courses in Mathematics, Statistics / Econometrics, Finance, and Programming you will gain the all the necessary skills to become a successful financial professional. The programme covers quantitative asset management, derivative pricing and risk management and is particularly well-suited for students with a quantitative background, obtained either from recent education or through professional experience.

    Requisitos

    Eligible applicants must hold one of the following:

    – a master’s degree (four or five years of study)
    – a post-graduate degree
    – a bachelor’s degree followed by one to three years of work experience
    – another degree equivalent to the above (please consult us for more information)

    Dirigido

    The Advanced Master in Quantitative Finance seeks:

    the highest calibre students
    students with an outstanding academic background, intellectual curiosity and the discipline necessary to succeed in a very demanding environment
    candidates with at least a graduate degree or equivalent. This degree should be, but not exclusively, in economics, finance, mathematics, physics, chemistry, computer science or engineering
    professionals in the financial sector with experience in quantitative activities

    Objetivos

    build asset management strategies
    construct robust asset portfolios
    evaluate portfolio risk quantitatively and qualitatively
    efficiently extract data from massive databases
    understand the valuation aspects of counterparty risk
    able to value and understand the trading of complex derivatives

    Programa

    ERM 0-1
    Probability Theory
    Principles of Finance
    Introduction to Programming
    Overview of Financial Markets and Regulation
    Estimation Theory and Numerical Methods
    Stochastic Calculus

    TERM 2
    Asset Pricing: Theory
    Derivative Pricing: Theory
    Advanced Programming (C++)
    Financial Programming

    TERM 3
    Fixed Income
    Risk and Risk Management in Financial Institutions
    Financial Econometrics
    Asset Pricing: Practice

    TERM 4
    Credit Risk Models
    Financial Big Data
    Derivatives Pricing: Practice
    Product Structuring

    TERM 5
    Internship

    Salidas profesionales

    The obvious companies for such profiles are large financial institutions, private banking, and hedge funds, seeking to fulfil positions like quant team member, risk manager, quant analyst/risk modeller, asset liability manager, derivatives specialist, financial supervisor and product structurer.

    Geographically, job opportunities are not only concentrated to Europe, in particular London, Paris, Amsterdam, Frankfurt, and Zurich, but are extended to the rest of the world (e.g. Singapore, Hong Kong and New York).

    ¡Infórmate ahora sin compromiso!

    Publicidad

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