University of Leicester

Master in Financial Mathematics and Computation - Máster en Matemática Financiera y Computación

University of Leicester
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  • Imparte:
  • Modalidad:
    Presencial en Leicester
  • Precio:
    UK and EU Students: £9,310 / International Students: £17,465
  • Comienzo:
    Octubre 2017
  • Lugar:
    College of Science and Engineering
    Physics Building, Leicester
    Leicester
    Reino Unido
  • Duración:
    1 Año
  • Idioma:
    El Curso se imparte en Inglés
  • Titulación:
    Master in Financial Mathematics and Computation.
  • Otras Convocatorias:

    Presentación

    Quantitative finance is widely recognised as a rapidly expanding market for mathematical and scientific skills. Financial Mathematics is an application of mathematical methods to financial markets and risk management, using advanced computer technology to predict the behaviour of the markets and suggest strategies for investment. The focus of this MSc is on computational techniques for finance, on mathematical modelling and on mathematical and economic theories of finance.

    On this course you will learn how to formulate problems from finance in mathematical terms, select and develop an appropriate numerical method, use programming skills to implement the method and compute results, and finally to present and interpret these results for a potential client.


    The information included on this webpage is indicative of the courses provided by the University of Leicester. Due to regular enhancement of the University’s courses, please refer to Leicester’s own website and Terms and Conditions for the most accurate and up-to-date course information. We recommend that you familiarise yourself with this information before submitting an application.

    Requisitos

    2:1 degree (or equivalent) in Maths, Sciences, or Engineering. We will consider a 2:1 degree in a social science (e.g. Economics) on an individual basis, depending on the amount of mathematical subjects you have covered. You will need a fairly solid background in maths including an understanding of calculus, linear algebra, ordinary differential equations, probability and statistics. If your maths isn´t quite up to scratch, you should consider taking our one-year Pre-Masters Diploma from which you can progress straight onto the MSc.

    English Language Requirements: IELTS 6.0 or equivalent. If your first language is not English, you may need to provide evidence of your English language ability. If you do not yet meet our requirements, our English Language Teaching Unit (ELTU) offers a range of courses to help you to improve your English to the necessary standard.

    Programa

    Semester 1

    Core modules:

    Financial Mathematics 1
    Scientific Computing
    plus either Advanced C++ Programming or Practical Programming

    Option modules, choose one option module from:

    Models
    Mortality
    Advanced Readings in Mathematics
    Statistics
    Operations Research
    Principles of Finance

    Semester 2

    Core modules:

    Computational Methods for Partial Differential Equations
    Financial Mathematics 2
    Financial Risk

    Option modules, choose one option module from:

    Advanced Readings in Mathematics
    Generalised Linear Models
    Data Mining and Neural Networks
    Further Statistics
    International Money and Finance
    Financial Market Microstructure and Trading
    Financial Risk Management

    Project

    Over the summer, some projects will be carried out as an internship in association with a bank, finance house, hedge fund, consultancy or systems provider in the industry. These internship opportunities will lead to a significant upgrading of your career prospects.

    Publicidad

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