Taught course

Computational Finance

Institution
University of Essex · Centre for Computational Finance and Economic Agents - CCFEA
Qualifications
MSc

Entry requirements

We will consider applications with an overall grade of 2:2 and above.

Months of entry

October

Course content

Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling.

We provide practical, hands-on learning about how modern, highly computerised financial markets work, how assets should be priced, and how investors should construct a portfolio of assets. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events.

You master these areas through studying topics including:

  • Non-linear and evolutionary computational methods for derivatives pricing and portfolio management
  • Applications of calculus and statistical methods
  • Computational intelligence in finance and economics
  • Financial markets

You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts.

Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.

Our research is geared towards real-world, practical applications, and many of our academic staff have experience of applying their findings in industry and in advising the UK government.

This course is also available on a part-time basis.

Information for international students

IELTS 6.0

Fees and funding

We offer many funding opportunities to support talented postgraduates, ranging from research council studentships and University scholarships to awards funded by charities and other external organisations. For more information, visit our website at: www.essex.ac.uk.

Qualification and course duration

MSc

part time
24 months
full time
12 months

Course contact details

Name
Graduate Administrator
Email
pgadmit@essex.ac.uk
Phone
+44 (0)1206 872719