Taught course

Computational Finance

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

Entry requirements

Upper second class honours degree or equivalent in a relevant subject. Designed primarily for graduates in science, physics, engineering, law, mathematics, economics, statistics or operational research.

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.

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 have the opportunity to study methods of non-linear and evolutionary computational methods for derivatives pricing and portfolio management. 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. We are supported by Essex's highly rated Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School. Our research is geared towards practical applications, and many of our academic staff have experience of applying their findings in industry and in advising the UK government.

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

Assessment

AssessmentWhat kind of work will I be doing? (proportionally)
Written/ formal examinations25
Written coursework / continuous assessment25
Dissertation50 (10000 words)

Course contact details

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