Taught course

Quantitative Finance

Institution
University of Glasgow · Adam Smith Business School
Qualifications
MSc

Entry requirements

Applicants should have at least a 2:1 Honours degree or non-UK equivalent. Normally this should be a degree in economics, finance, engineering, physics or another highly mathematical discipline. International students with academic qualifications below those required should contact our partner institution, Glasgow International College, who offer a range of pre-Masters courses.

Months of entry

September

Course content

This programme offers training in the core areas of finance. It draws on recent developments in each of the subject areas with a quantitative approach to understanding the structure of financial markets and forecasting their expected movements.

Why Glasgow

  • This programme will develop both your understanding of theory and lecture-based teaching and its practical application in computer labs, allowing you to develop real-life skills, such as pricing financial derivatives and forecasting exchange rates.
  • The Adam Smith Business School has been ranked in the top 10% worldwide for economics and finance (RePEc), with two of our academics rated in the top 1%.
  • The Adam Smith Business School celebrates the legacy of Adam Smith by developing enlightened, enterprising and engaged graduates and internationally-recognised research with real social impact.

Programme Structure

You will take four core courses, two optional courses and complete a substantial independent piece of work, normally in the form of a dissertation.

Core Courses

  • Basic econometrics
  • Financial derivatives
  • Mathematical finance
  • Modelling and forecasting financial markets.

Optional Courses

  • Advanced portfolio analysis (co-requisite for Portfolio analysis and investment)
  • Applied computational finance
  • C++ in finance (Mathematical finance is a co-requisite for this course)
  • Empirical asset pricing (Basic econometrics or Portfolio analysis and investment or Economic fundamentals and financial markets are co-requisites for this course)
  • Economic fundamentals and financial markets
  • Financial market micro structure
  • Game theory with applications in economics and finance
  • Portfolio analysis and investment (co-requisite for Advanced portfolio analysis).

Information for international students

The University of Glasgow welcomes students from over 100 different countries. For applicants whose first language is not English, the University normally sets a minimum English Language proficiency level. Visit: http://www.gla.ac.uk/international/englishlanguagerequirements/ for details.

Fees and funding

UK students
£8750
International students
£18200

http://www.gla.ac.uk/postgraduate/taught/quantitativefinance/

Qualification and course duration

MSc

full time
12 months

Course contact details

Name
Adam Smith Business School
Email
business-economics@glasgow.ac.uk