Numerical Techniques for Finance (MSc) – (M.Sc.)

Course Content

This course aims to help you develop your ability to think logically and critically, to acquire problem-solving skills, to become competent users of relevant software, and to communicate results effectively.
You will be required to take the following core modules:

* Variational Methods
* Computational Linear Algebra
* Algorithm Design and Operational Research
* Quantitative Methods for Finance
* Corporate Financial Strategy
* Derivative Investment

In addition, you will be able to choose a number of optional modules that place an emphasis on finance and include:

* Stochastic Financial Modelling
* Capital Market Analysis
* Fixed Interest Investment
* Quantitative Risk Management
* Financial Econometrics

Please note that all module details are subject to change.
Over the summer period towards the end of the course, you will undertake a research project in Scientific Computation with specific emphasis on finance. This research will be of some depth and will form the basis of your dissertation; it will be carried out under the supervision of a member of academic staff.
This project will develop your ability to engage in independent learning, and will prepare you for postgraduate research or careers in industry.

Course Structure
The MSc in Numerical Techniques for Finance is offered on a full-time basis over one year.
The course comprises 180 credits, split across 120 credits´ worth of core and optional modules and a 60-credit research project.
Modules are usually taught in small groups by experts in the field of Scientific Computation.
Written and oral presentations will be undertaken at various stages of the course.
During the summer period, you will conduct an independent research project under the supervision of academic staff.