This course consists of 180 credits, two-thirds from taught modules (core modules are compulsory, plus choose several optional modules) and one-third from your research project.
- Exotic Options, Bonds and Further Quantitive Finance - 10 credits
- Introduction to Quantitive Finance - 10 credits
- Advanced Quantitive Finance: Crashes, Volatility, Multiple Assets and Hedging - 10 credits
- Computational Methods and Programming - 20 credits
- Game Theory - 10 credits
- Research Skills - 20 credits
- Statistical Methods in Finance and Economics - 20 credits
- Financial Engineering Project - 60 credits
Example optional modules are listed below:
- Fundamentals: Databases
- Intelligent Data Analysis (Extended)
- LM Heuristic Optimisation
- Numerical Methods in Linear Algebra
Please note: The modules listed on the website for this programme are regularly reviewed to ensure they are up-to-date and informed by the latest research and teaching methods.