Postgraduate Studentships - Search for funding opportunities.
Postgraduate Studentships - Search for funding opportunities.
Study Details: MSc 1 year full-time
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 available on a full- and part-time basis, starting in October.
We will consider all applicants with 2:2 or above, or equivalent international qualifications. For some courses, there may be additional requirements which can be found on our website.
For fees and funding options including scholarships available please visit website to find out more
We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry.
Our recent graduates have gone on to become risk analysts and managers, asset managers, managing directors and CEOs at a range of global, national and regional organisations, including HSBC, London Stock Exchange and Deutsche Bank.
Founded by Sir Albert Sloman during the peak of the counterculture, the University of Essex was built to be “a new kind of university…where rese...
