Computational Mathematical Finance (Taught)

The MSc in Computational Mathematical Finance (CMF) is a dynamic programme that aims to deliver high quality training in the theory of mathematical finance with a strong emphasis on computational methods.

Currently, graduates in this field are expected to have a working knowledge of advanced computational finance (including construction of algorithms and programming skills) as well as a sound knowledge of the theory of Probability and Stochastic Analysis. These are the core theories needed in the modern valuation of complex financial instruments.

This MSc programme delivers:

• a flexible programme of study relevant to the needs of employers such as top investment banks, hedge funds and asset management firms

• a solid knowledge in financial derivative pricing, risk management and portfolio management

• the transferable computational skills required by the modern quantitative finance world