The MSc Computational Finance equips students with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling.
The University of Essex provides practical, hands-on learning about how modern, highly computerized 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, the University of Essex places a special emphasis on risk management in non-Gaussian environment with extreme events.
Students will master these areas through studying topics including:
Students 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.
The 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.
Research is geared towards real-world, practical applications, and many of the academic staff have experience of applying their findings in industry and in advising the UK government.
Level | Masters |
Discipline | Business & Management |
Duration | 12 months |
Intakes | Oct |
Application Fees | GBP 0 |
Tuition Fees | GBP 21350 |
Campus | Colchester |
Language proficiency (minimum) | |
IELTS | 6 |
---|---|
TOEFL | 76 |
PTE | 60 |
Duolingo | Not Accepted |
Exam proficiency (minimum) | |
SAT | Not Required / Waiver |
---|---|
ACT | Not Required / Waiver |
GRE | Not Required / Waiver |
GMAT | Not Required / Waiver |
Minimum GPA - 70.0%
QS Quacquarelli Symonds is the world’s leading provider of services, analytics, and insight to the global higher education sector, whose mission is to enable motivated people anywhere in the world to fulfil their potential through educational achievement, international mobility, and career development.
THE (Times Higher Education) has been providing trusted performance data on universities for students and their families, academics, university leaders, governments and industry, since 2004. We create university rankings to assess university performance on the global stage and to provide a resource for readers to understand the different missions and successes of higher education institutions.
The Academic Ranking of World Universities (ARWU) was first published in June 2003 by the Center for World-Class Universities (CWCU), Graduate School of Education (formerly the Institute of Higher Education) of Shanghai Jiao Tong University, China, and updated on an annual basis
The "Webometrics Ranking of World Universities" is an initiative of the Cybermetrics Lab, a research group belonging to the Consejo Superior de Investigaciones Científicas (CSIC), the largest public research body in Spain. CSIC is among the first basic research organizations in Europe. The CSIC consisted in 2006 of 126 centers and institutes distributed throughout Spain.