- 專業(yè)概況
- 所屬院系
- 中國學(xué)生入學(xué)要求
- 課程信息
專業(yè)概況
在這里學(xué)什么?
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. This course is available to study starting in January or October; part-time study is only available as part of the October-start variant.
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.
所屬院系
進(jìn)入哪個(gè)院系學(xué)習(xí)? Computer Science and Electronic Engineering
中國學(xué)生入學(xué)要求
為來自中國的學(xué)生設(shè)計(jì) The majority of our Postgraduate Taught Masters will consider applicants with 70% for Netbig band 1 universities/ 75% for Netbig band 2 universities/ 80% for Netbig band 3 universities from a four year undergraduate degree or postgraduate qualification.
課程信息
學(xué)制:全日制(1 年)
學(xué)費(fèi):£19,380.00 (¥ 174,999) /年
開學(xué)時(shí)間:2022九月27日
申請截止日期:
留學(xué)地點(diǎn):Colchester CampusUniversity of Essex,Wivenhoe Park,Colchester,Essex,CO4 3SQ, England