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MSc Computational Finance

University of Essex

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Course options

  • Qualification

    MSc - Master of Science

  • Location

    Colchester Campus

  • Study mode

    Full time

  • Start date

    07-OCT-21

  • Duration

    1 year

Course summary

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.

Application deadline

27 August 2021

Tuition fees

Students living in United States
(international fees)

£ 19,380per year

Tuition fees shown are for indicative purposes and may vary. Please check with the institution for most up to date details.

University information

University of Essex

  • University League Table

    41st

  • Campus address

    University of Essex, Wivenhoe Park, Colchester, Essex, CO4 3SQ, England

Subject rankings

  • Subject ranking

    54th out of 103 5

    42nd out of 110 3

    32nd out of 72 5

  • Entry standards

    / Max 220
    107 49%

    72nd

    7
  • Graduate prospects

    / Max 100
    66 66%

    70th

  • Student satisfaction

    / Max 5
    4.08 82%

    59th

    18
  • Entry standards

    / Max 236
    114 48%

    84th

    6
  • Graduate prospects

    / Max 100
    86 86%

    41st

  • Student satisfaction

    / Max 5
    3.83 77%

    76th

    24
  • Entry standards

    / Max 236
    112 47%

    59th

    6
  • Graduate prospects

    / Max 100
    85 85%

    13th

  • Student satisfaction

    / Max 5
    4.13 83%

    27th

    38

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