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Next Dates: - Introduction to QuantLib Development with Luigi Ballabio, September 2 - 4, 2013 - £1700

 

MSc Financial Engineering

Owner: ICMA Centre

Description:

The ICMA Centre’s financial engineering degree is highly respected by quantitative analysts and their employers. The credit crunch and subsequent events have emphasised the need to develop better pricing and better hedging models for all complex products. The practical and quantitative skills that you will develop on the ICMA Centre’s Financial Engineering MSc will equip you to meet this challenge.

Our compulsory modules provide a firm grounding in probability theory, stochastic calculus, derivatives pricing, quantitative and numerical methods, structuring products, volatility analysis, and the modelling of credit, equity, foreign exchange and interest rate derivatives. We also provide a thorough training in C++ and other programming tools. Optional modules will allow you to focus on risk analysis, portfolio management, designing trading strategies or econometric analysis.

This newly structured degree aims to further enhance the strong reputation of its precursor – the MSc in Financial Engineering and Quantitative Analysis, that was established in 1999.

A good background in mathematics is required or acceptance to this programme - visit our entry requirements page for more details.

Learning Modes:
Full-time - 9 months

Fees 2012 entry: £18,000

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Brief description: The ICMA Centre’s financial engineering degree is highly respected by quantitative analysts and their employers.

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Website: http://www.icmacentre.ac.uk/study_and_research/msc_financial_engineering

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