GRA 6563 Master Project - MSc in Quantitative Finance (18 ECTS)
|GRA 6564 - first semester|
|GRA 6565 - second semester|
This course, Master Project - MSc in Quantitative Finance (18 ECTS), is part of the +1 Model for MSc in Quantitative Finance.
The project can be done individually or in groups of two students, and must be written in English.
Through the process of the master project, students are given the opportunity to apply the knowledge and skills they have acquired during their MSc studies in conducting a scientifically-based research task.
The objective of the master project is to have the student(s) investigate independently a research question within the field of Quantitative Finance through either
- an empirical investigation of an existing quantitative model or method
- applying an existing quantitative model, method or approach to a new application in finance
- developing a new quantitative model or method for solving a financial problem
At the end of the master project, students should demonstrate that they have indepth knowledge of the theories, models and methods used in their project area.
In the master project, the student should demonstrate their analytical and quantitative skills through
- formulating a clear research question or problem
- collecting and critically reviewing relevant literature
- applying or developing an appropriate methodology for the problem at hand
- proficiency in academic writing, and communicate research results
Through the process of working on and writing the report of the master project, the students should demonstrate the capability of providing a practical solution to a finance problem using quantitative methods, with a deep understanding of the applicability and limitations of the proposed solution as well as other existing methods and approaches.
Students are expected to work with their project for the duration of the programme, and to develop the project through different activities such as
- Project seminars - up to 3 hours
- Supervision – up to 6 hours per group
- Other activities organized to support the process
The structure of the project report should be aligned with the norms of the field of study and, thus, must be discussed with your supervisor/Associate Dean.
All courses in the Masters programme will assume that students have fulfilled the admission requirements for the programme. In addition, courses in second, third and/or fourth semester can have specific prerequisites and will assume that students have followed normal study progression. For double degree and exchange students, please note that equivalent courses are accepted.
|Exam category||Weight||Invigilation||Duration||Grouping||Comment exam|
Form of assessment:
Internal and external examiner
Examination when next scheduled course
|100||No||1 Semester(s)||Group/Individual (1 - 2)||-|
|Form of assessment:||Written submission|
|Grouping (size):||Group/Individual (1-2)|
|Resit:||Examination when next scheduled course|
A course of 1 ECTS credit corresponds to a workload of 26-30 hours. Therefore acourse of 18 ECTS credit corresponds to a workload of at least 480 hours.