GRA 6563 Master Project - MSc in Quantitative Finance (18 ECTS)

GRA 6563 Master Project - MSc in Quantitative Finance (18 ECTS)

Course code: 
GRA 6563
Department: 
Finance
Credits: 
18
Program of study: 
Master of Science in Quantitative Finance +1 model
Course coordinator: 
Costas Xiouros
Product category: 
Master
Portfolio: 
MSc in Quantitative Finance
Semester: 
2019 Autumn
Active status: 
Active
Teaching language: 
English
Course type: 
Associate course
Course codes for multi- or associated courses.
GRA 6564 - first semester
GRA 6565 - second semester
Introduction

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
Learning outcomes - Knowledge

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.

Learning outcomes - Skills

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
General Competence

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.

Course content

-

Teaching and learning activities

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
Software tools
No specified computer-based tools are required.
Additional information

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.

Qualifications

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 categoryWeightInvigilationDurationGroupingComment exam
Exam category:
Submission
Form of assessment:
Written submission
Exam code:
GRA65631
Grading scale:
ECTS
Grading rules:
Internal and external examiner
Resit:
Examination when next scheduled course
100No1 Semester(s)Group/Individual (1 - 2)-
Exams:
Exam category:Submission
Form of assessment:Written submission
Weight:100
Invigilation:No
Grouping (size):Group/Individual (1-2)
Duration:1 Semester(s)
Comment:-
Exam code:GRA65631
Grading scale:ECTS
Resit:Examination when next scheduled course
Type of Assessment: 
Ordinary examination
Total weight: 
100