Master of Science in Quantitative Finance

Master of Science in Quantitative Finance

Program of study: 
Master of Science in Quantitative Finance
Credits: 
120
Language of instruction: 
English
Study mode: 
Full-time
Associate Dean: 
Costas Xiouros
Learning outcome - Knowledge

Upon completing the programme you will know:

  • The value of advanced quantitative methods for the financial markets and institutions, especially in the context of financial innovation and operating in the global economy.
  • The fundamental tools and concepts that underlie capital markets and financial management.
  • Advanced modelling and computational techniques for pricing and hedging derivative instruments.
  • Advanced quantitative and applied methods for asset and risk management and for supporting investment and trading decisions.
  • The applicability, weaknesses and threats of computational methods and financial models, ethical and sustainability issues of current practices, as well as the analytical and rigorous approach to efficient modelling.
Learning outcome - Skills

Upon completing the programme, you will possess a number of transferrable skills:

  • Modelling and analysing varied sets of data and multivariate time series, using state of the art digital tools, to support decisions and to carry out research.
  • Stochastic approach and modeling for robust decision-making under uncertainty.

as well as a range of specialization specific skills:

  • Use a range of mathematical, statistical and programming tools to tackle complex financial problems.
  • Apply and develop models and computational methods for pricing and hedging financial instruments, managing risk, asset management and asset allocation.
  • Make optimal financial decisions through quantitative and qualitative analysis of real world problems.
  • Identify important and interesting problems in finance that require an advanced quantitative approach and be able to propose and implement a solution, drawing from the existing models and techniques. 
Learning outcome - General Competence

Upon completing the programme, you will:

  • Comprehend the inherent international aspect of the financial world and acquire a global view of finance and businesses.
  • Be able to critically assess the applicability, relevance, and suitability of financial models and the quantitative approach to financial decision making, as well as develop and select efficient solutions to financial problems.
Course models
Master of Science in Quantitative Finance
CourseCourse type2018 Autumn2019 Spring2019 Autumn2020 Spring
Programme course
6
Programme course
6
Programme course
6
Programme course
6
Programme course
6
Core course
6
Programme course
6
Programme course
6
Programme course
6
Programme course
6
Programme course
6
Programme course
6
Specialisation electives, Internship, Exchange
6
 
Specialisation electives
6
 
 
Elective course
6
 
 
Elective course
6
 
 
Elective course
6
 
 
Elective course
6
 
 
 
The Internship period is 8 weeks in May-August. Exam is in the following autumn semester.
12
Programme course
6
Programme course
6
18
Approved in the Programme Committee
Monday, October 9, 2017