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:
Federico Gavazzoni
Learning outcome - Knowledge
With this program you will learn:
- The role and value of finance in the modern global economy and society.
- The fundamental principles, tools and concepts in finance.
- Stochastic methods for pricing and hedging derivative instruments and other financial and real assets.
- Advanced statistical and econometric methods and tools to analyse data and model risk.
- Fundamental and advanced asset management and portfolio strategies.
- Gain an international perspective and a broad overview of the financial industry.
Learning outcome - Skills
Upon completing the programme, you will be able to:
- Structure, model, validate, analyse and visualize various types of data.
- Model and analyze risk using advanced statistical and numerical methods, and manage risk using static and dynamic strategies.
- Apply and develop models for pricing and hedging financial instruments.
- Develop and implement asset management strategies, involving equities, bonds and derivatives.
Learning outcome - General Competence
Upon completing the programme, you will gain the competence to:
- Combine advanced analytical and digital methods in quantitatively analysing various problems, informing decisions and carrying out independent research.
- Face challenges using innovative analytical and quantitative approaches, through independent critical thinking and the ability to perform under pressure, work in teams and adapt to changes.
Course models
Approved in the Programme Committee
Thursday, October 19, 2023