Taught course

Quantitative Finance

Institution
University of Glasgow · College of Social Sciences
Qualifications
MSc

Entry requirements

2.1 Honours degree or non-UK equivalent in economics, finance, engineering, physics, or another highly mathematical discipline.

Months of entry

September

Course content

This programme draws on recent developments in finance with a quantitative approach to help you understand the structure of financial markets in order for you to make optimal investment decisions.

Quantitative Finance will provide you will a detailed understanding of:

  • the structure of financial markets and forecasting of financial data
  • theoretical models in the core areas of quantitative finance, such as option pricing and hedging
  • advanced econometric and calibration methods to construct practical models of asset prices using these theories.

You will put theory into practice by using software packages such as C++ and Matlab, and will have access to our Bloomberg training room to enhance your employability skills.

You will develop programming skills to utilise in the workplace. In lectures you will be taught the theory and be provided with a financial problem and you will solve these in labs/tutorials.

We are now partners with Bloomberg Experiential Learning. The ELP program recognises and celebrates academic institutions that are leaders in experiential learning through the integration of Bloomberg terminal exercises into curriculum.

Take advantage of our individualised skills development programme, which will ensure you balance academic theory with crucial employability skills to help you maximise your potential and achieve your career goals.

Information for international students

International English Language Testing System (IELTS) Academic module (not General Training)

  • 6.5 with 2 sub-tests at 6.5 and 2 sub-tests at 6.0.
  • Tests must have been taken within 2 years 5 months of start date. Applicants must meet the overall and subtest requirements using a single test.

Qualification, course duration and attendance options

  • MSc
    full time
    12 months
    • Campus-based learningis available for this qualification

Course contact details