Computational Finance MSc

**This course is temporarily suspended for the 2025-26 and 2026-27 academic years.**<br/><br/>Our MSc Computational Finance equips you with the core concepts and mathematical principles of modern quantitative finance, plus the operational skills to use computational packages (mainly Matlab) for financial modelling.<br/><br/>We provide practical, hands-on learning about how modern, highly computerised financial markets work, how assets should be priced, and how investors should construct a portfolio of assets. In addition to traditional topics in derivatives and asset pricing, we place a special emphasis on risk management in non-Gaussian environment with extreme events.<br/><br/>You master these areas through studying topics including:<br/><br/><br/>- Non-linear and evolutionary computational methods for derivatives pricing and portfolio management<br/><br/><br/>- Applications of calculus and statistical methods<br/><br/><br/>- Computational intelligence in finance and economics<br/><br/><br/>- Financial markets<br/><br/><br/>You also graduate with an understanding of the use of artificial financial market environments for stress testing, and the design of auctions and other financial contracts.<br/><br/>Our Centre for Computational Finance and Economic Agents is an innovative and laboratory-based teaching and research centre, with an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.<br/><br/>Our research is geared towards real-world, practical applications, and many of our academic staff have experience of applying their findings in industry and in advising the UK government.