计算机机金融理学硕士

我们的MSc计算机金融学为您提供现代定量金融学的核心概念和数学原理，以及为使用计算机软件包（主要是Matlab）进行金融建模提供的操作技能。我们提供实用的实践知识，以了解现代高度计算机机化的金融市场如何运作，资产应如何定价以及投资者应如何构建资产组合。除了衍生工具和资产定价方面的传统主题外，我们还特别强调非高斯环境中发生极端事件的风险管理。您可以通过研究以下主题来掌握这些领域：衍生工具定价和投资组合管理的非线性和进化计算机方法微积分和统计方法的应用金融和经济学中的计算机智能金融市场
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>Non-linear and evolutionary computational methods for derivatives pricing and portfolio management<br>Applications of calculus and statistical methods<br>Computational intelligence in finance and economics<br>Financial markets<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.<br><br>This course is available on a full- and part-time basis, starting in October.