University of Essex > School of Computer Science and Electronic Engineering
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.
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.
- Continuous Assessment
- Written examinations
These lists are not intended to be exhaustive, and may be subject to change. You should check the course homepage for further details and the most up-to-date information.