Henley Business School, University of Reading > ICMA Centre
The quantitative finance skills that you will develop in the MSc Financial Engineering programme are sought after by major employers in the sector. The need to develop more effective pricing and hedging models for complex financial products is more important than ever following the most recent global financial crisis. Our compulsory modules provide a firm grounding in probability theory, stochastic calculus, derivatives pricing, quantitative and numerical methods, structuring products, volatility analysis, and the modelling of credit, equity, foreign exchange and interest rate derivatives. We also provide a thorough training in C++ and other programming tools.
Optional modules will allow you to focus on risk analysis, portfolio management, designing trading strategies or econometric analysis. A good background in mathematics is required for acceptance to this programme (see entry requirements).
- Technical Demonstrations (e.g. Bloomberg / Datastream)
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.