入学要求 Requirement:
学术要求:To be accepted on to this course you will need a good Bachelors degree in a highly quantitative subject. The required degree classification is usually a UK 2.1 or above, or the equivalent from an overseas institution.
Students should have covered areas such as micro and macroeconomics within their first degree.
英语要求:
IELTS:The required IELTS level is an average of 7.0 with a minimum of 6.5 in writing.
TOEFL:For TOEFL we require 107 (Internet Based Test)
学费 Tuition Fee:£21,500(2012/2013)
课程特征 Course Features:
The MSc in Mathematical Trading & Finance prepares you for the sophisticated new investment opportunities, risks and instruments created by financial innovation and globalisation. It can be undertaken as a one-year full-time or two-year part-time programme.
The programme combines mathematical theory with practical applications, teaching you how to control risks and understand the complex structure of derivative securities. Students should be at ease with sophisticated mathematical methods and statistical techniques.
By the end of the course you will be ready to participate in derivatives markets, and many graduates have progressed directly to trading floor positions in leading banks. Cass's proximity to the City of London has done much to facilitate this progression, Cass's Bloomberg and Thomson Reuters trading rooms, which expertly simulate the trading environment, also do much to prepare you for the real world.
The Masters in Mathematical Trading and Finance was launched with the generous support of the Corporation of London.
The content of the two-year (part-time) course is identical to the full-time course, enabling those who work in relevant areas to build on their skills and update their knowledge.
课程内容 Course Content :
Term1:
Derivatives
Mathematical Finance and Stochastic Calculus
Advanced Financial Econometrics
Quantitative Asset Pricing
Term2:
Derivatives 2
Numerical Methods in VBA
Risk Analysis and Modelling
Structured Equity and Energy Derivatives
Term3:
Five electives (18 hours each)
OR
One elective and a Business Research Project
Electives
You may choose from a wide variety of electives. For example:
•Advanced Financial Engineering and Credit Derivatives
•Fixed Income Arbitrage and Trading
•Advanced Options Trading
•Trading and Hedging in the Foreign Exchange Market
•Advanced Financial Modelling and Forecasting
•Technical Analysis and Trading Systems.
•Mergers, Acquisitions and Divestments
•Finance in Emerging Markets
•Behavioural Finance
•Market Microstructure and High Frequency Econometrics
•Matlab
•Private Equity Investment
Research Methods module