入学要求 Requirement:
学术要求: To enter this course you will need a good Bachelors degree in a highly quantitative programme such as mathematics, physics or engineering. 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 probability and linear algebra on their first degree.
No work experience is required for this programme, but please provide details of any relevant experience that might enhance your profile.
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 Quantitative Finance develops the specialised skills required to implement theory in areas such as quantitative analysis, financial research, quantitative asset management, derivatives structuring, financial programming and risk management.
As such, it will equip you with a rigorous understanding of the theory behind Asset Pricing, and Fixed Income Securities with relevant applications using various computer software including programming languages. The programme focuses very much on forecasting i.e. econometrics, numerical methods and also covers risk management.
The demand for recruits with strong quantitative skills has spread beyond the pure derivatives area, and graduates from the course move into a range of careers in the financial sector. Cass's proximity to the City of London helps graduates to access outstanding career opportunities, especially as Cass has close links with many City institutions. .
课程内容 Course Content :
Term1:
Asset Pricing
Numerical Methods 1: Foundations
Derivatives
Foundations of Econometrics
Term2:
Fixed Income Securities
Numerical Methods 2: Applications in Finance
Risk Analysis
Econometrics of Financial Markets
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:
•Hedge Funds
•Exotic Options
•Equity Investment
•Technical Analysis and Trading Options
•Advanced Financial Engineering and Credit
•Trading & Hedging in the Forex market
•Behavioural Finance
•C/C++
•Visual Basic
Research Methods module