Ambitious students with an educational background in Economics, Finance or STEM (Science, Technology, Engineering, and Mathematics) subjects and with a proven quantitative talent will be ideally suited to this programme.
This course covers a broad range of subjects related to the mathematical modelling of financial markets and the pricing and hedging of financial securities. The course equips you with the necessary theoretical, mathematical and computational skills needed to pursue a career in quantitative finance. If you are a competitive student looking for a career in finance that will use your quantitative talents to the full, this is the course for you.
For graduates wishing to pursue further the theoretical dimension to the discipline, the curriculum content provides the perfect basis for a Ph.D. in Finance.
The course was awarded Risk Management Accreditation by the Professional Risk Managers International Association (PRMIA), confirming the suitability of the course for preparing graduates for a career as professional risk managers. Graduating students obtain exemptions to PRMIA level 1 and 2 exams.
The programme can be undertaken on a part-time basis, thus enabling current professionals with the relevant background to combine working life with study, however this is dependent on students’ employment commitments. Note that this is not a dedicated part-time programme and that students will be required to attend lectures, tutorials and complete group assignments in conjunction with the full-time cohort, for whom the schedule is primarily during working hours for a block of hours on several days a week. Modules in autumn trimester will be delivered in a compressed format meaning that modules are taught intensively over two 6 week periods, requiring additional attendance at lectures and tutorials. Employer support is therefore essential.
An honours bachelors degree in:
a. Business/Commerce to include a number of quantitative subjects such as Economics or Finance
or
b. a Finance-related-area, Mathematical Finance, Economics, Mathematics, Statistics, Computer Science, Engineering or Physics
with a minimum 2.1 award at NFQ Level 8 (or international equivalent) in a. or b. above.
Applicants should have demonstrated strong academic ability (a 1.1 or 2.1) in a number of quantitative modules in their degree, such as mathematics, statistics, or econometrics.
Candidates may be asked to sit the Graduate Management Admissions Test (GMAT) subject to individual application.
IELTS: A minimum overall score of 7.0 over all components and a minimum of 6.0 in each band.
TOEFL: A minimum score of 100 is required in the Internet based TOEFL (iBT) with a score of at least 20 in each section.
PTE: Minimum of 65 and at least 59 for each item.
序号 | 课程介绍 | Curriculum |
1 | 资本市场与工具 | Capital Markets and Instruments |
2 | 衍生品证券 | Derivative Securities |
3 | 金融分析 | Financial Analysis |
4 | 金融经济计量学 | Financial Econometrics |
5 | 金融理论 | Financial Theory |
6 | 金融定量方法 | Quantitative Methods for Finance |
7 | 高级衍生品证券 | Advanced Derivative Securities |
8 | 金融高级统计计算方法 | Advanced Statistical Computing Methods for Finance |
9 | 固定收益证券 | Fixed Income Securities |
10 | 数值方法 | Numerical Methods |
11 | 组合与风险管理 | Portfolio & Risk Management |
12 | 金融服务伦理 | Ethics in Financial Services |