Mathematical and Computational Finance

专业详情

The course provides you with a strong mathematical background with the skills necessary to apply your expertise to the solution of problems. You will develop skills to formulate mathematical problems that are based on the needs of the financial industry. You will carry out relevant mathematical and financial analysis, develop and implement  appropriate tools to present and interpret model results.

The course lays the foundation for further research in academia or for a career as a quantitative analyst in a financial or other institution.

You will take four introductory courses in the first week. The introductory courses cover partial differential equations, probability and statistics, financial markets and instruments, and Python.

The first term focuses on compulsory core material, offering 64 hours of lectures and 24 hours of classes, plus one compulsory computing course offering 16 hours of lectures.