Students Staff

Masters courses

We offer two specialist one-year Masters courses in computational finance. You'll study a number of taught modules and then complete a dissertation project focused on the computational implementation of financial models.

Each of our courses is highly cross-disciplinary and involves some elements of programming, statistics and mathematics with the particular emphasis depending on the course you choose.

All of our Masters courses can be taken on a full or part-time basis.

Students with a quantitative background

For our MSc Computational Finance and MSc Algorithmic Trading you'll need a quantitative background but no previous financial or computing knowledge is assumed.

  • MSc Computational Finance

    This course will equip you with the core concepts and mathematical principles of modern quantitative finance, along with the operational packages (mainly Matlab) for financial modelling. As well as traditional topics in derivatives and asset pricing, we emphasise risk management in non-Gaussian environments with extreme events.

    You'll need a first degree in a quantitative subject such as computer science, mathematics, statistics, physics, economics or finance. However, no finance or computing background is assumed.


  • MSc Algorithmic Trading

    Algorithmic trading focuses on real-time trading activities in an electronic exchange system. Financial 'tick-by-tick' data sets provide deep insights into the price formation process at the microstructure level and have been used to study topics such as price discovery, order choice behaviour of market participants and optimal order placement strategy. This course will equip you with both the core concepts and quantitative methods in high-frequency finance and the operational skills to use state-of-the-art computational methods for financial modelling.

    You'll need a first degree in a quantitative subject such as computer science, mathematics, statistics, physics, economics or finance.