英国硕士金融数学专业(2)
大学名称:帝国理工学院 Imperial College London
专业名称:数学与金融
院系:数学学院
学制:1年全日制
开课日期:9月
学术要求:数学、应用数学、统计或物理的2.1学位
语言要求:雅思 6.5,各项不低于6
学费:36,500英镑
课程设置:
Core modules
l Computing in C++
l Interest Rate Models with Credit Risk, Collateral, Funding Liquidity Risk and Multiple Curves
l Fundamentals of Option Pricing
l Quantitative Risk Management
l Simulation Methods for Finance
l Statistical Methods in Finance
l Stochastic Processes
Optional modules
You choose five optional modules to study.
l Algorithmic Trading and Machine Learning
l Advances in Machine Learning
l Convex Optimisation
l Stochastic Calculus for Finance
l Advanced Topics in Data Science: Signatures and Rough Paths in Machine Learning
l Market Microstructure
l Data Science for Fintech Regtech and Suptech: Methodological Foundations and Key Applications
l Deep Learning
l Topics in Derivatives Pricing
l Stochastic Control in Finance
l Portfolio Management
l Quantum Computing in Finance
l Algorithmic and High-Frequency Trading
l Selected Topics in Quantitative Finance
l Numerical Methods in Finance
l Python for Finance
Research Project
You complete a supervised thesis project, lasting four months, towards the end of the programme. Most projects are intended to be carried out in association with a bank, finance house, hedge fund, consultancy or systems provider in the finance industry, and we endeavour to arrange suitable placements.
The project may be an internship, where you work full-time, or a collaborative arrangement where you work at the College and visit the company on a regular basis for project discussions. You can choose to do an internal project with an internal supervisor if you do not wish to do an internship.
Whichever route you choose, you will be assigned an academic project supervisor who will be a member of staff of the Mathematical Finance section.
就业前景:
毕业生具备在量化金融和风险管理领域从事职业所需的技能。 以前的毕业生已经继续担任金融分析师、定量分析师和风险管理分析师等职位。