Core courses 

• Deep Learning (16 lectures, and 4 classes of 1.5 hours each)
• Quantitative Risk Management (8 lectures, and 2 classes of 1.5 hours each)
• Stochastic Control (8 lectures, and 2 classes of 1.5 hours each)
• Fixed Income (16 lectures, and 4 classes of 1.5 hours each)

Elective courses 

• Advanced Volatility Modelling (8 lectures, and 2 classes of 1.5 hours each)
• Advanced Monte Carlo Methods (8 lectures, and 2 classes of 1.5 hours each)
• Advanced Numerical Methods (8 lectures, and 2 classes of 1.5 hours each)
• Asset Pricing (8 lectures, and 2 classes of 1.5 hours each)
• Market Microstructure and Algorithmic Trading (8 lectures, and 2 classes of 1.5 hours each)
• Decentralised Finance (8 lectures and 2 classes of 1.5 hours each)

Computing course 

• Financial computing with C++ II (24 hours of lectures and classes)

The third term is mainly dedicated to a dissertation project which is to be written on a topic chosen in consultation with your supervisor. This may be prepared in conjunction with an industry internship.

Graduate destinations

MSc graduates have been recruited by prominent investment banks and hedge funds. Many past students have also progressed to PhD-level studies at leading universities in Europe and elsewhere.