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MSc in Quantitative Finance
131
Graduate Management School
Profile
Taught Course Website
MSc in Quantitative Finance www.lums.lancs.ac.uk/masters/
Number of Postgraduate Students Location
25 The Management School
Enquiries
tel: +44 (0) 1524 594767
fax: +44 (0) 1524 592990
e-mail: quantfinance@lancaster.ac.uk
.lums.lancs.ac.uk/masters/
www
MSc in Quantitative Finance Structure
The Quantitative Finance degree is made up of eight core modules,
Director of Studies: Dr Ivan Paya. three optional modules culminating in a dissertation.
Duration: 12 months full-time.
Entry requirements: An upper second class honours degree, or its Core Modules
equivalent. Financial Stochastic Processes
Assessment: Combination of coursework, reports and examination Statistical Methods for Financial and Economic Applications
plus dissertation. C++ Programming for Quantitative Finance
IELTS: 7.0 or TOEFL 600 (paper-based test), 250 (computer-based test), Spreadsheet Modelling for Quantitative Finance
100 (internet-based test). Financial Markets
Funding: See page 196. Optimization with Financial Applications
Further information: www.lums.lancs.ac.uk/masters/ Derivatives Securities and Pricing
Economics of Money, Banking and Finance
The MSc in Quantitative Finance is designed to enable you to
acquire, enhance and apply advanced analytical, problem-solving
Optional Modules
and technical skills to the analysis of risk and return in a range of
Assessing Financial Risk: Extreme Value Methods
financial institutions or specialist departments in large corporations.
Business Forecasting
Financial Econometrics
MSc in Quantitative Finance
You will develop your knowledge of the problems and issues in the
International Money and Finance
banking and finance sectors as well as transferable skills, for
International Banking and Risk Management
example, in using computer-based sources of financial information
Behavioural Finance
and applying this information in financial analysis; data analysis and
Credit Scoring
forecasting; computer programming and statistical software.
Dissertation
This interdisciplinary programme is delivered by Lancaster University
In the Summer Term students will undertake a dissertation made
Management School (Economics, Accounting and Finance and
up of study skills, research methodology and a research
Management Science) and Lancaster’s Faculty of Science and
dissertation. Students will be able to select topics in financial
Technology (Maths and Statistics).
economics and econometrics, statistics or Operational Research and
Management Science.
Employability
The demand for highly numerate postgraduate students in the
Financial Services sector both in the UK and elsewhere in the
Management School:
world is very high. The distinguishing feature of the
programme is one with a clear vocational slant towards
employment within the Financial Sector.
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