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City, University of London

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City, University of London

Mathematical Trading and Finance

The MSc in Mathematical Trading & Finance prepares you for the sophisticated new investment opportunities, risks and instruments created by financial innovation and globalisation.

The programme combines mathematical theory with practical applications, teaching you how to control risks and understand the complex structure of derivative securities. Students should be at ease with sophisticated mathematical methods and statistical techniques.

By the end of the course you will be ready to participate in derivatives markets, and many graduates have progressed directly to trading floor positions in leading banks. Cass's proximity to the City of London has done much to facilitate this progression, Cass's Bloomberg and Thomson Reuters trading rooms, which expertly simulate the trading environment, also do much to prepare you for the real world.

Entry requirements

MSc: A UK 2.1 or above, or the equivalent from an overseas institution;
Previous degree must be in a highly quantitative subject such as mathematics, physics or engineering;
Students from alternative academic backgrounds should have covered areas such as linear algebra, calculus, probability and regression analysis within their first degree;
Transcript/interim transcript;
Current module list if still studying;
CV;
Personal statement (500-600 words);
IELTS result, if report available;
Confirmation of professional qualification examinations/exemptions/passes, if applicable;
Two references;
Work experience is not a requirement of this course.

Course modules

Term 1:
Four core modules -
Derivatives 1 - (Part-time Year 1);
Mathematical Finance and Stochastic Calculus - (Part-time Year 1);
Advanced Financial Econometrics - (Part-time Year 2); and
Quantitative Asset Pricing - (Part-time Year 2).
Term 2:
Four core modules -
Derivatives 2 - (Part-time Year 1);
Numerical Methods in VBA - (Part-time Year 1);
Risk Analysis and Modelling - (Part-time Year 2); and
Structured Equity and Energy Derivatives - (Part-time Year 2).
Term 3: Electives -
Hedge Funds;
Commodity Derivatives & Trading;
Behavioural Finance;
An introduction to Islamic Banking, Finance and Insurance;
Trading & Market Microstructure;
Ethics, Society and the Finance Sector;
Mergers and Acquisitions;
Energy Markets;
Corporate Governance;
Advanced Company valuation;
Pension Finance;
Private Equity Investment;
Technical Analysis and Trading Systems;
Advanced Financial Engineering and Credit Derivatives;
Advanced Financial Modelling and Forecasting;
Advanced Options Trading;
Fixed Income Arbitrage and Trading;
Trading and Hedging in the Forex Market;
Real Estate Fund and Portfolio Management;
Matlab;
Project Finance & Infrastructure (Taught in a block format in Madrid);
Global Real Estate Markets (Taught in a block format in Dubai).

Assessment methods

To satisfy the requirements of the degree programme students must complete: nine core courses and five electives; or one elective and a Business Research Project

Qualifications

Qualification Study mode Start month Fee Fee locale Course duration
MSc Full-time September 2019 25,500 (Whole course) International 1 Years
MSc Full-time September 2019 25,500 (Whole course) Northern Ireland 1 Years
MSc Full-time September 2019 25,500 (Whole course) Wales 1 Years
MSc Full-time September 2019 25,500 (Whole course) EU 1 Years
MSc Full-time September 2019 25,500 (Whole course) Scotland 1 Years
MSc Full-time September 2019 25,500 (Whole course) England 1 Years

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