The Computational Finance MSc introduces advanced modules focused on providing quantitative and modelling skills which appeal to 'quant' roles in trading, research, regulation and risk.
To find out core information about this degree, such as entry requirements, programme length and cost, visit the UCL prospectus site.
Students undertake modules to the value of 180 credits.
The programme consists of four core modules (60 credits), four optional modules (60 credits) and a dissertation (60 credits).
- Data Analytics (COMP0047) (15 credits)
- Financial Engineering (COMP0048) (15 credits)
- Financial Market Modelling and Analysis (COMP0075) (15 credits)
- Numerical Methods for Finance (COMP0043) (15 credits)
Students select 60 credits from the optional group.
- Algorithmic Trading (COMP0051) (15 credits)
- Applied Computational Finance (COMP0041) (15 credits)
- Financial Institutions and Markets (COMP0105) (15 credits)
- Machine Learning with Applications in Finance (COMP0050) (15 credits)
- Market Microstructure (COMP0049) (15 credits)
- Market Risk and Portfolio Theory (MATH0094) (15 credits)
- Networks and Systemic Risk (COMP0046) (15 credits)
- Numerical Optimisation (COMP0120) (15 credits)
- Operational Risk Measurement for Financial Institutions (COMP0044) (15 credits)
- Probability Theory and Stochastic Processes (COMP0045) (15 credits)
Please note: the availability and delivery of optional modules may vary, depending on your selection.
All students undertake an independent research project which culminates in a dissertation of about 10,000 words or 50 pages. Usually this will be undertaken during a summer placement in an industry environment arranged by the department.
- MSc Computational Finance Project (COMP0077) (60 credits)