This advanced course work is designed for students with a quantitative background, obtained either from recent education or through professional experience.
The main objective of this master is to train a new generation of quants. You will gain cutting-edge knowledge in quantitative finance and will learn how to apply it to real-life problems.
You will not only be exposed to up-to-date models, but you will also understand their advantages and limitations, both in theory and in practice.
By the end of the year, you will be able to:
- become an analyst and/or manager in a quant group
- price equities and bonds
- construct and programme structured products
- perform tail-risk analysis
- extract information from massive databases
- understand and trade in complex derivative products such as volatility derivatives
This master is a full-time course (60 ECTs) of five terms spread over 11 months. The teaching methodology will vary according to the course content and to the abilities of the students.