A multidisciplinary programme focusing on computational and quantitative topics of finance including such as are relevant to portfolio risk management and the pricing of derivative contracts.
An appropriate Bachelors degree with a minimum of 60% for all modules on third-year level.
In the selection procedure the candidate’s complete undergraduate academic record will be considered. Calculus, Differential equations and Linear algebra on 2nd year level are required.
Please note that there is a limited intake of new students each year.
The final approval is granted by the Faculty Postgraduate Committee.