Computational Finance MSc

Royal Holloway, University of London

This course, offered by the Department of Computer Science and the Department of Economics, allows you to specialise in modern quantitative finance and computational methods for financial modelling, which are demanded for jobs in asset structuring, product pricing as well as risk management.Skills that you will acquire include the ability to:analyse, critically evaluate, and apply methods of computational finance to practical problems, including pricing of derivatives and risk assessmentanalyse and critically evaluate methods and general principles of computational finance and their applicability to specific problemswork with methods and techniques such as clustering, regression, support vector machines, boosting, decision trees, and neural networksanalyse and critically evaluate applicability of machine learning algorithms to problems in financeimplement methods of computational finance and machine learning using object-oriented programming languages and modern data management systemswork with software packages such as MATLAB and Rwork with Relational Database Systems and SQLDuration: 1 year full time or 2 years part time

Computer Science