University College Dublin - Michael Smurfit School - MSc Quantitative Finance PDF  | Print |  E-mail

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University College Dublin - Michael Smurfit School - MSc Quantitative Finance
Dublin, Ireland
Program Contacts:
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The Summary:

 

Following an academic review the structure of the M.Sc. in Quantitative Finance has changed and will now be a two semester course consisting of 10 modules along with a summer dissertation.

 

The MSc in Quantitative Finance is ideal for people who have majored in mathematical finance or economics and trains you to use your quantitative talents to the full.  However, we try to accommodate people from diverse professional backgrounds who are attracted to the programme. If you have a degree in mathematics, statistics, physics and engineering, the MSc in Quantitative Finance could be for you. We also encourage commerce graduates who have the disposition and natural talent for a mathematically rigorous training in finance.

 

The MSc in Quantitative Finance is a balanced programme of finance and computational methods, which will suit numerate, competitive students looking for careers in finance that stretch their quantitative talents.

 

Course Structure/Topics:


The core modules give you the skills you need to manage portfolios in a number of different financial areas and to manage corporate financial risk. They include:

 

Semester One, September to December

  • Financial Econometrics
  • Introduction to Numerical Methods
  • Risk Management and Financial Instituitions
  • Derivative Securities
  • Advanced Specialist Course (Neural Nets, Genetic Algorithms etc.)

Semester Two, January to May

  • Time Series Econometrics
  • Fixed Income Securities
  • Financial Theory
  • Stochastic Processes
  • Applied Portfolio Management

Summer

  • Dissertation

Global Derivatives View:


To be compiled.

 

Key Stats:


Acceptance Rate:
Annual Intake: 20
Application Deadline: No strict deadline - however, suggested date is May 1st.
Average Age at Entry:
Average Years of Work Experience of Class:
Dissertation/Thesis: Projecct
Duration of Program: 1 Year
Entry Requirements:
- A primary degree in an appropriate field. These includes mathematical finance, economics, mathematics, statistics, engineering and physics
- High academic grades (your transcript should include grades for each subject taken)
- Names and contact details of two referees who can assess your intellectual ability, maturity and motivation
- Candidates may be asked to sit the Graduate Management Admissions Test (GMAT) subject to individual application
GMAT: Average -
GPA: Average -
GRE: Averege -
International Students:
Placement Rate:
Required Courses for Completion: 18 courses + project
Student-Teacher Ratio:
Tuition (2009-10): €15,500 (Full Time), €8,250/annum (Part Time)

 

Additional Information: