About Sub Group: Financial Mathematics (MSc.)
The Master of Science (MSc) program in Financial Mathematics aims to prepare students from quantitative disciplines for contemporary finance and capital management. The curriculum includes mathematical, statistical and computational methods for security pricing, asset allocation, speculative trading, and risk management. It offers comprehensive coverage on financial markets and valuable insights on the performance of various pricing models in market practice. This degree program upgrades students’ knowledge in probability, statistics and stochastic calculus to a level beyond the bachelor's degree in mathematics. It trains students with theories, tools and skills of programming for quantitative investment and risk management.
On completion of the program, students are expected to have:
• comprehensive knowledge of financial products commonly traded in markets and solid understanding of models of security pricing and hedging in equity, fixed-income, forex and credit markets;
• solid understanding of the principles and technologies for risk management and algorithmic trading;
• technical ability to construct quantitative models and use them for production through quantitative programming
Potential: Financial Mathematics (MSc.)
Contemporary financial industry is featured by the extensive use of mathematical models for security pricing, dynamica asset allocation, high-frequency trading and quantitative risk analysis. Graduates of this program are well prepared for jobs in trading and market making of derivatives, financial product development (structured products, insurance products etc.), investment decision making (fund management, trading, speculation strategies, etc.), and risk management (risk assessment, stress testing, etc.).
Importance: Financial Mathematics (MSc.)
DR. Amir Hamid Alizadeh
Miss Fatemeh Mahmoodinasab
The education plan for this group has not been announced yet.
The notification for this group has not been announced yet.