Quantitative Finance

Key facts

• The Quantitative Finance program of the University of Glasgow will provide you will a detailed understanding of:
• the structure of financial markets and forecasting of financial data

• theoretical models in the core areas of quantitative finance, such as option pricing and hedging

• advanced econometric and calibration methods to construct practical models of asset prices using these theories.
• You will put theory into practice by using software packages such as C++ and Matlab, and will have access to our Bloomberg training room to enhance your employability skills.
• You will develop programming skills to utilise in the workplace. In lectures you will be taught the theory and be provided with a financial problem and you will solve these in labs/tutorials.
• We are now partners with Bloomberg Experiential Learning. The ELP program recognises and celebrates academic institutions that are leaders in experiential learning through the integration of Bloomberg terminal exercises into curriculum.
• Take advantage of our individualised skills development program, which will ensure you balance academic theory with crucial employability skills to help you maximise your potential and achieve your career goals.
• Career prospects
• This program will help prepare you for a career in government, international organisations or financial institutions working as derivative traders, quantitative traders or quantitative risk managers. Recent graduates have taken up positions in various investments banks. We have a dedicated careers and employability team who provide 1-2-1 support and advice, group workshops, employer events on campus and networking opportunities throughout the year to help you with your career prospects.

The program holds triple accreditation: AACSB, AMBA and EQUIS.

Courses include:

• Applied Computational Finance
• Dissertation Gcefs
• Financial Market Microstructure
• Investment, Finance And Asset Pricing
• Mathematical Finance