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This program, provided jointly by the Computer Science and Economics Departments, enables specialization in contemporary quantitative finance and computational techniques for financial modeling - skills highly sought after in careers involving asset structuring, product valuation, and risk analysis.
You'll develop competencies including:
evaluating and applying computational finance approaches to real-world challenges, including derivative pricing and risk evaluation
assessing computational finance methodologies and their suitability for specific financial scenarios
utilizing techniques like clustering, regression, support vector machines, boosting, decision trees, and neural networks
evaluating machine learning applications for financial problem-solving
implementing computational finance and machine learning solutions using object-oriented programming and modern data systems
gaining proficiency with MATLAB, R, and other financial software
working with relational databases and SQL queries
Program length: 1 year full-time or 2 years part-time