MSc in Computational Finance in Colchester United Kingdom | University of Essex

The MSc Computational Finance program provides you with fundamental knowledge of contemporary quantitative finance theories and mathematical foundations, along with practical expertise in utilizing computational tools (primarily Matlab) for financial modeling.

You'll gain hands-on experience understanding today's technology-driven financial markets, asset valuation techniques, and optimal portfolio construction strategies. Beyond conventional derivatives and pricing subjects, we particularly focus on risk management in non-normal market conditions featuring extreme volatility.

Key study areas include:

Advanced computational approaches for derivative valuation and portfolio optimization
Practical applications of calculus and statistical analysis
Computational intelligence applications in financial and economic contexts
Market structure and dynamics
The program also covers artificial market simulations for stress testing, plus auction mechanisms and financial contract design.

Our Center for Computational Finance and Economic Agents serves as an innovative research and teaching hub, internationally recognized for pioneering work that integrates economic theory with computational methods.

All research focuses on practical implementation, with faculty members bringing industry experience and government advisory backgrounds.

Available for full-time or part-time study with October intake.