Master's degree in Quantitative Methods in Finance
The work developed by a student during one academic year, according to the indicative plan of the course and on a full time basis, totals 60 ECTS.
Study Programme
| Option rule | Course unit title | Year | Regime | Type | Subject area | ECTS credits |
|---|---|---|---|---|---|
| Optimization Methods in Finance | 1 | 1st Semester | Compulsory | MAT | 6.0 |
| Risk and Financial Economics | 1 | 1st Semester | Compulsory | ECO | 6.0 |
| Stochastic Processes and Calculus | 1 | 1st Semester | Compulsory | MAT | 6.0 |
| Time Series | 1 | 1st Semester | Compulsory | MAT | 6.0 |
| Derivative Modelling and Risk Management | 1 | 2nd Semester | Compulsory | MAT | 6.0 |
| Financial Derivatives | 1 | 2nd Semester | Compulsory | ECO | 6.0 |
| Financial Time Series | 1 | 2nd Semester | Compulsory | ECO | 6.0 |
| Interest Rate Models and Credit Derivatives | 1 | 2nd Semester | Compulsory | ECO | 3.0 |
| Project/Dissertation in Quantitative Finance | 1 | MULTIANNUAL | Compulsory | ECO/MAT | 33.0 |
The optional course units are offered on a yearly basis, depending on the availability of the Organic Unit