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 Creditd Derivatives 1 2nd Semester Compulsory ECO 6.0
Complements of Analysis and Programming 1 1st Semester Elective * MAT 6.0
Intermediate Microeconomics 1 1st Semester Elective * ECO 6.0
Numerical Methods for Partial Differential Equations 1 2nd Semester Elective * MAT 6.0
Risk Theory 1 2nd Semester Elective * MAT 6.0
Course unit title Year Regime Type Subject area ECTS credits
Project/Dissertation in Quantitative Methods in Finance 2 1st Semester Compulsory ECO/MAT 30.0

The optional course units are offered on a yearly basis, depending on the availability of the Organic Unit