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