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MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics Information Session 6 February 2014, 18.30

MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

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Page 1: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

MSc in Mathematical Trading & FinanceMSc in Quantitative FinanceMSc in Financial Mathematics

Information Session6 February 2014, 18.30

Page 2: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

MSc programmes

Actuarial ScienceActuarial Management

Mathematical Trading & FinanceQuantitative FinanceFinancial Mathematics

Real Estate Real Estate Investment

Shipping, Trade & FinanceEnergy, Trade & Finance

Streams in:Strategic ManagementMarketingEntrepreneurship

Corporate FinanceFinance Investment Management Banking & International Finance International Accounting

& FinanceReal Estate InvestmentFinance and Investment

(part-time only)

Insurance & Risk Management

SHIPPING, TRADE & FINANCE

ACTUARIAL FINANCE

QUANTITATIVE FINANCE

MANAGEMENT INSURANCE

REAL ESTATE

Page 3: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

One of the world’s top ranked business schools

Located in the heart of the financial centre of London, with 3000 students.

1% of elite business schools with triple accreditation to AMBA, EQUIS and AACSB

Top

Page 4: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Facilities

Great location on the doorstep of the City of London

Bloomberg and Thomson Reuters trading rooms

Wireless access throughout the building

Well stocked library with most recent book stock & journals

Page 5: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

All teaching is informed by the latest research

Cass’s faculty are published in top industry journals

10Ranks Cass Top

UK business schools for business, managementand finance research (RAE) 90 of our research of

international significance (RAE)

%

Research centres include:

•Mergers & Acquisitions Research Centre

•Centre for Asset Management Research

•Emerging Markets Group

•Research Centre for Real Estate Finance

•Centre for Research in Asian Management

•Centre for Banking Research

Page 6: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Recent SpeakersJim O’NeilChairman of Asset Management,Goldman Sachs

Jean Claude TrichetPresident European Central Bank, 2003 - 2011

Angela KnightCEO, British Bankers Association, 2007 - 2012

Lord Adair TurnerVisiting Professor, Cass Business School

His Excellency Sha PeixinThe Chinese Ambassador, Marketing in China

Prof Joseph Stiglitz Make Globalisation Work

Alistair Buchanon CEO, Ofgem, 2003 - 2013

George OsbourneChancellor of the Exchequer

Page 7: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

TERM I

4 Modules

Term I dates29 Sept. – 7 December 2014Exams 12 - 23 January 2015

Term dates 2014 - 2015INDUCTION

Careers W

eek / Introduction15 -26 S

eptember

2014 2015

TERM II

4 Modules

Term II dates26 January – 3 April 2015Exams 27 April – 8 May 2015

TERM III

Electives

Term III dates11 May –26 June 2015Assessments 39 June –10 July 2015

BUSINESS RESEARCH PROJECT SUBMISSION DEADLINE, 1 SEPTEMBER

Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep

Page 8: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Dr Laura Ballotta, Admissions Tutor

Dr Dirk Nitzsche, Course Director

MSc in Quantitative Finance

MSc in Financial Mathematics

Page 9: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Why choose the MSc in Financial Mathematics?

Intends to provide the tools required to undertake high quality research in both financial and academic institutions

Focuses on mathematical theory & programming tools

Prepares students for a numbers of roles in the financial industry involving• Model development• Product enhancement• Implementation of variety of exotic derivative

asset classes

Page 10: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Why choose the MSc in Quantitative Finance?

Intends to give students a sound understanding of the quantitative aspects of finance, used both by practitioners and academics

Blend of economics, statistics, finance and programming

Prepares students for a number of roles in the financial industry requiring extensive and in-depth market analysis, or for a career in asset management

Page 11: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Quantitative FinanceFinancial Mathematics

TERM I: 4 CORE MODULES

Asset Pricing

Numerical Methods 1: Foundations

Stochastic Calculus Foundations of Econometrics

Mathematical Models for Financial Derivatives Derivatives

Page 12: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Quantitative FinanceFinancial Mathematics

TERM II: 4 CORE MODULES

Fixed Income Securities

Numerical Methods 2: Applications to Finance

Advanced Stochastic Modelling Methods in Finance

Econometrics of Financial Markets

Research Project Skills (1/2 module)

Risk Analysis

Page 13: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Term III: 5 Electives or 1 elective plus project

Energy & Weather Derivatives Financial Extreme Value Statistics Advanced Financial Engineering Credit Risk Modelling and Credit

Derivatives

Econometrics Modelling Behavioural Finance Advanced Derivatives Technical Trading Private Equity Investment

…and many more

Page 14: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

66% UK

3China

22%European Union

6%

Middle East

3

South East Asia & Asia pacific

FM student intake 2013

Page 15: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

37% European Union

9%South East Asia

27%

Other European

21%China

6%UK

QF student intake 2013

Page 16: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Prof. John Hatgioannides, Course Director

MSc in Mathematical Trading & Finance

Page 17: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Why MSc in Mathematical Trading & Finance?

Excellent reputation of the course• it is the first degree of this specialist nature

worldwide• running for its 17th year

Course complements theory and with current market practice

Leading practitioners from quantitative and trading departments of financial institutions are teaching on the course.

Bloomberg dealing room and Reuters facilities Cass offers students TRADERMADE, the leading

platform for analytics/trading of FX (mainly) products

Programme is offered full & part time

Page 18: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Term 1 (October–December)

4 core modules: Mathematical Finance and Stochastic Calculus Derivatives 1: Forwards, Futures, Swaps: Theory

and Dealing Room Applications

Quantitative Asset Pricing Advanced Financial Econometrics

Page 19: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Term 2 (January– March)

4 core modules: Derivatives 2; Beyond Black Scholes Valuation

of Plain-Vanilla Options and the Pricing of Exotic Derivatives

Numerical Methods

Risk Analysis and Modelling Structured Equity and Energy Derivatives

Page 20: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Term 3 (April-June)

1/5 elective modules: Advanced Financial Engineering and Credit

Derivatives Fixed Income Arbitrage and Trading Quantitative Asset Management Advanced Options Trading Trading and Hedging in the Foreign Exchange

Markets Advanced Financial Modelling and Forecasting Technical Analysis and Trading Systems

Project (June-July)

Page 21: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

China

15%

MTF student intake 2013

Americas6%

Africa 11%

UK6%

South East Asia& Asia Pacific

12%Other European

19%

Middle East10%

European Union

21%

Page 22: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Scholarships & funding

www.cass.city.ac.uk/masters/funding

Private and corporate donors

Awards available from between £1,000-£20,000

To qualify for a scholarship you must be of a high academic calibre demonstrated by a first class degree or equivalent and be in need of financial assistance

Online application

Page 23: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

1,200 students (Full and Part Time)

Average age: 24

45% women

Over 100 Countries represented

The student community

Americas

9%

59% Europe25%Asia

10%Africa

Page 24: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Get involved Sporting clubs – basketball, adventure

sports, badminton, golf, cricket, ski/snowboarding, squash…

Business related clubs – investments, trading floor, emerging markets, actuarial society…

Others include – dance, film, food and wine and country specific interest clubs…

Student organised events include:• 2013 Real estate conference

• Cass M&A Conference 2013

• Cass Management Consultancy Society - Emerging Markets – New Safe Havens?

• Cass Finance Society - A Day in the Life of a Trader-What Makes Traders Tick?

Page 25: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Getting on the right career path – Cass Careers

Workshops Interview preparation CVs and applications Assessment centres Networking Commercial awareness Presentation skills Working with recruitment agencies Psychometric tests

One to one appointments Opportunities to engage with employers September Careers Fair

Page 26: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Organisations who participated in the Sept. 2013 MSc Careers Fairs

Page 27: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Organisations who participated in the Sept. 2013 MSc Careers Fairs

Page 28: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Active global community

GlobalAlumni

Network30,000 with lifetime access to the global on-line Cass alumni community

Page 29: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Active global community

Cass Entrepreneurs Network: e.g., Trends in New Media, Christmas party

Cass Women in Business (CWIB) Speaker Series: e.g., Women in Technology, Lehman Brothers

Alumni receptions in cities including - Paris, Frankfurt, Shanghai, Hong Kong, Tokyo, Sao Paulo & New York

Regular country reunions, events & Lord mayors receptions - Moscow, Kuala Lumpur, New Delhi & Warsaw

43 events worldwide

Alumni Ball London

Page 30: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Applying

Online application

University degree with 2.1 or higher UK equivalent

Provisional or full degree transcript

Two references academic and / or professional

GMAT (if required by Course Director)

English proficiency (TOEFL / IELTS)

Conditional / Unconditional decisions are rendered on a rolling basis within 4-6 weeks after receipt of the required documents

Page 31: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Keep in touch…

Search for the ‘Cass MSc Diaries’

@Cassinthenews

facebook/cassofficial

Meet us in person: www.cass.city.ac.uk/courses/masters/events

Page 32: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

London Finance Masterclass25 February 2014, 19.00

Prof. Andrew ClareAssociate Dean Cass MSc Programme

Cutting off the tail: Is it possible to design investment strategies that limit tail risk?

This free Masterclass is your opportunity to experience the sort of teaching our students enjoy on our MSc programmes taught in London.

For more details and to register:www.cass.city.ac.uk/masterclasses

Page 33: MSc in Mathematical Trading & Finance MSc in Quantitative Finance MSc in Financial Mathematics

Contact Us