Learn how to use sophisticated mathematical and computational techniques to measure and manage risk in the financial marketplace.

You'll study the pricing of financial contracts such as financial and real options, management of investment portfolios, capital adequacy requirements for financial institutions, valuation of firms, optimal capital management and optimal contracting.

Our 1 year full-time program offers you a practical and flexible curriculum that you can tailor to your interests and career goals through a range of elective courses, including computation in financial mathematics, financial calculus, machine learning, financial risk management, and econometrics of financial markets.

Accelerate your career in organisations such as investment banks, corporate risk management units, insurance companies, fund management institutions, financial regulatory bodies, brokerage firms and trading companies.

Successful completion of this program may allow you to progress to the Master of Financial Mathematics program.

Program highlights

• Build on your background in mathematics, commerce or economics/econometrics.
• Tailor the curriculum to your interests and career goals by selecting from 20 courses.
• Learn cutting-edge computational methodology, mathematical modelling and stochastic methods in finance to identify strategic investment or business opportunities, manage portfolios and price financial products.