This unique course provides training for three top departments of Warwick University: Mathematics, Statistics and Warwick Business School. On the basis of your strong mathematics, you will develop and apply machine learning, computational statistics and quantitative techniques of mathematical finance in financial markets and financial industries.

Our compulsory courses focus on the four elements of the core skills required by the financial profession: financial statistics, financial mathematics, asset pricing and risk, financial simulation and machine learning. On the basis of these courses, you will also learn quantitative financial programming, with emphasis on C ++, Python and R.

core curriculum

Quantitative financial planning

Financial stochastic calculus

Financial statistics

Financial simulation and machine learning

Asset pricing and risk

Financial econometrics

Application of Stochastic Calculus in Finance

thesis

Optional courses:

Advanced risk management

Statistical learning and big data

behavioral finance

Brownian movement

Advanced trading strategy

Partial differential equations in finance

Location:

Actuaries; Business and financial project management professionals; Chief executive officers and senior officials; Economists, appraisers, appraisers and appraisers, financial and investment analysts and consultants, investment/commercial bankers and tax experts.