MSc in Mathematical Trading & FinanceMSc in Quantitative FinanceMSc in Financial Mathematics
Information Session6 February 2014, 18.30
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
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
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
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
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
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
Dr Laura Ballotta, Admissions Tutor
Dr Dirk Nitzsche, Course Director
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
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
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
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
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
66% UK
3China
22%European Union
6%
Middle East
3
South East Asia & Asia pacific
FM student intake 2013
37% European Union
9%South East Asia
27%
Other European
21%China
6%UK
QF student intake 2013
Prof. John Hatgioannides, Course Director
MSc in Mathematical Trading & Finance
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
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
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
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)
China
15%
MTF student intake 2013
Americas6%
Africa 11%
UK6%
South East Asia& Asia Pacific
12%Other European
19%
Middle East10%
European Union
21%
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
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
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?
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
Organisations who participated in the Sept. 2013 MSc Careers Fairs
Organisations who participated in the Sept. 2013 MSc Careers Fairs
Active global community
GlobalAlumni
Network30,000 with lifetime access to the global on-line Cass alumni community
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
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
Keep in touch…
Search for the ‘Cass MSc Diaries’
@Cassinthenews
facebook/cassofficial
Meet us in person: www.cass.city.ac.uk/courses/masters/events
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
Contact Us