7M06111 "Financial Mathematics".

The educational programme "Financial Mathematics" is aimed at training highly qualified specialists in the field of finance with deeper knowledge of mathematics and its application. Master students will consider questions regarding financial markets, market development, modelling of financial instruments and risk assessment. The OP includes topics such as: financial markets, valuation of financial instruments, risk management, data analysis, etc. MSc students should have some experience in econometrics and calculus. Masters will gain a wide range of skills: technologies and concepts of the financial world and programming.

Financial mathematics studies financial decision problems by combining various methods from applied mathematics. This educational programme covers a wide range of topics from classical option valuation theory to post-crisis financial mathematics on optimal hedging, investment and risk management.

Like any branch of applied mathematics, financial mathematics analyses a given problem by first creating a mathematical model for it and then investigating it. Both steps require detailed knowledge of various areas of mathematics, including probability theory, statistics, optimisation, programming and many other traditional areas of mathematics.

This programme includes the core skills required for successful risk management, trading and research in quantitative finance: probability, statistics, optimisation, computation and financial markets.

The programme also includes the core topics of the Professional Certificate in Financial Risk Management. Those who wish, upon completion of the programme can take the exam and obtain international certification.

Employment opportunities upon completion of the course: risk management, investment banks, banks, consulting firms, insurance companies, corporations.

Our approach implies both coverage of the basic skills of the MCM speciality and, through the possibilities of elective subjects, coverage of the necessary elements of training in the direction of "Financial Mathematics".

At the same time, the master's student has the possibility to take additional subjects at his/her discretion as free electives.

Aim and objectives of the educational programme

The aim of the Financial Mathematics educational programme is to understand quantitative methodologies and techniques that are important for a range of jobs in investment banks and other financial institutions; to enhance critical appraisal of major problems and emerging theories in financial mathematics; and to improve personal skills including logical reasoning, quantitative analysis and presentation of technical results.

The objectives of the Financial Mathematics educational programme are:

- statistical analysis tools sufficient to understand probability distributions, which are key observables;

- mathematical modelling techniques covering classical stochastic and pragmatic models;

- computational skills necessary to realise pricing, hedging, trading and risk management tools.

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