Computational Finance MSc
計算金融學碩士
Why Study This Degree at UCL?
為什麼來倫敦大學學院攻讀計算金融學碩士學位?
UCL received the highest percentage (96%) for quality of research in Computer Science and Informatics in the UK's most recent Research Excellence Framework (REF2014).
在英國最新的研究卓越框架(REF2014)中,UCL獲得了計算機科學和信息學研究質量的最高百分比(96%)。
UCL Computer Science hosts the Doctoral Training Centre in Financial Computing and Analytics, which is the only one of its kind in the UK.
倫敦大學學院計算機科學學院開設了金融計算和分析的博士培訓中心,這是英國唯一的此類培訓中心。
UCL's central London location ideally places it close to one of the world's most important financial centres, with which UCL pioneers industrial/academic engagements. Students on the Computational Finance MSc will benefit from teaching input from City of London practitioners.
倫敦大學學院位於倫敦市中心,毗鄰世界上最重要的金融中心之一,是諸多工業和學術活動的先驅。計算金融理學碩士的學生將受益於倫敦金融城從業者的教學投入。
About this Degree
學位課程相關信息
This degree comprises advanced modules on quantitative and modelling skills, which are essential for quant roles in trading research, regulation and risk. This applied MSc programme is distinctive in that it provides a solid mathematical and statistical foundation together with an education in advanced-level programming.
該學位課程包括有關定量和建模技能的高級課程單元,這對交易研究、監管和風險中的定量角色至關重要。這個應用理學碩士課程的獨特之處在於,它提供了一個堅實的數學和統計基礎,以及高級編程的教育。
Students undertake modules to the value of 180 credits.
學生參加的課程單元共180個學分。
The programme consists of four core modules (60 credits), four optional modules (60 credits) and a dissertation (60 credits).
包括四個核心單元(60個學分),四個選修單元(60個學分)以及學位論文(60個學分)
Please note that the list of modules given here is indicative. This information is published a long time in advance of enrolment and module content and availability is subject to change.
請注意,這裡給出的課程列表是指示性的,此信息在報名前很長一段時間發布,課程內容和適用性可能會發生變化。
Compulsory Modules
必修課程單元
Data Analytics (15 credits)
數據分析(15個學分)
Financial Engineering (15 credits)
金融工程(15個學分)
Financial Market Modelling and Analysis (15 credits)
金融市場模型與分析(15個學分)
Numerical Methods for Finance (15 credits)
金融數值方法(15個學分)
MSc Computational Finance Project
計算金融項目
Optional Modules
選修課程單元
Students select 60 credits from the optional group.
學生選修課程須修滿60個學分。
Algorithmic Trading (15 credits)
算法交易(15個學分)
Applied Computational Finance (15 credits)
應用計算金融學(15個學分)
Financial Institutions and Markets (15 credits)
金融機構和市場(15個學分)
Machine Learning with Applications in Finance (15 credits)
機器學習及其在金融中的應用(15個學分)
Market Microstructure (15 credits)
市場微觀結構(15個學分)
Market Risk Measures and Portfolio Theory (15 credits)
市場風險測度與投資搭配理論(15個學分)
Networks and Systemic Risk (15 credits)
網絡與系統風險
Numerical Optimisation (15 credits)
數值優化(15個學分)
Operational Risk Measurement for Financial Institutions (15 credits)
金融機構操作風險度量(15個學分)
Probability Theory and Stochastic Processes (15 credits)
概率論與隨機過程(15個學分
Modes and duration
學習模式和時長
Full-time:1year
全日制:1年
Tuition fees(2020/21)
學費
Overseas:£32,250(full-time)
海外:32250英鎊
Entry Requirments
申請要求
An upper-second class UK Bachelor's degree (or equivalent overseas qualification) in computer science, mathematics, statistics, physics, engineering or a similarly quantitative subject. Programming experience is an advantage but is not mandatory. Relevant work experience is also taken into account.
計算機科學、數學、統計學、物理、工程或類似數量學科的英國高等二年級學士學位(或同等海外學歷)。有編程經驗者優先,但不是必須的。相關的工作經驗也要考慮在內。
Equivalent degree in China. Bachelor's degree with a minimum overall average mark of 85%. Please note that a number of programmes / departments will require higher marks.
中國同等本科學歷。均分不低於85。需注意的是許多課程或學系會要求更高的分數。
語言成績要求
ILETS 雅思
Standard level: Overall grade of 6.5 with a minimum of 6.0 in each of the subtests.
一般標準:綜合成績6.5,每項成績不低於6.0。
Good level: Overall grade of 7.0 with a minimum of 6.5 in each of the subtests.
良好標準:綜合成績7.0,每項成績不低於6.5。
Advanced level: Overall grade of 7.5 with a minimum of 6.5 in each of the subtests.
優秀標準:綜合成績7.5,每項成績不低於6.5。
TOEFL 託福
Standard level:Overall score of 92 with 24/30 in reading and writing and 20/30 in speaking and listening.
一般標準:綜合成績92,讀寫24分,聽說20分。
Good level:Overall score of 100 with 24/30 in reading and writing and 20/30 in speaking and listening.
良好標準:綜合成績100,讀寫24分,聽說20分。
Advanced level:Overall score of 109 with 24/30 in reading and writing and 20/30 in speaking and listening.
優秀標準:綜合成績109,讀寫24分,聽說20分。