Financial Modelling and Optimization (Taught)

This programme gives you a flexible syllabus to suit the demands of employers that use modern financial tools and optimization techniques in areas such as the financial sector and energy markets.

We will give you sound knowledge in financial derivative pricing, portfolio optimization and financial risk management.

We will also provide you with the skills to solve some of today’s financial problems, which have themselves been caused by modern financial instruments. This expertise includes:

• modern probability theory

• applied statistics

• stochastic analysis

• optimization

Links with Industry

The School of Mathematics has connections with a wide number of industrial partners, organisations, charities and government departments. As an MSc student in the School, you will have opportunities to engage with these external organisations through regular employability events, careers workshops, and our annual analytics challenge (whose recent partners have included Edinburgh Airport and the Data and Marketing Association). There is also the opportunity to undertake a dissertation project with an external partner.

Recent partners for industry-based dissertations in the Financial Modelling and Optimization MSc include:

• Moody's Analytics

• Barclays

• Directorate-General for Economic and Financial Affairs – European Commission (ECFIN)

• Predictiva

• Vega Protocol