MSc Quantitative Finance

University of Glasgow - Adam Smith Business School


This Masters programme offers training in the core areas of finance. It draws on recent developments in each of the subject areas with a quantitative approach to understanding the structure of financial markets and forecasting their expected movements. It will develop your understanding of theory and its practical applications as well as real-life skills, such as pricing financial derivatives and forecasting exchange rates.

  • You will be encouraged to attend our practitioners’ talks and the Economics seminar series.
  • The programme is offered by the Centre for Economic & Financial Studies which covers research and postgraduate teaching in economics and finance.
  • Economics in the Adam Smith Business School at Glasgow is ranked in the top 10% worldwide in the fields of central banking, economics of strategic management, European economics, efficiency and productivity, financial development and growth, finance, financial markets, forecasting, international finance, international trade, macroeconomics, monetary economics, open macroeconomics, public economics, and transition economics.
  • The University of Glasgow Adam Smith Business School celebrates the legacy of Adam Smith by developing enlightened, enterprising and engaged graduates and internationally-recognised research with real social impact.

Programme overview

  • MSc: 12 months full-time;

You will take five core courses and select two optional courses.

Core courses

  • Basic econometrics*
  • Financial derivatives
  • Mathematical finance (co-requisite for Financial derivatives)
  • Modelling and forecasting financial markets
  • Research methods and dissertation training.

* Students who already have Basic econometrics will take three core courses and three optional courses, subject to the approval of the programme director.

Optional courses

  • Advanced portfolio analysis
  • Applied computational finance 
  • C++ in finance
  • Empirical asset pricing
  • Economic fundamentals and financial markets
  • Portfolio analysis and investment (co-requisite for Advanced portfolio analysis).

You will also complete a dissertation of between 12,000 and 15,000 words.

Career prospects

In addition to providing a strong foundation for PhD research, particularly for our PhD in Quantitative Finance, this programme will prepare you for a career in financial institutions, government organisations and international organisations such as the International Monetary Fund and World Bank.

For further information please contact

Prof. Christian-Oliver Ewald
Director, Center for Economic and Financial Studies
Adam Smith Business School - Economics University of Glasgow
christian.ewald@glasgow.ac.uk

or

Prof. Mario Cerrato
Deputy-Director, Center for Economic and Financial Studies
Adam Smith Business School - Economics University of Glasgow
mario.cerrato@glasgow.ac.uk

We particularly welcome and encourage applications from students with Maths, Physics or Engineering backgrounds.

To apply click the 'Apply' button below.