Course details

SMU MQF by coursework provides a pathway to equip students with the knowledge to tame the risk while staying on the top of the game. It offers a unique learning journey in the realm of stochastic processes, Itos calculus, risk analytics, pricing and hedging, and quant trading.

The courses are conducted at Lee Kong Chian School of Business, SMU and Cass Business School, City University London " two business schools located right in the heart of the cities where the financial districts are buzzing with opportunities and where a new generation of quant professionals is needed to make a difference in the financial industry. At the end of the journey, when all the rigorous tests are cleared and when the tale of two cities is storied, a masters degree in quantitative finance will be awarded jointly by SMU and City University London.

Curriculum
- Asset Pricing
- Numerical Methods I
- Quantitative Analysis of Financial Markets
- Derivatives
- Econometrics of Financial Markets
- Numerical Methods II
- Fixed Income Securities
- Risk Analysis
- Research Project Management Skills
- Quantitative Trading Strategies
- Portfolio Management
- Bank Risk Management
- Stochastic Calculus
- Credit Risk Models
- Market Microstructure

Updated on 08 November, 2015

About Singapore Management University

SMU’s mission is to generate leading-edge research with global impact and produce broad-based, creative and entrepreneurial leaders for the knowledge-based economy. SMU education is known for its highly interactive, collaborative and project-based approach to learning, and for its technologically enabled pedagogy of seminar-style teaching in small class sizes. SMU has an emphasis on generating rigorous, high-impact, and relevant multi-disciplinary research that addresses Asian issues of global relevance. SMU faculty members collaborate with leading international researchers and universities from USA, Europe, China and India, as well as with partners in the business community and public sector, through its research institutes, centres and labs. See all Singapore Management University courses
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