M.sc Computational Finance is a 2 year full time post graduate degree

Course Content –

Term 1
Introduction to probability,
Mathematical Foundation,
Foundation of Finance,
Programming in C++,

Term 2
Stochastic Process and Inference,
Numerical Analysis,
Financial Derivatives,
Corporate Finance
Object Oriented Programming in C ++,
Financial Modeling using excel

Term 3
Numerical Solution of Differential Equations,
Computational modeling of Financial derivatives,
Financial risk Management and measurement,
Stochastic Processes in Finance,
Financial accounting and Regulation

Term 4
Fixed Income security model,
Credit derivative pricing model,
Elective 1,
Elective 2,
Elective 3

Term 5
Financial product design: Principles and case studies,
Elective 4,
Elective 5,
Dissertation Preparatory Part

Term 6
Dissertation Final Part