Course
The MSc Programme in Finance is a two-years course delivered entirely in English on financial applications, models and solutions from corporate, economic and quantitative perspectives. The programme covers the most important technical and quantitative aspects of finance in regular use in financial institutions.
The MSc in Finance program is intended to prepare students for a wide range of careers both inside and outside the financial industry, including advanced corporate finance, financial engineering and risk management, quantitative asset management, macroeconomic and financial forecasting, quantitative trading, and applied research.
This programme is dedicated to students who have a first degree (or equivalent) in economics or in subjects providing quantitative and financial skills.
The MSc in Finance will provide knowledge in three main fields:
- Quantitative Area. Students study in deep the methods used in financial markets to price financial securities: basic principles of stochastic calculus, no-arbitrage principle and risk neutral (martingale) pricing, derivatives pricing, interest rate derivatives, stochastic volatility models, financial econometrics.
- Economic Area. Students are exposed to the theoretical framework of modern financial economics: microeconomic models for business and finance, models with asymmetric information and decision under uncertainty, monetary economics and central banking approaches;
- Management Area. Our fundamental courses will provide the knowledge to study financial behaviour of financial and non-financial firms and financial markets.
Moreover, regulation of financial markets will be analysed in order to learn how financial players are subject to regulation constraints.
The programme provides several international mobility programs at qualified European (Erasmus), North American, Australian, and Asian universities, as well as double degree programs with the University of Ljubljana and the Romanian-American University (Bucarest). More double degree agreements are in progress.