
Compulsory modules Quantitative Methods for Finance 20 Securities, Futures and Options 20 Fixed Income and Equity Investments 20 Stochastic Calculus and Probability Compulsory modules C++ for Financial Engineering 10 Derivatives Modelling 20 Numerical Methods for Financial Engineering 20 Advanced Derivatives Modelling 20 Optional modules Students on the 9-month (12-month) programme can select 40 (20) credits from the following modules: Portfolio Management 20 Financial Econometrics 20 Market Risk 20 Derivatives Securities: Pricing, Hedging and Trading 20 Research Project 20 Fixed Income Cash and Derivative Markets 20 Corporate Finance and Investment Banking 20 Commodity Derivatives 10 Liquidity Risk and Algorithmic Trading 20 Programming for Finance 10 Essentials of Financial Engineering 10 Optional modules Students on the 12-months programme should take 20 credits from the following: Energy Finance 20 Advanced Finance Theory with Empirical Applications 20 Stock Index Futures 20