This Advanced Master in Quantitative Finance offers its prospective students an advanced education. Its curriculum consists of a combination of finance, statistics, econometrics, programming and mathematics. This master offers full coverage of financial disciplines such as asset and derivative pricing numerical methods and programming skills. It is oriented to an audience with a quantitative background either by recent education or
by professional experience. Join the online information sessions on Solvay Advanced Masters next March 21-22-23, 2017! Register at http://coms.solvay.edu/am-online-infosession
- September 2008 was a turning point in the financial sector, driving it towards new horizons. A shift of paradigm and the emergence of new markets is leading to a radical change in the rules of the game.
- Complexity is reaching unprecedented levels.
- And competitiveness is increasing.
- In this context, financial decision making needs quantitative innovation.
- Classical modelling techniques are not top performers any longer.
- New quantitative techniques are needed.
- Models based on statistics and financial reality.
- Cutting edge models and methodologies.
- And last, the financial sector needs
- Enroll in a Master designed for the new world.
- Join a new generation of quants.
- Follow courses that are not available in other programs.
- Get new insights into traditional methodologies.
- Dive into all the essential theories...
- ...with an emphasis in practice and programming.
- Learn from the best scholars and practitioners.
- You choose your specialisation.
- Get ready for the market.
- Study in Brussels, in the heart of Europe.
The main objective of this Master is to train a different generation of quants. You will learn:
- Cutting-edge knowledge in quantitative finance and the methodology of applying this knowledge to real world problems
- You will not only be exposed to up-to-date models but will also understand their advantages and
- limitations, both in theory and in practice.
By the end of the program you will be able to:
- Become an analyst and/or manager in a quant groups
- Price equity and bonds
- Construct and programming structured products
- Perform tail risk analysis
- Extract information from massive databases
- Understand and trading complex derivative products such as, for instance, volatility derivatives
This Master is a one year full time day courses (60 ECTS). To ensure optimal quality of learning, preference is given to smaller size classes. Selection is made on the basis of an application form and an interview. The teaching methodology depends on the course contents and it will be adapted to fit the needs and the level of
The Advanced Master in Quantitative Finance seeks
- The highest calibre students
- Students with outstanding academic background, intellectual curiosity and discipline needed to succeed in a very demanding environment
- Candidates with at least a graduate degree or equivalent. This degree should be but not exclusively in economics, finance, mathematics, physics, chemistry or engineering
- Professionals in the financial area with experience in quantitative activities.
The Master is structured in 6 terms spread over 11 months:
It starts in end September with a one week of intensive preparatory courses in statistics, mathematics, finance and economics. Terms 1 and 2 are the core of the program. In the former participants learn the technical pillars on programming, statistics and mathematics, along with an overview of financial markets. The latter is devoted to pricing of financial products, theory and practice in equal footing.
In term 3 participants have to choose a minor that will be carried over in term 4: advanced finance or advanced quantitative methods. The former is oriented towards management of quant teams while the former is targeted to those interested in advanced techniques.
The last term lasts three months, ending in late August, and is devoted to the Master thesis or the corporate
Eligible applicants must hold either:
- A master degree (5 year of study)
- A post-graduate degree
- A bachelor degree with one to three years of work experience
- Other degree equivalent to the above (please consult us)
- Proficiency in English
This school offers programs in:
Last updated March 1, 2017