Quantitative Finance Track

MATHEMATICS MASTER DEGREE

QUANTITATIVE FINANCE TRACK

The marked growth of the financial markets requires appropriate development of mathematical and financial theories. To this end, mathematicians and physicists contribute to defining models capable of better explaining trends in financial assets.

The Quantitative Finance Track aims to present students with the mathematical tools to describe financial assets (stochastic calculation and time series). It involves the study of deterministic and probabilistic numerical methods for assessment of financial derivatives. Particular attention is focused on coverage of financial derivatives and risk management topics.

The objective of the Quantitative Finance Track is to equip students to engage with the fascinating world of finance through appropriate mathematical tools, with a view to professional development in the industry and in the most important financial centres (New York, London, Hong Kong and Paris).

The training programme includes the following common compulsory courses:

A further 36 course credits must be chosen from the complementary courses shown below. Choosing the following:

automatically results in approval of the study plan.

The track also includes an activity chosen from:

  • Laboratory of Mathematics 6 CFU
  • External Internship 6 CFU

It is completed by 12 free-choice course credits and the final test for 30 credits.

Complementary Courses offered in the academic years 2021/22, 2013/24 etc.:

Complementary Courses offered in the academic years 2020/21, 2022/23 etc.:

  • ALGEBRAIC GEOMETRY I (MAT/03) 6 CFU
  • ALGEBRAIC TOPOLOGY (MAT/03) 6 CFU
  • COMPUTATIONAL GEOMETRY (INF/01) 6 CFU
  • ENTROPY AND DYNAMICAL SYSTEMS (MAT/02) 6 CFU
  • FOUNDATIONS OF MATHEMATICAL LOGIC (MAT/01) 6 CFU 
  • FOUNDATIONS OF MATHEMATICS (MAT/04) 6 CFU
  • GRAPH AND GAME THEORY (MAT/09) 6 CFU
  • HIGHER ALGEBRA I (MAT/02) 6 CFU
  • MATHEMATICS EDUCATION (MAT/04) 6 CFU
  • TOPOLOGY I (MAT/02) 6 CFU