- The course lays the foundation for further research in academia or for a career as a quantitative analyst in a financial or other institution.
- You will takeÊ four introductory courses in the first week. The introductory courses cover partial differential equations, probability and statistics, financial markets and Python
- three written examinations and one take-home examination assessing the core material in the first and second terms
- one written examination assessing optional material in the second term
- one take-home project assessing one fo the two optional courses in the second term
- two practical examinations assessing two courses in financial computing with C++.
The examination will consist of the following elements: