入学要求 Requirement：
学术要求： Minimum 2:1 or the equivalent from an overseas institution.
Quantitative discipline – must have a very good existing level of numeracy. Mathematical and engineering degrees are preferred.
英语要求：IELTS 6.5 or TOEFL 88
学费 Tuition Fee：2012-13 £18,000
课程特征 Course Features：
The ICMA Centre’s financial engineering degree is highly respected by quantitative analysts and their employers. The credit crunch and subsequent events have emphasised the need to develop better pricing and better hedging models for all complex products. The practical and quantitative skills that you will develop on the ICMA Centre’s Financial Engineering MSc will equip you to meet this challenge.
课程内容 Course Content ：
Programme Content Part 1
Compulsory Modules
Securities, Futures and Options
Quantitative Methods for Finance OR Financial Markets
Derivatives Pricing
Stochastic Calculus for Finance
Mathematical and Numerical Methods
Probability for Financial Engineering
Programme Content Part 2
Compulsory Modules
C++ for Financial Engineering
Topics in Financial Engineering
Equity and Foreign Exchange Derivatives Modelling
Interest Rate Derivatives Modelling
Credit Derivatives Modelling
Essentials of Financial Engineering
Optional Modules
Bond Market Pricing and Trading Strategies
Financial Econometrics
Hedging
Liquidity Risk
Market Risk
Portfolio Management
Research Project
Volatility Analysis