Quantitative Finance is a two-year Master's programme taught in English at the Faculty of Economic Sciences of the University of Warsaw (WNE UW). It is aimed at Bachelor's graduates from Polish and foreign universities who want a career in financial institutions, in regulators and supervisors, or in other organisations of the financial and banking sector.
The programme looks at quantitative finance through the latest research and the experience of financial institutions. You learn to handle complex derivative pricing models (Derivatives Markets, Equity and Fixed Income, Theory and Practice of Option Pricing, C++ in Quantitative Finance, Computational Finance), manage risk (Risk Analysis and Modelling, Corporate Finance), manage asset portfolios (Asset Allocation and Investment Strategies, Financial Statement Analysis) and use recent findings of financial research (Empirics of Financial Markets).
These subjects are complemented by economics (Advanced Microeconomics, Advanced Macroeconomics), mathematics and econometrics (Mathematical Methods in Finance, Time Series Analysis, Quantitative Strategies, High Frequency Data) and Theory of Finance, which shows how the financial world is built. You also build mathematical foundations in probability and statistics, portfolio theory, derivatives on equities and interest rates, including exotic ones, linear algebra and differential equations, and differential, integral and stochastic calculus.
Programme at a glance
The programme is part of the CFA Institute University Affiliation Program. Its curriculum follows the competencies required by CFA Institute and prepares you for the CFA exams, and the affiliation gives you access to additional learning resources. The detailed syllabus also helps you prepare for the exams leading to the licence of a securities broker or an investment adviser.
The programme prepares you for roles in and outside the financial industry, including:
Based on the programme pages at wne.uw.edu.pl.
10 questions · two minutes
