This concentration was introduced to the Master of Finance in response to the high impact of the economic commotion in the modern investment banking sector. Students are challenged with advanced quantitative products and complex portfolio management exercises further developing their ability to assess and predict market patterns and trends. Students are able to understand and develop complex financial solutions and to perform in the high-speed capital markets environment.
Students will focus on understanding the use of derivative products, gaining a theoretical understanding of forwards and options, learn to analyse and calculate hedges and how to implement these with Excel.
This is the capstone module of the concentration. Under strong time constraints the students will use their knowledge from previous courses to prepare and present case studies. They will focus on pricing, analysing and selling financial products to clients while working in international groups. Exclusive talks by market specialists on treasury, hedge funds and operational risk give additional insight.
Market Risk Modelling
This module covers state-of-the-art techniques of risk modelling. You will look at general risk measures (coherent, convex) and associated techniques of capital allocation. Models such as GARCH are taught, together with advanced dependence modelling techniques (copulas).
Our students must choose 2 elective modules related to Capital markets.
This module covers an extensive discussion of the theoretical and computational tools used in the portfolio analysis and in risk management. Through home assignments/ in-class quizzes, the students will apply the covered theoretical tools to a number of real portfolio analysis problems.
“The modules provide you with the background needed to perform structuring tasks, asset allocation or other assignments related to capital markets positions. Yes, a big part of those classes is based on quantitative methods, but it does not mean that you have to hold a quant degree in order to choose capital markets.”
Get more insights from Abdelaziz here, a MoF student studying the Capital Markets concentration.