Quantitative finance

Master of Science (MSc) in Business Administration

Programme objective

In recent years, the demand for employees with knowledge of quantitative finance has steadily increased at banks, insurance companies and consulting firms. This applies in particular to the development of new financial products as well as risk and asset management. This specialisation, the combination of which with the
This specialisation, which is recommended to be combined with the "Financing" specialisation, focuses primarily on the concrete calculation of risks and prices of financial instruments. The aim of the programme is to be able to act as a bridge between management and more quantitatively oriented departments within the company.

Teaching

Derivative financial instruments
Financial Engineering

Optional

Credit Risk Management
Applied Financial Econometrics
Methods of econometrics
Investment and Asset Management
Financial Management
Advanced questions of financing
Financial risk management

Research

Credit derivatives
Quantitative risk management
Financial innovations

1 Prof. Dr. Gregor Dorfleitner
2 Prof. Dr. Klaus Röder
3 Prof. Dr. Rolf Tschernig
4 Prof. Dr. Alfred Hamerle
5 Prof. Dr. Steffen Sebastian

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