Courses from Frankfurt School of Finance & Management:
- Master of Finance (MSc.)
- Master of International Business (M.A.)
- Master of Quantitative Finance (M.Sc.)
- MBA International Healthcare Management
Frankfurt School of Finance & Management
Master Programmes
Master Program: Master of Quantitative Finance (M.Sc.)
Learning purpose
The international financial markets are constantly becoming more and more complex. Thus, the need is increasing in the financial industry for experts who can analyse the market and master financial mathematical processes. Young professionals holding a first academic degree recognised by Frankfurt School can apply for the programme.
Whoever knows quantitative methods well has some of the most attractive career opportunities available to him in the modern financial industry.
Through the Master of Quantitative Finance, you are laying the cornerstone for a successful career in this worldwide future market. You receive thorough insight into the structures and methods of modern financial markets: Financial theories and products, financial mathematics as well as fundamental aspects of programming.
The Masters study programme in quantitative finance is organised in a modular fashion so that you can also complete your study programme while you are employed at the same time.
Target audience
If you are interested in the “Master of Quantitative Finance”, you should absolutely be interested in mathematical topics. You should have completed your initial study programme in a study area with a quantitative specialisation, e.g. mathematics, physics, statistics or economics. Moreover, the study programme is suitable for you if you:
- want an extraordinary career
- are prepared to complete a very technical challenging study programme
- are deeply interested in complex phenomena
- are prepared to continue to learn upon an ongoing basis in your subsequent career and
- are interested in opening up international career opportunities for yourself
Are you prepared for great challenges? Then apply to the “Master of Quantitative Finance” study programme.
The “Master of Quantitative Finance” study programme lasts four semesters and takes place predominantly upon the campus of the Frankfurt School of Finance & Management. During your study programme, you will take a total of eleven courses, of which three are electives. All courses are conducted in English. All instructional offerings are bundled into blocks of classes so that you can complete your study programme while working at the same time.
Programme
The eight mandatory courses of the Masters study programme prepare you for fundamental quantitative methods. With your three elective courses, you can furthermore choose a content-related specialisation. Thus, you can individually customise your study programme to the career goal that you have.
Semester 1
Core modules:
- Financial Instruments (Heidorn)
- Finance Theory (Tompkins)
- Introduction to Stochastic Processes (Schmidt)
Electives:
- Arbitrage in Fixed Income (in German) (Cremers)
- Statistics (Tompkins)
Semester 2
Core modules:
- Option Pricing: Theory + Practice (Tompkins)
- Programming I (Wystup)
- Advanced Stochastic Processes and Arbitrage Theory (Schmidt)
Electives:
- Investment Theory (Tompkins)
- Econometrics (Tompkins)
Semester 3
Core modules:
- Programming II (Wystup)
Electives:
- Interest Rate Models and Products (Schmidt)
- Risk Management (Walther)
Semester 4
Core modules:
- Numerical Methods for Finance (Wystup)
Electives:
- Exotics and Structured Products (Tompkins, Wystup)
- Credit Risk Modeling (Schmidt)
Entry Requirements
The “Master of Quantitative Finance” study programme lasts four semesters and takes place predominantly upon the campus of the Frankfurt School of Finance & Management. During your study programme, you will take a total of eleven courses, of which three are electives. All courses are conducted in English. All instructional offerings are bundled into blocks of classes so that you can complete your study programme while working at the same time.
Due to the nature of the programme the first degree should be in a quantitative field such as mathematics, physics, statistics or economics with a quantitative focus. Initial practical work experience is required. Upon receipt of your complete application you will be invited to join the assessment process. All decisions on applications are finalised by Frankfurt Schools admissions board.
Fundamental mathematical knowledge is indispensable for success in the Master's study programme in Quantitative Finance. Furthermore, you should:
- have a university degree which is recognised by the Frankfurt School of Finance & Management
- have at least a year of professional experience as well as
- have passed the TOEFL with a score of at least 70 iBT points
Whatever information and assistance you may need regarding your study programme – we would be glad to help you to find out whether the Master's study programme in quantitative finance is the right study programme for you. If you need more information about the study programme, you can also order a brochure about the study programme.
Furthermore, you will have the opportunity to directly receive more information about the study programme content at the regular info days of the Frankfurt School of Finance & Management. At these info days, you will also be able to speak with the professors and instructors and thus learn more about what challenges await you in the study programme.
If you still have any questions, your Learning Advisor Ms. Sandra Leipold will be glad to assist you. We look forward to hearing from you! E-mail: s.leipold@fs.de
Opleiding kerngegevens
