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PhD Computational Finance

Different course options

Full time | Colchester Campus | 4 years | OCT

Study mode

Full time

Duration

4 years

Start date

OCT

Key information
DATA SOURCE : IDP Connect

Qualification type

PhD/DPhil - Doctor of Philosophy

Subject areas

Financial Modelling Modelling / Simulation Systems Computational Mathematics / Cybernetics Finance / Accounting (General)

Course type

Research

Course Summary

We offer research supervision for our PhD Computational Finance in the following fields: agent-based modelling of financial markets; computational risk management; high-frequency finance; and the use of computational-intelligence methods for investment decision making. We provide a vibrant research environment so our PhD students publish papers in prestigious international conferences and often attract the attention of industry and government; one of our PhD students was recently invited to present their research on term structure models to the Bank of England and many others get the opportunity to directly apply their research through internships at investment banks and hedge funds.

Our graduates have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including major investment banks like HSBC and Mitsubishi UFJ Securities.

Modules

Within CCFEA, your PhD thesis is generally completed within three to four years and has a length of around 80,000 words. Your PhD is awarded after your successful defence of your thesis in an oral examination, in which you are interviewed about your research by two examiners, at least one of whom is from outside Essex.
Computational Finance and Economic Agents - Research

Tuition fees

UK fees
Course fees for UK / EU students

For this course (per year)

£5,103

Average for all Postgrad courses (per year)

£5,202

International fees
Course fees for non-UK / EU students

For this course (per year)

£15,460

Average for all Postgrad courses (per year)

£12,227

Entry requirements

You will need a good Masters degree, or equivalent, in a related subject. A well-developed research proposal is also essential. You must be experienced in at least one high-level programming language (such as Matlab, Java or Python).