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Maestría en Finanzas Cuantitativas

Curriculum

The program curriculum seeks to reconcile theoretical training with practical tools needed to successfully meet current challenges and requirements in the area of quantitative finance. It also seeks to foster the spirit of innovation and research in this area at the regional level.

Applicants are strongly advised to take the pre-master course Introduction to stochastic modeling, especially those who have not taken any intermediate probability and stochastic processes in their previous studies. This course aims to formally review some concepts of probability and present an introduction to the theory of stochastic processes. It has a duration of 32 hours (2 credits) and is offered as an intensive course months before the beginning of the first semester. The course will be graded as approved or not approved.

During the first semester the student acquires fundamental knowledge common to different problems of quantitative finance. Special emphasis is placed on general aspects of financial markets, financial economics and derivatives and on mathematical tools and statistics such as stochastic calculation and advanced econometrics.
 
The second semester courses are designed to allow students to acquire numerical and programming skills in the R and Python languages ​​and combine them with the tools acquired in the first semester to efficiently solve general problems of quantitative finance: construction of performance curves, optimization of portfolios, simulation, valuation of financial derivatives, modeling of time series, empirical finance, among others.
 
In the third semester, students are required to take a compulsory course of Quantitative Risk Management (2 credits - 24 hours) and must elect 4 electives (each of 2 credits) which allows them to deepen and specialize in more specific subjects, depending on their interests.

 

 

First Semester

In first semester courses the student acquires basic knowledge common to different problems of quantitative finance. Emphasis on general aspects of financial markets, financial economics and derivatives instruments in mathematical tools and statistics such as stochastic calculus and advanced Econometrics.

Second Semester

Second semester courses are aimed at students to acquire skills numerical and programming in R and Python languages and combine them with the tools acquired in the first half to solve general problems of quantitative finance efficiently: construction of curves of performance, optimisation of portfolio, simulation, assessment of financial derivatives, time-series modeling, empirical finance, among others.

Third Semester

In the third semester students attend the compulsory subject quantitative risk management (2 credits - 24 hours) and should choose electives 4 (2 credits each) which allows them to deepen and specialize in more specific subjects depending on their interests.

Credits 5

Credits 8

Duration

This expertise can be attended with a dedication of full or parttime. The program is designed for the student to complete the programin one year and half or two years and a half, in accordance with its flexibility to attend classes and the evolutionof their degree.

Total credits per semester
 
Credits Time intensity Hours of independent work Total hours
15 12 33 45