CCFEA (CENTRE FOR COMPUTATIONAL FINANCE AND ECONOMIC AGENTS) – Interdisciplinary; ~ 60 Master & Ph. D Students – City links: Olsen Ltd, HSBC, Old Mutual, Ionic Sharescope, etc
Overview - Post graduate teaching – Interdisciplinary MSc programmes • Computational Finance • Financial Software Engineering • High Frequency Finance and Trading – Hands on & relevant • • Lab-based in a computer lab Research-led Expert seminars by practitioners Alumni industry contacts
Computational Finance How would computing change fina
Financial Software Engineering What kinds of programming does the financial industry
High-Frequency finance & Trading How to analyze lots of data?
Which MSc is for me? MSc in Computational Finance MSc in High Frequency Finance & Trading MSc in Financial Software Engineering Computing Finance+Economics Finance+Econ.
Topics covered – Computational Finance – Machine Learning – Algorithmic Trading – Risk Assessment and Management – High Frequency Finance – Financial Software Engineering – Expert Seminars • By industrial experts from HSBC, Royal Bank of Scotland, Financial Services Authority, Credit Suisse, Olsen Ltd, KPMG, etc
MSc programme structure – Lectures (autumn & spring) • 6 compulsory modules • 2 optional modules – Assessment • coursework (autumn & spring) • written exams (summer) – Dissertation – Further support • English courses • Labs • auditing courses
CCFEA MORE INFORMATION
Whom to meet? ¨ Professor Edward Tsang: Financial Software Engineering (Room 5 A. 531) ¨ Dr Wing Lon Ng : High-Frequency Finance & Trading & Computational Finance (Room 5 A. 538) ¨ Dr John O’Hara: Computational Finance (Room 5 A. 536) ¨ Dr Steve Phelps: Ph. D (Room 5 A. 535)
Contacts ¨ Web http: //www. essex. ac. uk/ccfea ¨ Administration ¨ Pre-sessional ¨ Modules ¨ Ph. D ¨ MSc ¨ General Mrs Debbie Neve Mrs Lynda Triolo Dr John O’Hara Module Supervisor Dr Steve Phelps Dr Wing Lon Ng Professor Edward Tsang
CCFEA Staff Edward Tsang EDDIE / GP Winglon Ng Hifrequency Visiting Professors / Lecturer Steve Phelps Agents John O’Hara Risk Richard Chris Voudouris David Norman Olsen Telecom, AI Trading Forex BT Trading Olsen Ltd / Company OANDA Visiting Fellows Alex Dupuis Amadeo Alentorn Evi Pliota Serafin Martinez Biliana Alexandrova Alma Garcia Forex Computing+Finan Risk Artificial Markets Electronic payment Chance Discovery Olsen Ltd ce Mexico Central Bank HSBC Mexico Central Bank Old Mutual