Taught modules are assessed by examinations and coursework. The taught element of the programme is complemented by a substantial piece of research leading to the completion of a dissertation.
Students will acquire skills in the following areas: giving presentations; team working; report writing; negotiation and IT skills.
Modules taught on this MSc will enable you to develop a wide range of technical and transferable skills and knowledge demanded by graduate employers in banking and finance. Specialist knowledge areas developed on this programme include:
- Understanding of investment valuation and portfolio management, focusing on fixed income securities, pricing of futures and options contracts, performance and risk management
- Application of option pricing models and understanding of trading and hedging strategies
- Understanding of market microstructures including auction and dealer trading systems and the influence of liquidity, inventory and adverse selection on trading costs
- Understanding of key mathematical and statistical techniques underpinning finance and investment models including use of sampling and estimation theory, multiple regression analysis and approximation techniques
- Application of econometric techniques (including time series methods, smoothing techniques, principal components techniques) to modelling financial markets
- Multi-cultural teamwork and presentation skills developed through group-work
- Analytical skills developed through research dissertation
Dr Leonidas Tsiaras
BA, MSc, PhD
Leonidas joined Aston Business School as a Lecturer in Finance in June 2011. Prior to this, he was a PhD student at Aarhus School of Business, Aarhus University. During his PhD studies he also became affiliated with the Center for Research in Econometric Analysis of TimE Series (CREATES), as a Junior Fellow, and with Kellogg School of Management, Northwestern University, as a Visiting Research Scholar. His research interests currently lie in the field of Financial Econometrics.
Many of the academics teaching on the programme have previously worked in the finance industry such as in hedge funds, in portfolio management, at The Bank of England or undertaking financial consultancy.