CCFEA(CENTRE FOR COMPUTATIONAL FINANCE AND ECONOMIC AGENTS)

– Interdisciplinary; ~ 60 Master & PhD 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 finance?

Financial Software Engineering

What kinds of programming does the financial industry need?

High-Frequency finance & TradingHow to analyze lots of data?

Which MSc is for me?

MSc in High Frequency Finance

& TradingFinance+EconomicsComputing

MSc in Financial Software

EngineeringFinance+Econ.Computing

MSc in Computational

Finance Finance+EconomicsComputing

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 5A.531)

Dr Wing Lon Ng :High-Frequency Finance & Trading & Computational Finance(Room 5A.538)

Dr John O’Hara:Computational Finance(Room 5A.536)

Dr Steve Phelps:PhD(Room 5A.535)

Contacts

Web http://www.essex.ac.uk/ccfea Administration Mrs Debbie Neve

Mrs Lynda Triolo Pre-sessional Dr John O’Hara Modules Module Supervisor PhD Dr Steve Phelps MSc Dr Wing Lon Ng General Professor Edward Tsang

CCFEA Staff

Edward TsangEDDIE / GP

Winglon NgHi-frequency

Richard OlsenForex

Olsen Ltd / OANDA

John O’HaraRisk

Steve PhelpsAgents

Alex DupuisForex

Olsen Ltd

Visiting Professors / Lecturer

Visiting Fellows

Chris VoudourisTelecom, AI

BT

Biliana AlexandrovaElectronic payment

Mexico Central Bank

Serafin MartinezArtificial Markets

Mexico Central Bank

Alma GarciaChance Discovery

Mexico Central Bank

Evi PliotaRisk

HSBC

Amadeo AlentornComputing+Finance

Old Mutual

David NormanTrading

Trading Company