Master Project - MSc in Quantitative Finance

Introduction

The objective of the master project is to provide the opportunity to the students to investigate independently a question or real-life problem, within the field of Quantitative Finance, and propose a solution through appropriate research. Through the process of the master project, students are given the opportunity to apply the knowledge and skills they have acquired during their MSc studies and delve deeper into a specific topic. The project can either be a mini-thesis or a consultancy project.

Course content

The master project can be either a

1. mini-thesis, in which the students are expected to conduct scientifically-based research, or a
2. consultancy project, in which the students are given the opportunity to conduct appropriate research and recommend a solution to a real quantitative finance problem for a company or public entity.

The mini-thesis can be

• an empirical investigation of an existing quantitative model or method
• applying an existing quantitative model, method, or approach to a new application in finance
• developing a new quantitative model or method for solving a financial problem

Students that wish to do a consultancy project are typically expected to find it on their own, which then needs to be approved by the teacher. In some cases, the teacher may be able to propose a consultancy project. The consultancy project might require a presentation of the results to the company or public entity for which it is done, even though the presentation will not be graded.

The master project can be done individually or in groups of two students and must be written in English.