The Master in Computational Finance (MCF) program from the School of Computing (RAF) creates a new type of financial experts. They combine strong problem-solving skills with advanced knowledge of finance.

The Master in Structural Calculation is proposed in a practical and theoretical way whose objective is to train professionals in everything related to the calculation of structures through the introduction, theoretical concepts and software programs used in the best engineering and construction companies. You will have an expert level in the management of such programs with all the knowledge in aspects of execution and control of structures, geotechnics, soils, rocks, seismicity, metal and concrete structures.

The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance.