Master’s in Mathematics and Applications – Profile in Computational Financial Ma

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Master’s in Mathematics and Applications – Profile in Computational Financial Mathematics

Quantifies uncertainty for a certainly successful future.

The Computational Financial Mathematics specialization within the Master’s in Mathematics and Applications provides a solid and up-to-date education in financial models and the mathematical methodologies that underpin them.

Financial markets deal with increasingly complex financial products and an ever-growing volume of data, driven by technological advancements. The mathematical methodologies studied in this specialization are essential for data collection, extracting information from data and making it useful.

The Computational Financial Mathematics specialization offers the expertise to apply mathematical techniques and methodologies to the reference models of the three main activities in the financial industry: pricing complex financial products, portfolio selection (efficient investments and diversification), and risk management and hedging.

Why this Master's?

  • The theoretical-practical component not only trains for the application of reference models but also for the construction of new models.
  • It allows the development of specific mathematical skills used in the financial industry, such as: stochastic analysis, numerical methods, econometric methods, Monte Carlo simulation techniques, and artificial intelligence techniques.
  • The teaching of models and mathematical techniques is intensively accompanied by their computational implementation, either through the construction of algorithms using languages such as Python, R, Matlab, or through the use of database languages such as SQL.
  • Faculty committed to teaching and research.

Applications 2025/26

1st Phase: FEB. 3rd to MAR. 22nd

2nd Phase: JUN. 2nd to JUL.18th

Vacancies: 30

Duration: 2 schooling years

Format: In-person, Daytime

Language: Portuguese and/or English

DO YOU HAVE QUESTIONS?

Course Coordinator: Marta Faias, mma.coordenador@fct.unl.pt

Academic divison: mestrados@fct.unl.pt

I want to apply:
NATIONAL APPLICATIONS
INTERNATIONAL APPLICATIONS

Program

Students of this Master's program have the opportunity to undertake internships in renowned companies in various industry sectors. Dissertations may be developed in a company environment or within the research teams of the Department of Mathematics and the Center for Mathematics and Applications of NOVA FCT. The Master's degree also enables students to continue into doctoral programs.

 

Curriculum

For whom

  • Holders of a bachelor's degree or legal equivalent in areas of Hard Science, Technologies, Economics, Business or Finances, with a minimal basic preparation in Mathematics;
  • Holders of a foreign higher academic degree awarded following a 1st cycle of studies, in these areas, in accordance to the principles of the Bologna Process by a State adhering to this Process;
  • Holders of a foreign higher academic degree, in these areas, that is recognized as meeting the objectives of the degree by the Scientific Council of the Faculty of Sciences and Technology;
  • Holders of an academic, scientific or professional curriculum, recognizing them as attesting to the ability to carry out this cycle of studies by Scientific Council of the Faculty of Sciences and Technology.

Career opportunities

  • Banks and Financial Institutions;
  • Insurance Companies;
  • Consulting;
  • Energy Industry;
  • Financial Departments of Large Companies in any Industry;
  • Public Administration;
  • Teaching and Research in Higher Education.

Testimonials

André Gouveia

Deutsche Bank em Frankfurt, departamento de Model Risk Management

Escolhi o Mestrado em Matemática e Aplicações (Matemática Financeira) pela integração de temas da ciência da computação, finanças, e matemática aplicada. O mestrado forneceu-me uma base sólida em métodos quantitativos e modelação financeira, ferramentas que são essenciais no meu trabalho em validação de modelos de risco de crédito. A excelência e apoio contínuo dos professores tornam este curso não apenas excecional em currículo, mas também uma experiência altamente gratificante a nível pessoal.

Sofia Costa 

Técnica de Gestão de Ativos e Passivos, na Direção de Mercados Financeiros, Caixa Geral de Depósitos

No Mestrado em Matemática e Aplicações, com especialização em Matemática Financeira, na NOVA FCT, pude aprofundar conhecimentos não só na área da Matemática como também de Programação, o que me forneceu bases relevantes e polivalentes para o meu percurso profissional. Foi ainda possível desenvolver competências pessoais como a capacidade de resolução de problemas e a componente analítica. Assim, recomendo este mestrado também pela qualidade e disponibilidade dos docentes.

Anterior Próximo

DISCOVER EVERYTHING ABOUT EACH OF THE SPECIALISATIONS OF THIS MASTER'S DEGREE HERE:

Especialização em Ciências dos Dados e da Decisão
Especialização em Matemática Financeira Computacional
Especialização em Matemática Pura

 

 

About the Department of Mathematics

The Department of Mathematics at NOVA FCT is a permanent teaching and research unit of NOVA FCT. With over 70 PhD faculty members, the Department of Mathematics engages in a wide range of activities in the field of Mathematics, including teaching, research, promotion, and dissemination. It also provides lifelong learning opportunities and offers services to the community.

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