Transcript Centre for Computational Finance and Economic Agents

CCFEA
(CENTRE FOR
COMPUTATIONAL FINANCE AND
ECONOMIC AGENTS)
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 & TRADING
How to analyze lots of data?
BALANCE
Computer Science & Engineering
Computational
Finance
High Frequency
Finance and Trading
Finance & Economics
Finanacial Software
Engineering
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 Tsang
EDDIE / GP
Visiting Professors / Lecturer
Winglon Ng
Hi-frequency
Steve Phelps
Agents
John O’Hara
Risk
Richard Olsen
Forex
Olsen Ltd /
OANDA
Chris Voudouris David Norman
Telecom, AI
Trading
BT
Trading Company
Visiting Fellows
Alex Dupuis
Forex
Olsen Ltd
Amadeo Alentorn
Computing+Finance
Old Mutual
Evi Pliota
Risk
HSBC
Serafin Martinez
Biliana Alexandrova
Alma Garcia
Electronic payment
Chance Discovery
Artificial Markets
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