Schedule Assets

The program includes course over 3 semesters and a one-semester - Teaching based on advanced research and development in the
internship in an industrial environment or a research laboratory core area of the Master of Quantitative and Computational Finance
- Strong relationship with industrial partners
SEMESTER 1 SEMESTER 2 SEMESTER 3 SEMESTER 4 - Truly international teaching environment (faculty, students, lab)
August – January February – July August – January February – July - Teaching staff with an international reputation
Probability (R) Stochastic Macroeconomics
- Large selection of internship offers
calculus (R) and finance (R)

Mathematical Derivative Financial risk Internship (R)

Skills Acquired
statistics (R) securities (R) management (R)

Financial products Active portfolio Interest rates and

and markets (R) management (R) credit models (R) - Solid knowledge in probability, statistics, computational methods
Scientific Financial time Computational
- Thorough understanding of quantitative models in finance and
computing (R) series analysis (R) methods for finance (R) insurance (derivatives, statistical arbitrage, portfolio selection…)
- Individual or group working
Corporate finance (O) Commodity Optimal control (O)
derivatives (O)

Fundamental and Data mining (O) Actuarial Scientific

technical analysis (O) mathematics (O)
Professional
publication (O)

Numerical Behavioral finance (O) Optimal algorithmic

optimization (O) trading (O) - Ease to identify risk and how to manage (risk measure, stress test…)
Leadership and Ethics and Statistical learning - Ability to price and hedge vanilla derivatives on equity, commodity
entrepreneurship (O) regulations for and applications in and interest rate
financial markets (O) finance (O) - Portfolio selection based on various methods (cf. using tools from
artificial intelligence)
(O): optional
- Best-practices brought by practitioners through QCF Seminar
(R): required

Admission Contact
John von Neumann Institute of Email: info@jvn.edu.vn
Pre-selection by application submission (studies, work experience,
Vietnam National University HCM Tel: +84 90909 9181
personal commitment, etc.), and an interview with a jury led by
Linh Trung Ward, Thu Duc District,
Prof. Huyen Pham – Program Director
Ho Chi Minh City,
Vietnam
Final selection is based on results after Pre-Master courses
Website: http://www.jvn.edu.vn/education/MSQCF/MSQCF.html

Requirements
Applicants must hold at least a bachelor’s degree in one of the fields of
Applied Mathematics (Probability and Statistics); Computer Science or
Financial Banking and Insurance with a relevant math scoresfrom a
2-month refresh course

MASTER
QUANTITATIVE AND
Applicant must also provide proof of their English proficiency (TOEFL
550 or equivalent)

Language
COMPUTATIONAL
English
FINANCE