The Master in Finance provides an overview of foundational subjects such as Corporate Finance, Financial Markets, Risk Management, as well as emerging topics such as Artificial Intelligence, Blockchain, and Fintech Business Models

MASTER IN FINANCE


23 Edition. In English. Fully online


Master de Formación Permanente in Finance
Presentation

The Master in Finance provides an overview of foundational subjects such as Corporate Finance, Financial Markets, Risk Management, as well as emerging topics such as Artificial Intelligence, Blockchain, and Fintech Business Models

Work in the exciting area of Investments, Banking and Fintech


Master in Finance - Universidad of Alcalá - UAH
What do we offer?

COMPATIBLE WITH WORK

The Master's degree is compatible with a professional activity. Contents and evaluations can be accessed through an e-learning platform that is accessible 24/7, allowing the student to follow the program at their own pace

SOUND PREPARATION

A sound preparation with 60 ECTS (European Credit Transfer System) which allow to cover in depth all the concepts and applications with a long several possible itineraries

METHODOLOGY

Online Classes, with pre-recorded and on live sessions scheduled on selected dates.The program is modularized in weeks, during each of when only one subject is taught

UPDATED CURRICULUM

Which ensures that our students obtain updated knowledge in line with the needs of current company trends

INDUSTRY PROFESSORS

A team with extensive international experience in the financial sector.

COMMUNITY AND ENVIRONMENT

We provide an environment that allows students to enrich the training experience.

OPTATIVE ITINERARIES

You can follow different itineraries as Corporate Finance and Investments; Fintech or Quantitative Finance

UNIVERSITY OF ALCALA

Study at the University of Alcala, UNESCO World Heritage Centre.
Candidates

Professionals from the financial sector who are interested in expanding their knowledge in Finance. Other participants without a specific background in Finance but who are interested in developing in this area
39
Countries
1100
Graduate Students
23
Edition
Core Courses
CORE COURSES

FINANCIAL COMPUTING

  • R Programming
  • Data input and Output
  • Flow Control. Plotting
  • High performance computing

AI IN FINANCE

  • Foundations of Artificial Intelligence.
  • Supervised learning
  • Unsupervised Learning
  • Reinforcement Learning

FINANCIAL MODELLING

  • Financial applications
  • Linear Models
  • Nonlinear Models

FINANCIAL MARKETS AND PRODUCTS

  • Fixed Income and Equity Valuation
  • Valuation of Derivative Products
  • Financial Markets

MASTER’S THESIS

  • Preparation and defense of a theoretical or applied work related to the contents of the Master

ITINERARY 1: CORPORATE FINANCE AND INVESTMENTS

CORPORATE FINANCE

  • Financial structure
  • Cash Flow Models
  • Valuation Models

RISK MANAGEMENT

  • Market Risk
  • Credit Risk
  • Operational risk

INTERNATIONAL ECONOMICS

  • Microeconomics
  • Macroeconomics
  • International Economics

INVESTMENT BANKING

  • Investment Banking
  • ESG
  • Payment methods

PORTFOLIO MANAGEMENT

  • Markowitz’s model
  • CAPM y APT
  • Performance measurement
Itinerarie 2: Fintech

ITINERARY 2: FINTECH

FINTECH BUSINESS MODELS AND TECHNOLOGIES

  • Disruptive Technologies in Finance
  • Business Models
  • Case uses

QUANTUM COMPUTING IN FINANCE

  • Quantum Computing Fundamentals
  • Quantum Programming Workshop

BLOCKCHAIN TECHNOLOGY AND CRYPTOCURRENCIES

  • Distributed Ledger Technology
  • Cryptocurrencies
  • Smart Contracts
  • Applications

ALGORITHMIC TRADING

  • Market Microstructure
  • Pairs Trading
  • High Frequency Trading

COMPLEX FINANCIAL PRODUCTS VALUATION

  • Continuous Time Finance
  • Valuation of Equity Derivatives
  • Valuation of Fixed-income derivatives
Itinerarie 3: Quantitative Finance

ITINERARY 3: QUANTITATIVE FINANCE

RISK MANAGEMENT

  • Market Risk
  • Credit Risk
  • Operational risk

INVESTMENT BANKING

  • Investment Banking
  • ESG
  • Payment methods

PORTFOLIO MANAGEMENT

  • Markowitz’s model
  • CAPM y APT
  • Performance measurement

QUANTUM COMPUTING IN FINANCE

  • Quantum Computing Fundamentals
  • Quantum Programming Workshop

ALGORITHMIC TRADING

  • Market Microstructure
  • Pairs Trading
  • High Frequency Trading

COMPLEX FINANCIAL PRODUCTS VALUATION

  • Continuous Time Finance
  • Valuation of Equity Derivatives
  • Valuation of Fixed-income derivatives
Lecturers

The lecturers of the Master in Finance are a group of are university professors with a long training and research track in Finance and professionals with a sound experience in Corporations and Financial Companies

Tenured Associate Professor of Economics (Finance) and of Computer Science (Artificial Intelligence) at the University of Alcalá. Fulbright Visiting Scholar in several US Universities and consultant for several Spanish Fortune 500 companies and for the Government. He has authored more than one hundred publications and has lectured in the USA, Asia and Latin America. Director of the Laboratory of Computational Finance and Head of the Chair in Big Data and Predictive Analytics in Banking of the University of Alcalá.
Ignacio Olmeda
Master's Director

Ten years of experience in financial institutions across the U.S., Africa, and Asia. He worked in the Investment Banking Division of Goldman Sachs, attaining Series 7 and Series 63 certifications while working primarily on Debt Capital Markets transactions. He has taught Masters-level courses on Corporate Finance and Multinational Finance while in the U.S. He has a M.A. in International Finance and Development from Johns Hopkins University, and a B.A. in Economics and Political Science from Duke University.
Jason Loughnane, CFA
Lecturer

Jacinto Marabel is Head of Europe Equity Stocks Exotic Trading Derivatives team at BBVA. Jacinto has a PHD in Economics and Finance and he has published more than 15 papers in leading international financial journals
Jacinto Marabel, Ph.D.

Expert in Business & Financial analysis, he currently works as an Independent Financial Analyst for high-net-worth investors and business groups, providing solutions for investments and risk management. With a Bachelor's in Information Technology, he began his career as a Financial Engineer at HSBC Global Technology in India and later served as a Business Analyst at US-based Winsoft, offering financial solutions to leading banks and brokerage houses in the USA.
Nikhil Khajuria, CFA, FRM
Lecturer

He is leading the team in BBVA Global Markets that exploit financial data to automate execution and market-making trading strategies. He focuses on how to apply innovative quantitative and computational techniques to spur growth and efficiency in the financial trading business: from the pricing and risk management of derivatives to the development of algorithmic trading strategies and the application of machine learning techniques to financial datasets.
Javier Sabio, Ph.D.

Miguel Angel is CIO-Investments Director at Lignum. He previously worked at Ecclestone Partners and Bankia. Miguel Angel is a seasoned Portfolio and Wealth manager. He holds a BS in Business Administration, an MS in Finance and currently he is pursuing his PhD in Cryptocurrecy investments.
Miguel Angel Garcia-Ramos, Ph.D. CFA
Lecturer

Degree in Economics (Universidad Complutense de Madrid), Master in Economics and Finance (CEMFI 2003-2005), Executive Master in Quantitative Finance (AFI); she also holds a Programme of Management (Instituto de Empresa 2014). She is currently working in BBVA Corporate & Investment Banking – Global Markets (as Senior interest rate volatility trader). Previously, she worked as Interest rate volatility sales in Banco Santander.
María Ángeles Romero
Lecturer

Fixed Income Senior Trader at BBVA (covering both linear and non-linear payoffs), where he has worked at several positions throughout his career, holding responsibilities in the Trading Floor and QBS areas. EIA by EFPA, Telecommunications Engineer by UPM, Master in Quantitative Finance by AFI.
Jorge Muñoz
Lecturer

International professional committed to excellence and adding maximum value to the financial industry, with 6 years experience in credit risk, model analysis, credit portfolio management, business valuation, audit functions, consultancy and client service, with exceptional qualifications and motivation. He has two first degrees in Business and Law, four master’s degrees in Business, Law, Auditing and CSR, the academic basis for becoming a chartered accountant and the CFA charter and the FRM certificate
Gregorio Carrascal, CFA, FRM
Lecturer

Graduated in Business Studies and Technical Engineering in Computer Science from the University of Oviedo, and holds an MBA from IMD Lausanne, Switzerland. He has spent most of his career at the Santander Group in Madrid, London, and Latin America, focusing on foreign and structured trade finance. He served as Senior Banker for the Financial Institutions Group, managing global relationships with select European financial institutions, and is now the Managing Director and global head of credit risks with Institutional Clients for the Santander Group.
Javier Vaca
Lecturer

Industrial Engineer from the Polytechnic University of Madrid with an MBA from INSEAD. He currently leads the Portfolio Sales Unit at Banco Santander, having closed over 40 transactions for the sale of Non-Core Assets in Spain, Portugal, the UK, Brazil, and Mexico. Previously, he held various positions within Santander Global Banking & Markets, including roles in the Strategy team and Corporate & Investment Banking as Account Manager for Private Equities and Infrastructure Funds.
Iñigo Merladet
Lecturer

Physics specialized in quantum computing. Joined the Microsoft Quantum Docs team. She is currently working on writing the documentation for Q # and Azure Quantum. She studied theoretical physics at the Complutense University and a master's degree in Quantum Physics at the University of Innsbruck (Austria)
Sonia López

Lecturer at several Finance programs of the University of Alcalá. He has lectured in Europe, Asia and Latin America. He holds a bachelor’s degree in Business Administration and a Masters in Quantitative Finance. He was a Senior Analyst at ING and is currently a researcher at the Laboratory of Computational Finance where he has consulted for companies such as Repsol or Santander.
Enrique Ascordebeitia
Lecturer

Currently responsible for Market, Counterparty, Structural, and Operational Risk Analytics at BBVA. He is the global responsible for risk model development in the ambits of Market, Counterparty, Structural and Operational risks. He started in 2006 quantitative analyst in Corporate and Investment Banking in BBVA, developing tools to price and hedge exotic equity and FX derivatives. Juan Holds a PhD in theoretical physics.
Juan Palomar, Ph.D.
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