MSc in Statistics (Financial Statistics)
Programme code: TMSTFS
Academic-year programme. Students take three compulsory courses (two units) and options to the value of two units.
Paper |
Course number and title | |
|---|---|---|
1 |
Statistical Inference: Principles, Methods and Computation | |
2 |
Financial Statistics (H) | |
3 |
Time Series (H) | |
4 |
Courses to the value of two full units from the following*: | |
|
Multivariate Methods (H) | |
Stochastic Processes (H) | ||
Generalised Linear Modelling and Survival Analysis (H) | ||
Multilevel Modelling (H) | ||
Non-linear Dynamics and the Analysis of Real Time Series (H) | ||
Developments in Statistical Methods (H) | ||
Applied Stochastic Processes (H) | ||
Insurance Mathematics (H) | ||
Probabilistic Methods in Risk Management and Insurance (H) | ||
Computational Methods in Finance and Insurance (H) | ||
Advanced Probability Theory (H) | ||
Stochastics for Derivatives Modelling (H) | ||
Recent Developments in Finance and Insurance (H) | ||
Introduction to Markov Processes and Their Applications (H) | ||
Longitudinal Data Analysis (H) | ||
Machine Learning and Data Mining (H) | ||
Statistical Computing (H) | ||
Econometric Analysis | ||
Financial Risk Analysis (H) | ||
Forecasting Financial Time Series (H) | ||
Fixed Income Markets (H) | ||
Asset Markets A (H) | ||
Derivatives (H) (n/a 15/16) | ||
Algorithms and Computation (H) | ||
The Mathematics of the Black and Scholes Theory (H) | ||
The Foundations of Interest Rate and Credit Risk Theory (H) | ||
Quantifying Risk Modelling and Alternative Markets (H) | ||
Survey Methodology (H) | ||
Causal Inference for Observational and Experimental Studies (H) | ||
Mathematical Programming: Theory and Algorithms (H) (formerly OR406) | ||
|
Other non-ST course(s), with permission. | |
Notes: |
The total value of all non-ST courses, including those listed under paper 4 above, should not exceed one unit. | |
The Bologna Process in relation to taught masters programmes of nine or ten months duration.
