MSc Financial Mathematics
Academic year programme (10 months). Students must take five compulsory half-unit courses and optional courses to the value of one-and-a-half units as shown.
There is also a two-week compulsory pre-sessional course MA400 September Introductory Course relating to MA415 and MA417.
Paper |
Course number and title | |
|---|---|---|
1 |
Mathematics of the Black and Scholes Theory (H) | |
2 |
The Foundations of Interest Rate and Credit Risk Theory (H) | |
3 |
Stochastic Processes (H) | |
4 |
Fixed Income Markets (H) | |
5 |
Computational Methods in Finance (H) | |
6 |
One of the following: | |
| ||
Game Theory I (H) | ||
Probability and Measure (H) | ||
Stochastic Analysis (H) | ||
Preferences, Optimal Portfolio Choice, and Equilibrium (H) | ||
Quantifying Risk Modelling and Alternative Markets (H) | ||
Stochastics for Derivatives Modelling (H) | ||
Recent Developments in Finance and Insurance (H) | ||
Introduction to Markov Processes and Their Applications (H) | ||
7 & 8 |
The equivalent of one unit from the following: | |
|
Financial Risk Analysis (H) | |
Forecasting Financial Time Series (H) | ||
Derivatives (H) | ||
Quantitative Methods for Finance and Risk Analysis (H) | ||
Portfolio Management (H) | ||
International Finance (H) | ||
Principles of Finance | ||
Time Series (H) | ||
Applied Stochastic Processes (H) | ||
Insurance Mathematics (H) | ||
Probabilistic Methods in Risk Management and Insurance (H) | ||
|
Further half unit(s) from those courses listed under paper 6 above. Students can also take MA422 Research Topics in Financial Mathematics, a non-assessed course taken in addition to the required five compulsory half-unit courses and optional courses to the value of one-and-a-half units detailed above. | |
