MSc in Applicable Mathematics

Full-year programme. Students must take courses to the value of four full units.

Paper

Course number and title 

1

One from:

 

 

MA407

Algorithms and Computation (H)

 

MA421

Advanced Algorithms (H)

2, 3 & 4

Three from:

 

MA402

Game Theory I (H)*

MA408

Discrete Mathematics and Graph Theory (H)

MA409

Continuous-Time Optimisation (H)

MA410

Information, Communication and Cryptography (H)

MA411

Probability and Measure (H)

MA412

Functional Analysis and its Applications (H)

MA413

Games of Incomplete Information (H)

MA414

Stochastic Analysis (H)

MA418

Preferences, Optimal Portfolio Choice, and Equilibrium (H)

MA419

Search Games (H) (n/a 14/15)

MA420

Quantifying Risk Modelling and Alternative Markets (H)

MA421

Advanced Algorithms (H) (if not taken under Paper 1)

5 & 6

Courses to the value of two half-units from:

 

FM402

Financial Risk Analysis (H)

FM441

Derivatives (H)

FM442

Quantitative Methods for Finance and Risk Analysis (H)**

FM492

Principles of Finance***

EC484

Econometric Analysis

EC487

Advanced Microeconomics

GV4A3

Social Choice Theory and Democracy (H)

OR401

Techniques of Operational Research (H)

OR406

Mathematical Programming: Theory and Algorithms (H)

OR408

Combinatorial Optimisation (H)

OR409

Auctions and Game Theory (H)

OR426

Modelling in Applied Statistics and Simulation (H)

OR428

Model Building in Mathematical Programming (H)

OR437

Solving Unsolvable Problems: NP-completeness and how to cope with it (H)

ST409

Stochastic Processes (H)

ST418

Non-Linear Dynamics and the Analysis of Real Time Series (H) (n/a 14/15)

ST422

Time Series (H)

 

Another half unit from the list under 2, 3 and 4 above, or any other paper with the approval of the Programme Director and the teacher responsible for the course. ****

7

MA498

Dissertation in Mathematics

Notes

* This option will not be available to those who have already studied MA300 and MA301, or who have studied this subject as part of an undergraduate degree.
** Students taking this course can apply for a place on FM457 MATLAB for MSc Students, a non-assessed computer course.
*** Students must seek permission from the Department of Finance to take this course. They will be required to complete an online form about their background in mathematics, statistics and economics. The forms will be reviewed and approved or rejected, or a student may be asked to provide more information.
**** Students may not take MA415, MA416 or MA417.