MSc in Financial Mathematics
Programme code: TMFIMA
Department: Mathematics
This information is for the 2016/17 session.
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.
Guidelines for interpreting programme regulations
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) (n/a 16/17) | ||
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) (n/a 16/17) | ||
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. | |
The Bologna Process facilitates comparability and compatibility between higher education systems across the European Higher Education Area. Some of the School's taught master's programmes are nine or ten months in duration. If you wish to proceed from these programmes to higher study in EHEA countries other than the UK, you should be aware that their recognition for such purposes is not guaranteed, due to the way in which ECTS credits are calculated.
