MSc in Statistics (Financial Statistics) (Research)

Programme code: TMSTFSRE

Department: Statistics

This information is for the 2017/18 session.

Guidelines for interpreting programme regulations
Classification scheme for the award of a taught master's degree (four units)
Exam sub-board local rules

Academic-year programme. Students take three compulsory courses (two units), a dissertation, and optional courses to the value of one unit.

Paper

Course number and title 

1

ST425

Statistical Inference: Principles, Methods and Computation

2

ST436

Financial Statistics (H)

3

ST422

Time Series (H)

4

ST499

Dissertation

5

Courses to the value of one unit from the following:

 

ST405

Multivariate Methods (H)

ST409

Stochastic Processes (H)

ST411

Generalised Linear Modelling and Survival Analysis (H)

ST416

Multilevel Modelling (H)

ST418

Non-linear Dynamics and the Analysis of Real Time Series (H) 

ST421

Developments in Statistical Methods (H)

ST426

Applied Stochastic Processes (H)

ST427

Insurance Mathematics (H) (withdrawn 2017/18)

ST429

Statistical Methods for Risk Management (H)

ST433

Computational Methods in Finance and Insurance (H)

ST435

Advanced Probability Theory (H)

ST439

Stochastics for Derivatives Modelling (H)

ST440

Recent Developments in Finance and Insurance (H)

ST441

Introduction to Markov Processes and Their Applications (H)

ST442

Longitudinal Data Analysis (H) (not available 2017/18)

ST443

Machine Learning and Data Mining (H)

ST444

Statistical Computing (H)

EC484

Econometric Analysis *

FM402

Financial Risk Analysis (H)

FM404

Forecasting Financial Time Series (H)

FM413

Fixed Income Markets (H)

FM429

Asset Markets A (H)

FM441

Derivatives (H)

FM442

Quantitative Methods for Finance and Risk Analysis (H)

MA407

Algorithms and Computation (H)

MA415

The Mathematics of the Black and Scholes Theory (H)

MA416

The Foundations of Interest Rate, Foreign Exchange, and Credit Risk Theory (H)

MA420

Quantifying Risk Modelling and Alternative Markets (H)

MY456

Survey Methodology (H)

MY457

Causal Inference for Observational and Experimental Studies (H)

 

Other non-ST course(s), with permission

Note:

The total value of all non-ST courses, including those listed under Paper 5 above, should not exceed one unit.

 

* Statistics students taking EC484 will be required to register in early September in order to attend the econometrics component of the introductory course EC451. Students must pass an exam taken at the end of the introductory course in order to proceed to EC484.

Note for prospective students:
For changes to graduate course and programme information for the next academic session, please see the graduate summary page for prospective students. Changes to course and programme information for future academic sessions can be found on the graduate summary page for future students.