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
|
MA415 |
Mathematics of the Black and Scholes Theory* (H) |
2
|
MA416 |
The Foundations of Interest Rate, Foreign Exchange, and Credit Risk Theory |
3
|
ST409
|
Stochastic Processes (H) |
4
|
FM413 |
Fixed Income Markets (H) |
5 |
MA417 |
Computational Methods in Finance* (H) |
6 |
One of the following: |
|
MA401
|
Computational Learning Theory and Neural Networks (H) |
MA402
|
Game Theory I (H) |
MA407
|
Algorithms and Computation (H) |
MA409
|
Continuous-Time Optimisation (H) |
MA410
|
Information, Communication and Cryptography (H) |
MA411
|
Probability and Measure (H) |
MA414
|
Stochastic Analysis (H) |
MA418
|
Preferences, Optimal Portfolio Choice, and Equilibrium (H) |
MA419
|
Search Games (H) |
7 & 8 |
The equivalent of one unit from the following: |
|
FM402
|
Financial Risk Analysis (H) |
FM404
|
Forecasting Financial Time Series (H) |
FM441
|
Derivatives (H) |
FM442
|
Quantitative Methods for Finance and Risk Analysis (H) |
FM445
|
Portfolio Management (H) |
FM472
|
International Finance (H) |
FM492
|
Principles of Finance |
ST422
|
Time Series (H) |
|
Further half unit(s) from those courses listed under paper 6 above.
Any other appropriate MSc course, subject to the approval of the Programme Director and Teacher Responsible for the course |
Notes
|
* MA400 is a prerequisite |
