Students must take courses to the value of four full units.
Paper |
Course number and title |
1
|
ST409
|
Stochastic Processes (H)
|
2
|
ST431 |
Insurance Mathematics |
3
|
ST432 |
Stochastic Finance |
4
|
ST433 |
Computational Methods in Finance and Insurance (H) |
5 & 6 |
Two of the following: |
|
FM441
|
Derivatives (H) |
FM442
|
Quantitative Methods for Finance and Risk Analysis (H)* |
MA409
|
Continuous Time-Optimisation (H) |
MA411
|
Probability and Measure (H) |
MA415
|
The Mathematics of the Black and Scholes Theory (H) |
MA416
|
The Foundations of Interest Rate, Foreign Exchange and Credit Risk Theory (H) |
|
ST422
|
Time Series (H) |
ST435
|
Advanced Probability Theory (H) |
Notes
|
* Students taking this course can apply for a place on FM457 MATLAB for MSc Students, a non-assessed computer course. |
