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 subboard local rules
Academicyear 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 
Statistical Inference: Principles, Methods and Computation  
2 
Financial Statistics (H)  
3 
Time Series (H)  
4 
Dissertation  
5 
Courses to the value of one unit from the following:  
 
Multivariate Methods (H)  
Stochastic Processes (H)  
Generalised Linear Modelling and Survival Analysis (H)  
Multilevel Modelling (H)  
Nonlinear Dynamics and the Analysis of Real Time Series (H)  
Developments in Statistical Methods (H)  
Applied Stochastic Processes (H)  
ST427 
Insurance Mathematics (H) (withdrawn 2017/18)  
Statistical Methods for Risk Management (H)  
Computational Methods in Finance and Insurance (H)  
Advanced Probability Theory (H)  
Stochastics for Derivatives Modelling (H)  
Recent Developments in Finance and Insurance (H)  
Introduction to Markov Processes and Their Applications (H)  
Longitudinal Data Analysis (H) (not available 2017/18)  
Machine Learning and Data Mining (H)  
Statistical Computing (H)  
Econometric Analysis *  
Financial Risk Analysis (H)  
Forecasting Financial Time Series (H)  
Fixed Income Markets (H)  
Asset Markets A (H)  
Derivatives (H)  
Quantitative Methods for Finance and Risk Analysis (H)  
Algorithms and Computation (H)  
The Mathematics of the Black and Scholes Theory (H)  
The Foundations of Interest Rate, Foreign Exchange, and Credit Risk Theory (H)  
Quantifying Risk Modelling and Alternative Markets (H)  
Survey Methodology (H)  
Causal Inference for Observational and Experimental Studies (H)  

Other nonST course(s), with permission  
Note: 
The total value of all nonST 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.