MSc in Statistics (Financial Statistics)
Programme code: TMSTFS
Department: Statistics
This information is for the 2016/17 session.
Academic-year programme. Students take three compulsory courses (two units) and options to the value of two units.
Guidelines for interpreting programme regulations
Paper |
Course number and title | |
|---|---|---|
1 |
Statistical Inference: Principles, Methods and Computation | |
2 |
Financial Statistics (H) | |
3 |
Time Series (H) | |
4 |
Courses to the value of two full units from the following: | |
|
Multivariate Methods (H) | |
Stochastic Processes (H) | ||
Generalised Linear Modelling and Survival Analysis (H) | ||
Multilevel Modelling (H) | ||
Non-linear Dynamics and the Analysis of Real Time Series (H) | ||
Developments in Statistical Methods (H) | ||
Applied Stochastic Processes (H) | ||
Insurance Mathematics (H) | ||
Probabilistic Methods in Risk Management and Insurance (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) (n/a 16/17) | ||
Longitudinal Data Analysis (H) | ||
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) | ||
Algorithms and Computation (H) | ||
The Mathematics of the Black and Scholes Theory (H) | ||
The Foundations of Interest Rate and Credit Risk Theory (H) | ||
Quantifying Risk Modelling and Alternative Markets (H) | ||
Survey Methodology (H) | ||
Causal Inference for Observational and Experimental Studies (H) | ||
Mathematical Programming: Theory and Algorithms (H) | ||
|
Other non-ST course(s), with permission. | |
Notes: |
The total value of all non-ST courses, including those listed under Paper 4 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 pre-sessional course EC451. Students must pass an exam taken at the end of the pre-sessional in order to proceed to EC484. | |
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.
