MSc in Statistics (Financial Statistics)
Programme code: TMSTFS
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) and options to the value of two units.
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) | ||
ST427 |
Insurance Mathematics (H) (withdrawn 2017/18) | |
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) | ||
Longitudinal Data Analysis (H) (not available 2017/18) | ||
Machine Learning and Data Mining (H) | ||
Statistical Computing (H) | ||
Insurance Risk (H) (not available 2017/18) | ||
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 and Credit Risk Theory (H) | ||
Quantifying Risk Modelling and Alternative Markets (H) | ||
Survey Methodology (H) | ||
Causal Inference for Observational and Experimental Studies (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 introductory course EC451. Students must pass an exam taken at the end of the introductory course 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.
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.
