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MSc in Statistics (Financial Statistics) (Research)

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Programme Code: TMSTFSRE

Department: Statistics

For students starting this programme of study in 2018/19

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), a dissertation, and optional courses to the value of one unit.

Please note that places are limited on some optional courses. Admission onto any particular course is not guaranteed and may be subject to timetabling constraints and/or students meeting specific prerequisite requirements.

Paper

Course number, title (unit value)

Paper 1

ST425 Statistical Inference: Principles, Methods and Computation (1.0) #

Paper 2

ST436 Financial Statistics (0.5) #

Paper 3

ST422 Time Series (0.5) #

Paper 4

ST499 Dissertation (1.0)

Paper 5

Courses to the value of 1.0 unit(s) from the following:

 

ST405 Multivariate Methods (0.5) #

 

ST409 Stochastic Processes (0.5) #

 

ST411 Generalised Linear Modelling and Survival Analysis (0.5) #

 

ST416 Multilevel Modelling (0.5) #

 

ST418 Non-Linear Dynamics and the Analysis of Real Time Series (0.5) #

 

ST421 Developments in Statistical Methods (0.5) #  (withdrawn 2018/19)

 

ST426 Applied Stochastic Processes (0.5)

 

ST429 Statistical Methods for Risk Management (0.5) #

 

ST433 Computational Methods in Finance and Insurance (0.5) #

 

ST435 Advanced Probability Theory (0.5) #  (withdrawn 2019/20)

 

ST439 Stochastics for Derivatives Modelling (0.5) #

 

ST440 Recent Developments in Finance and Insurance (0.5) #

 

ST441 Introduction to Markov Processes and their Applications (0.5) #  (withdrawn 2019/20)

 

ST442 Longitudinal Data Analysis (0.5) #

 

ST443 Machine Learning and Data Mining (0.5) #

 

ST444 Statistical Computing (0.5)

 

ST448 Insurance Risk (0.5) #

 

ST449 Artificial Intelligence and Deep Learning (0.5)

 

ST451 Bayesian Machine Learning (0.5) #

 

EC484 Econometric Analysis (1.0) # A or

 

FM402 Financial Risk Analysis (0.5) # or

 

FM404 Forecasting Financial time Series (0.5) # or

 

FM413 Fixed Income Markets (0.5) # or

 

FM429 Asset Markets A (0.5) # or

 

FM441 Derivatives (0.5) # or

 

FM442 Quantitative Methods for Finance and Risk Analysis (0.5) # or

 

MA407 Algorithms and Computation (0.5) # or

 

MA415 The Mathematics of the Black and Scholes Theory (0.5) # or

 

MA416 The Foundations of Interest Rate and Credit Risk Theory (0.5) # or

 

MA420 Quantifying Risk and Modelling Alternative Markets (0.5) # or

 

MY456 Survey Methodology (0.5) # or

 

MY457 Causal Inference for Observational and Experimental Studies (0.5) #

 

Or other non-ST course(s), with permission

Footnotes

A : 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.

# means there may be prerequisites for this course. Please view the course guide for more information.

The total value of all non-ST courses should not exceed one unit.

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.