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Department of Statistics

Columbia House

London School of Economics

Houghton Street

London

WC2A 2AE

 

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MSc in Statistics (Financial Statistics)

The Financial Statistics stream of the MSc Statistics programme is mainly intended for students wishing to pursue careers in the finance industry or as a stepping stone towards PhD study in statistics for finance. Students will receive a thorough grounding in the theory and methods of statistical inference, the statistical analysis of time series as well as a selection of important concepts in statistical finance, such as financial time series, asset pricing and portfolio choice, and some aspects of continuous-time finance. Students will also learn to code in the R statistical computing environment. Optional modules from the Statistics, Finance and Economics departments (among others) will be available. The research branch of the Financial Statistics programme will be open to students wishing to take the dissertation option.

Entry Requirements

The normal entry requirement is an upper second class honours degree, or equivalent, with a significant mathematical content. Well-qualified applicants who do not meet this requirement will be considered on merit.

Course Structure

Our taught postgraduate courses are based around lectures, with problem classes and computer workshops. Most courses are assessed by a two-hour exam in the summer term although some contain an element of course work.

The courses in the programme are divided into two categories: compulsory courses and optional courses. Students must take courses to the value of four full units.

MSc in Statistics (Financial Statistics)

i. Three compulsory courses:

ii. Optional courses to the value of two full units from the following:

Non-statistics and non-methodology courses:

Please note: The maximum of one unit's worth of non-ST courses is permitted. Other non-ST course(s) may be taken, with permission. H = Half Unit; F = Full Unit.

MSc in Statistics (Financial Statistics) (Research)

Applicants have the option to register for the MSc in Statistics (Financial Statistics) (Research) branch of the programme in the first few weeks of the Michaelmas (Autumn) term. The research branch is similar to the MSc in Statistics (Financial Statistics) nine-month programme but involves a compulsory dissertation (ST499) which replaces one unit’s worth of optional courses.

i. Four compulsory courses (equivalent to three full units):

ii. Optional courses to the value of one full unit, as listed above for the MSc in Statistics (Financial Statistics).

Programme Regulations

MSc Statistics (Financial Statistics)|

MSc Statistics (Financial Statistics) (Research)|

Further Information

For advice on your application please refer to the Frequently Asked Questions section of the Graduate Admissions| website.

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