MSc in Statistics (Financial Statistics) (Research)
Academic-year 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) | ||
Non-linear Dynamics and the Analysis of Real Time Series (H) (n/a 14/15) | ||
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) | ||
Longitudinal Data Analysis (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, Foreign Exchange, and Credit Risk Theory (H) | ||
Quantifying Risk Modelling and Alternative Markets (H) | ||
Survey Methodology (H) (n/a 14/15) | ||
Causal Inference for Observational and Experimental Studies (H) | ||
Special Topics in Quantitative Analysis: Advanced Regression Modelling (H) | ||
Mathematical Programming: Theory and Algorithms (H) | ||
|
Other courses with the permission of the Programme Director. | |
