MSc in Risk and Stochastics
Programme code: TMRIST
Department: Statistics
This information is for the 2016/17 session.
Students take five compulsory half unit courses and one and a half units of optional courses.
Guidelines for interpreting programme regulations
Paper |
Course number and title | |
|---|---|---|
1 |
Stochastic Processes (H) | |
2 |
Insurance Mathematics (H) | |
3 |
Computational Methods in Finance and Insurance (H) | |
4 |
Stochastics for Derivatives Modelling (H) | |
5 |
Recent Developments in Finance and Insurance (H) | |
6 |
One of the following: | |
|
Probability and Measure (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) | ||
Time Series (H) | ||
Applied Stochastic Processes (H) | ||
Probabilistic Methods in Risk Management and Insurance (H) | ||
Advanced Probability Theory (H) | ||
Financial Statistics (H) | ||
Introduction to Markov Processes and Their Applications (H) (n/a 16/17) | ||
7 & 8 |
Two of the following: | |
|
Forecasting Financial Time Series (H) | |
Derivatives (H) | ||
Quantitative Methods for Finance and Risk Analysis (H)* | ||
Continuous Time-Optimisation (H) | ||
Further half unit(s) from those courses listed under paper 6 above. | ||
Further half unit(s) from other appropriate MSc courses, subject to the approval of the Programme Director and the Teacher responsible for the course. | ||
Notes |
* Students taking this course can apply for a place on FM457 Applied Computational Finance, a non-assessed computer course. | |
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.
