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BSc in Financial Mathematics and Statistics

Programme Code: UBFIMAST

Department: Mathematics

For students starting this programme of study in 2021/22

Guidelines for interpreting programme regulations

Three-year Classification Scheme for BA/BSc degrees from the 2018/19 academic year.

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)

See note

LSE100 The LSE Course

Year 1

Paper 1

EC1A3 Microeconomics I (0.5) # and EC1B3 Macroeconomics I (0.5) #

Paper 2

MA100 Mathematical Methods (1.0) #

Paper 3

ST102 Elementary Statistical Theory (1.0) #

Paper 4

MA103 Introduction to Abstract Mathematics (1.0) #

Year 2

Paper 5

FM213 Principles of Finance (1.0) #

Paper 6

MA212 Further Mathematical Methods (1.0) #

Paper 7

ST202 Probability, Distribution Theory and Inference (1.0) #

Paper 8

MA203 Real Analysis (0.5) # and ST213 Introduction to Pricing, Hedging and Optimization (0.5) #

Year 3

Paper 9

FM320 Quantitative Finance (1.0) #

Paper 10

MA323 Computational Methods in Financial Mathematics (0.5) # and ST326 Financial Statistics (0.5) #

Paper 11

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

 

MA321 Measure Theoretic Probability (0.5) #

 

MA322 Mathematics of Finance and Valuation (0.5) # 1

 

ST300 Regression and Generalised Linear Models (0.5) #

 

ST302 Stochastic Processes (0.5) # 2

Paper 12

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

Undergraduate Outside Options List (Years 2 & 3)

Notes

LSE100 is a half unit taken by all students, running across Michaelmas and Lent Terms in the first year. The course provides one of the marks that is eligible to be included in the calculation of the First Year Average for purposes of classification.

Undergraduate Outside Options List (Years 2 & 3)

Prerequisite Requirements and Mutually Exclusive Options

* means available with permission

1 : MA322 can not be taken with ST302

2 : ST302 can not be taken with MA322

Footnotes

A : Subject to approval by Departmental Tutor. No further FM courses are permitted.

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

Note for prospective students:
For changes to undergraduate course and programme information for the next academic session, please see the undergraduate summary page for prospective students. Changes to course and programme information for future academic sessions can be found on the undergraduate summary page for future students.