入学要求 Requirement:
学术要求:
To enter this course you will need a good Bachelors degree in a highly quantitative programme such as mathematics, physics or engineering. The required degree classification is usually a UK 2.1 or above or the equivalent from an overseas institution.
Students should have covered areas such as probability and linear algebra on their first degree.
No work experience is required for this programme, but please provide details of any relevant experience that might enhance your profile.
英语要求:
IELTS:The required IELTS level is an average of 7.0 with a minimum of 6.5 in writing.
TOEFL:For TOEFL we require 107 (Internet Based Test)
学费 Tuition Fee:£21,500(2012/2013)
课程特征 Course Features:
The MSc in Financial Mathematics gives you the tools necessary to undertake high quality research in both financial and academic institutions.
As such, you will be equipped for roles involving the development of pricing and risk management models and their testing, or for a career as a risk analyst or quantitative analyst.
You will acquire an in-depth knowledge and understanding of financial mathematics. This will include financial mathematical theory and modelling, along with probability theory and programming which is then applied for asset pricing, modelling interest rates and risk management.
This programme is rigorous with respect to the mathematics but also places great emphasis on linking theory with real world developments. You will often be exposed to the teaching of real world practitioners from the City of London.
Cass's proximity to the City of London, and our close links to many of its institutions, will help you to access outstanding networking and career opportunities.
课程内容 Course Content :
Term1:
Asset Pricing
Numerical Methods 1: Foundations
Mathematical Models for Financial Derivatives
Stochastic Calculus
Term2:
Fixed Income Securities
Numerical Methods 2: Applications in Finance
Risk Analysis
Advanced Stochastic Modelling Methods in Finance
Term3:
Five electives (18 hours each)
OR
One elective and a Business Research Project
Electives
You may choose from a wide variety of electives. For example:
•Hedge Funds
•Exotic Options
•Equity Investment
•Technical Analysis and Trading Options
•Advanced Financial Engineering and Credit
•Trading & Hedging in the Forex market
•Behavioural Finance
•C/C++
•Visual Basic
Research Methods module