入学要求 Requirement:
学术要求:2:1 in economics or in the applied mathematical sciences with some economics courses. Degree should have had strong analytical content, including courses in calculus and matrix algebra, probability and statistics, microeconomic theory, and preferably also econometrics
All applicants must also submit a GRE or GMAT test score. GRE/GMAT scores must show a strong performance in the quantitative segment (above the 85th percentile).
英语要求:IELTS 6.5 or internet-based TOEFL 100.
学费 Tuition Fee:2012/2013 £21,312
课程特征 Course Features:
Covering investments and asset pricing, option and derivatives pricing and portfolio management, the programme provides a thorough exposure to econometric methods, including time series analysis, with applications to financial models and data. The core courses emphasise analytical rigour and theoretical foundations, in addition to application of the theory.
课程内容 Course Content :
Compulsory courses
Financial Economics
Financial Econometrics
Options
(* half unit)
Choose to the value of one full unit from the following list of half unit options:
Applied Corporate Finance*
Corporate Finance Theory*
Financial Risk Analysis*
Fixed Income Markets*
Forecasting Financial Time Series*
Global Financial System*
International Finance*
Portfolio Management*
Quantitative Methods for Finance and Risk Analysis*
To fulfil the programme requirements, students must also complete a dissertation of 6,000 words on an agreed topic in one of the optional half unit courses, and take an examination in the other.
教学与评估 Teaching and Assessment:
Students are required to attend the Introductory course in Mathematics and Statistics in September, which reviews topics such as matrix algebra, multivariate calculus and differential equations. Throughout the Michaelmas term, students will also be required to take a course in Probability and Stochastic Calculus. This provides an introduction to the theory of stochastic processes in continuous time, with a view to finance applications. On completion of the programme, students will take examined courses to the value of four full units, one of which will include writing a dissertation as part of the assessment.