入学要求 Requirement:
学术要求: The programme is mathematically advanced and suitable candidates will normally hold a good BSc degree in actuarial science, statistics, mathematical economics or mathematics. This should include training in analysis and linear algebra, with rigorous proofs, and probability theory at the level of our third year undergraduate course Stochastic Processes.
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:
This programme is based in the Department of Statistics. It provides high-level training in probability theory and statistics for random processes with applications in the areas of insurance and finance and their interface. It includes a comprehensive and unified approach to all quantitative aspects of modern actuarial science. Students receive rigorous training in mathematics and scientific computation and are introduced to a range of schemes for risk transfer, sufficiently broad to equip them for highly specialised work in insurance, pensions, investment, and banking and for independent research in these areas.
课程内容 Course Content :
Compulsory courses
(* half unit)
•Stochastic Processes*
•Insurance Mathematics
•Stochastic Finance
•Computational Methods in Finance and Insurance*
Options
Choose two from:
•Derivatives*
•Quantitative Methods for Finance and Risk Analysis*
•Continuous Time Optimisation*
•Probability and Measure*
•The Mathematics of the Black and Scholes Theory*
•The Foundations of Interest Rate, Foreign Exchange, and Credit Risk Theory*
•Time Series*
•Advanced Probability Theory*
•Financial Statistics*