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伦敦政治经济学院统计学硕士课程(财务统计)
课程类型: 硕士课程
数学 / 统计 / 精算硕士
学校名称: 伦敦政治经济学院 LSE
学校位置: 伦敦
课程长度: 9个月
开学日期: 9月
伦敦政治经济学院 LSE
www.lse.ac.uk
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入学要求 Requirement:

学术要求:2:1 degree with substantial amount of statistics and mathematics

英语要求: IELTS 6.5 or TOEFL 100
 

学费 Tuition Fee:£20,496 (premium fee course - subject to increase in 2012/13)

 
课程特征 Course Features:

This programme is based in the Department of Statistics. It provides high level training in statistics with applications in the social sciences, finance and econometrics. Students learn to analyse and critically interpret data, build statistical models of real situations, and use statistical software packages. The programme provides excellent opportunities for employment and further study. Graduates of the MSc are awarded Graduate Statistician (GradStat) status by the Royal Statistical Society.

 
课程内容 Course Content :

Compulsory courses
(* half unit)
•Statistical Inference: Principles, Methods and Computation
•Financial Statistics*
•Time Series*
•Dissertation (research option only) 

Options
Courses to the value of two units from the following, with the proviso that the value of non-statistics and non-methodology courses cannot exceed one full unit:
•Multivariate Methods*
•Stochastic Processes*
•Generalised Linear Modelling and Survival Analysis*
•Multilevel and Longitudinal Modelling*
•Non-Linear Dynamics and the Analysis of Real Time Series*
•Developments in Statistical Methods*
•Insurance Mathematics
•Stochastic Finance
•Computational Methods in Finance and Insurance*
•Advanced Probability Theory*
•Special Topics in Quantitative Analysis*
•Survey Methodology*
•Causal Inference for Observational and Experimental Studies*

Non-statistics and non-methodology courses:
•Econometric Analysis
•Financial Risk Analysis*
•Forecasting Financial Time Series*
•Fixed Income Markets*
•Asset Markets A*
•Derivatives*
•The Mathematics of the Black and Scholes Theory*
•The Foundations of Interest Rate, Foreign Exchange, and Credit Risk Theory*
•Mathematical Programming: Theory and Algorithms*

Other courses with the permission of the programme director.

 

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