入学要求 Requirement:
学术要求: The normal entry requirement for the MSc in Mathematical Finance is the equivalent of a British first or good upper second class honours degree in a subject with a substantial mathematical component: for example, mathematics, statistics, physics, chemistry, economics, computer science or engineering. However, no previous knowledge of finance is assumed.
英语要求:There is an English language requirement of IELTS 6.5
学费 Tuition Fee:2012/2013 £16,000
课程特征 Course Features:
This specialised programme is aimed at both new graduates and current professionals. It has been designed to provide you with the necessary mathematical tools and techniques to understand and model the complexity of financial markets, thereby enabling you to develop a successful career in the finance industry. With this programme you will:
课程内容 Course Content :
Core modules
•Computational Methods in Finance
•Foundations of Mathematical Modelling in Finance
•Investments
•Stochastic Calculus and Black Scholes Theory
•Advanced Asset Pricing Modelling
•Financial Derivatives
Option modules
•Time Series Analysis
•Econometrics A
•Investment Management
•Topics in Probability and Stochastic Processes
•Mathematical Statistics
•Advanced Computing in Finance
•Portfolio Theory and Risk Management
•Bayesian Statistics
•Risk Management in Banking
•Financial Econometrics
教学与评估 Teaching and Assessment:
Students are assessed through a combination of coursework and examinations (depending on the particular modules in question), and on the Research Project.
Examinations are held between May and early June on the modules taken. Dissertations are evaluated in September. Successful completion of the MSc programme will result in the award of the degree of MSc in Mathematical Finance (with a possible Merit or Distinction).