入学要求 Requirement:
学术要求:A minimum of an upper second-class Bachelor's degree in a relevant discipline from a UK university or an overseas qualification of an equivalent standard.
英语要求: Overall grade of 6.5 with a minimum of 6.0 in each of the subtests.
学费 Tuition Fee: Overseas 2012/13 £20,000
课程特征 Course Features:
There is major interest in the Financial Services Industry to raise the level of mathematics used in banks in applications to pricing, hedging and risk management. This brand new MSc provides students with the skills necessary in mathematics, statistics and computation for a career in this fast developing field.
课程内容 Course Content :
Core Modules
Quantitative and Computational Finance
Stochastic Methods in Finance
Financial Data and Statistics
Interest Rate and Credit Modelling
Options
Numerical Analysis for Finance
Market Risk, Measures and Portfolio Theory
The Mathematics and Statistics of Algorithmic Trading
Applied Computational Finance in C++/Mathematica
Advanced Stochastic Analysis and Models
Equity, FX and Commodities Modelling
Statistical Inference