入学要求 Requirement:
学术要求:A minimum of an upper second class UK Bachelor's degree, in a relevant discipline, or an overseas qualification of an equivalent standard, with a strong quantitative component evidenced by good performance (>60%) in relevant mathematics, statistics or computation options.
英语要求: Overall grade of 7.0 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:
This brand new MSc programme, designed in conjunction with leading risk professionals, aims to meet the growing demand for professionals who are highly skilled in quantitative risk management. Students gain core competencies in risk analysis and have the opportunity to tailor the programme to their own interests and needs through the wide variety of options available.
课程内容 Course Content :
Core Modules
Stochastic Methods in Finance
Decision and Risk
Market Risk, Measures and Portfolio Theory
Financial Data and Statistics
Options
Option modules are expected to include the following:
Introductory Programming
Financial Institutions and Markets
Quantitative and Computational Finance
Compliance Risk and Regulation
Programming & Mathematical Methods for Machine Learning
Interest Rate and Credit Modelling
Applied Computational Finance in C++/Mathematica
Statistical Inference
Supervised Learning
Dissertation/report