入学要求 Requirement:
学术要求:Entry requires a UK 2.1 degree or equivalent in Mathematics, Statistics, or a related subject with a substantial mathematics content from a British or overseas university.
We are looking to train those who not only have a strong background in mathematics, but who also possess the ability to communicate effectively, and have the desire to succeed in a dynamic and competitive industry.
英语要求:IELTS 6.5 or equivalent
学费 Tuition Fee: 2011/2012 £20,000
课程特征 Course Features:
This masters programme covers the advanced mathematics that has revolutionised finance since the works of Black, Scholes and Merton in the early seventies. This programme is aimed at those students who are passionate about mathematics and driven to make a career amongst the many and varied financial institutions throughout the world.
课程内容 Course Content :
Core courses:
•Derivatives Markets
•Derivative Pricing and Financial Modelling
•Financial Markets
•Discrete-Time Finance
•Stochastic Analysis in finance
•Credit Risk Modelling
•Special Topics, including industry lead projects
Options:
•Statistical Methods
•Financial Econometrics
•Time Series Analysis
•Modern Portfolio Theory
•Optimisation Methods in Finance
•Numerical Methods for PDEs
•Simulation in Finance
•Deterministic Optimisation Methods in Finance