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伦敦大学国王学院金融数学硕士课程
课程类型: 硕士课程
数学 / 统计 / 精算硕士
学校名称: 伦敦大学国王学院 King’s College London
学校位置: 伦敦
课程长度: 1年
开学日期: 9月
伦敦大学国王学院 King’s College London
www.kcl.ac.uk
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入学要求 Requirement:

学术要求: Equivalent of a 2:1 minimum UK BSc degree in mathematics or mathematics based subject.

英语要求:IELTS 7.0 overall; minimum 7.0 in all four skills
         TOEFL 100 + minimum 24 in all skills

学费 Tuition Fee:2011/2012      £21,500

 
课程特征 Course Features:

For students or professionals with a strong mathematical background. The part-time programme is designed to be compatible with the needs of those already working in the financial sector. Covers principles and techniques of quantitative finance to prepare students for advanced work in the financial sector or research in mathematical finance.

 
课程内容 Course Content :

Core programme content
Eight lecture modules including:
•Applied Probability & Stochastics;
•Risk Neutral Valuation;
•Financial Markets;
•Stochastic Analysis;
•Distribution Theory;
•Numerical & Computational Methods in Finance;
•Interest Rate & Foreign Exchange Dynamics;
•Exotic Derivatives;
•Risk in Finance;
•Credit Risk Management;

Following written examinations, you will carry out a three-month research project and write a report on a topic in Financial Mathematics.

 
教学与评估 Teaching and Assessment:

At least eight taught modules assessed by written examinations and one individual project. Two prizes are normally awarded each year for best overall performance in the MSc in Financial Mathematics
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