入学要求 Requirement:
学术要求:A 2.1 or better degree in a subject with a high mathematical content.
英语要求:IELTS: 6.5 with not less than 6.0 in Listening, Reading, Writing and Speaking
学费 Tuition Fee:2011/2012 £10,990.00
课程特征 Course Features
The programme provides graduates with strong mathematical skills, necessary computational techniques and finance background that are relevant to subsequent employment in a sector of finance such as investment banks, hedge funds, insurance companies and the finance departments of large corporations, where mathematics has played a key role in these industries. The depth of the mathematics taught should enable graduates to pursue research careers in stochastic analysis, financial mathematics or other relevant areas. The period October to June is devoted to lectures, tutorials and practical sessions comprising the core and optional modules. This is followed by a period of about 14 weeks devoted to an individual project.
课程内容 Course Content :
Compulsory Modules
Semester 1
•Theory of Integration and Martingales
•Stochastic Models in Finance
Optional Modules (choose 2)
•Programming and Numerical Methods
•Regular and Chaotic Dynamics
•Financial Economics
Semester 2
•Stochastic Calculus and Theory of Stochastic Pricing
Optional Modules (choose 3)
•Functional Analysis
•Elements of PDEs
•Static and Dynamic Optimisation
•Either Asset Management and Derivatives or Corporate Finance
教学与评估 Teaching and Assessment:
Combination of written examinations, reports, individual and group projects, and verbal presentations.
其它信息 Other Information: