入学要求:
学术要求: An undergraduate degree equivalent to class 2:1 or higher UK degree in a discipline with sufficient background in mathematical sciences, economics and finance. We are looking for a minimum of two years (4 semesters or 6 trimesters) of university level courses in mathematics, and a similar amount and level of courses in economics and finance, with good marks.
Competence in computing is desirable.
Professional experience in quantitative finance will be an advantage, but not a prerequisite, which can compensate to some extent for limited formal training.
Each applicant will be assessed individually to ensure that his/her academic and/or professional background is appropriate. Documented professional track record in quantitative finance will be considered alongside academic record.
英语要求: IELTS 6.5 (min 6.0 each)
学费 Tuition Fee:2011/2012 International Students: £13,954
课程特征 Course Features:
The MSc in Financial Engineering is delivered jointly by the Department of Mathematics and the Department of Economics and Related Studies.
It is intended for candidates who want to combine a rigorous study of relevant topics in applied and computational mathematics with econometrics and quantitative finance.
课程内容 Course Content:
Programme Structure
To achieve an MSc degree students must complete modules to the value of 180 credits, including 90 credits of core taught modules, 30 credits chosen among the optional taught modules, and a 60-credit dissertation.
Week -1
Induction
Term 1 (Autumn)
Core modules:
Econometric Methods for Research (20 credits, taught module, continues into Term 2)
Mathematical Methods of Finance (20 credits, taught module)
Time Series (10 credits, taught module)
Optional modules:
C++ Programming with Applications in Finance (10 credits, taught module, continues into Term 2)
Financial Statement Analysis and Security Valuation (10 credits, taught module)
Portfolio Selection and Management (10 credits, taught module)
Discrete Time Modelling and Derivative Securities (20 credits, taught module)
Term 2 (Spring)
Core modules:
Econometric Methods for Research (continued from Term 1)
Financial Engineering (10 credits, taught module)
Topics in Financial Econometrics (10 credits, taught module)
Stochastic Calculus and Black-Scholes Theory (20 credits, taught module)
Optional modules:
C++ Programming with Applications in Finance (continued from Term 1)
Financial Risk Management (10 credits, taught module)
Modelling of Bonds, Term Structure, and Interest Rate Derivatives (20 credits, taught module)
Term 3 (Summer)
Core module:
Dissertation (60 credits, independent study module)