入学要求 Requirement:
学术要求: A first- or second-class undergraduate honours degree in mathematics, finance, economics, business, science, engineering or computing. Non-standard qualifications combined with suitable experience can also be considered.
英语要求:IELTS 6.0, with not less than 6.0 in each section. Internet TOEFL with 80 overall including 22 in Speaking and 24 in Writing
学费 Tuition Fee:2011/2012 £10,900
课程特征 Course Features:
This MSc is designed to cover the main aspects of quantitative finance including general finance theory, finance models and programming for graduates with a science, engineering or economics/business background.
The programme includes topics such as interest rate theory, arbitrage theory, GARCH models, corporate finance, the Black-Scholes model and numerical analysis, programming in C and Java, and the use of mathematical computing software. Some options offer probability and statistical theory, which are essential for further development of the mathematical analysis of financial problems.
课程内容 Course Content :
Autumn term: you take the core courses Corporate Finance ▪ Financial Portfolio Analysis ▪ Monetary Theory Analysis; plus one option chosen from Java programming, statistics courses, or other options.
Spring term: you take the core courses Financial and Time Series Econometrics ▪ Mathematical Models in Finance and Industry ▪ Matlab Programming; plus options from C programming, statistics courses, or other options.
Summer term and vacation: MSc dissertation (usually in banking risk assessment or investment risk assessment).
教学与评估 Teaching and Assessment:
Assessment modes vary, with a mixture of unseen examinations and dissertation/projects