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莱斯特大学金融数学与运算硕士课程
课程类型: 硕士课程
会计 / 金融 / 经济硕士
学校名称: 莱斯特大学 University of Leicester
学校位置: 中部东区
课程长度: 12个月
开学日期: 10月
莱斯特大学 University of Leicester
www.le.ac.uk
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入学要求 Requirement:

学术要求:at least a good second class honours degree in Mathematics, Physics, or Engineering

英语要求:IELTS 6.5

学费 Tuition Fee:2011/2012          £10,750

 
课程特征 Course Features:

To acquire knowledge and understanding of financial mathematics and computational techniques for finance that will equip programme graduates to enter competitively the pool of potential employees of investment banks and other financial institutions; to be able to formulate problems from finance in mathematical terms, select and develop an appropriate numerical method, write a computer program to numerically approximate the problem, and present and interpret these results for a potential client.

 
课程内容 Course Content :

Core:
•Financial Mathematics I
•Financial Mathematics II
•C++ Programming
•Financial Risk
•Scientific Computing
•Computational Methods for Partial Differential Equations
•Dissertation

Option modules (two from the following including at least one from Mathematics):
•Operational Research
•Actuarial Mathematics
•Generalised Linear Models
•Data Mining
•Advanced Methods of Derivative Pricing
•Game Theory
•International Money and Finance
•Financial Econometrics
•Corporate Finance

 
教学与评估 Teaching and Assessment:

The modules are taught using a variety of methods including lectures, seminars and computer practicals. A mixture of coursework assignments, oral presentations and written examinations is used to assess the programme.
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