Academic year programme (10 months). Students must take five compulsory half-unit courses and optional courses to the value of one-and-a-half units as shown.
There is also a two-week compulsory pre-sessional course MA400 September Introductory Course relating to MA415 and MA417
Paper |
Course number and title |
1
|
MA415 Mathematics of the Black and Scholes Theory* (H) |
2
|
MA416 The Foundations of Interest Rate, Foreign Exchange |
3
|
ST409 Stochastic Processes (H) |
4
|
FM413 Fixed Income Markets (H) |
5 |
MA417 Computational Methods in Finance* (H) |
6 |
One of the following:
MA401 Computational Learning Theory and Neural Networks (H) (n/a 08/09)
MA402 Game Theory I (H)
MA407 Algorithms and Computation (H)
MA409 Continuous-Time Optimisation (H)
MA410 Information, Communication and Cryptography (H)
MA411 Probability and Measure (H)
MA414 Stochastic Analysis (H)
MA418 Strategic Analysis of Options (H)
MA419 Search Games (H) |
7&8 |
The equivalent of one unit from the following:
FM402 Financial Risk Analysis (H)
FM404 Forecasting Financial Time Series (H)
FM441 Derivatives (H)
FM442 Quantitative Methods for Finance and Risk Analysis (H)
FM445 Portfolio Management (H)
FM472 International Finance (H)
FM492 Principles of Finance
ST422 Time Series (H)
Further half unit(s) from those courses listed under paper 6 above.
Any other appropriate MSc course, subject to the approval of the Programme Director and Teacher Responsible for the course |
Notes
|
* MA400 is a prerequisite |
