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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2009/2010
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DRPS : DPTs : School of Mathematics DPTs

Degree Programme Table: MSc Financial Mathematics (jointly with Heriot-Watt University)- 1 Year (PTMSCFINMA1F)


Year 1, Academic year 2009/10, Starting month: September

  • Notes: This joint Degree Programme with Heriot-Watt University is currently under review for session 2009-10, thus, the course information below is provided for guidance only. The courses in Stochastic Processes I and Stochastic Processes II may be renamed.


    • COMPULSORY COURSES
    This DPT has 10 compulsory course(s).


    Code  EUCLID code  Course Name  Period  Credits 
    P02977 (MATH11056) Derivatives Markets Semester 1 7.5
    P02978 (MATH11057) Derivative Pricing and Financial Modelling Semester 2 15
    P02998 (MATH11065) Financial Markets Semester 1 15
    P03000 (MATH11067) Modern Portfolio Theory Semester 2 15
    P02979 (MATH11058) Special Topics 1 Semester 1 7.5
    P02980 (MATH11059) Special Topics 2 Semester 2 7.5
    P00765 (MATH11013) Dissertation (Fin. Math.) Full Year 60
    P03521 (MATH11075) Discrete-Time Finance Semester 1 15
    P03522 (MATH11076) Stochastic Analysis in Finance I Semester 1 7.5
    P03523 (MATH11077) Stochastic Analysis in Finance II Semester 2 7.5




    COURSE OPTIONS
    This DPT has 1 set(s) of course options with the following rules.


    Select exactly 22.5 credits from the following list of courses for the Programme Collection: 'Courses from School(s) P - FinMaths_Options - Level(s) 11' (ROU_P_FINMATHS_OPT1_11) , as available.
    Code   EUCLID code   Course Name   Credits
    P02982    (MATH11061)    Credit Risk Management   15  
    P02984    (MATH11063)    Introduction to Credit Derivatives   15  
    P02997    (MATH11064)    Financial Econometrics   7.5  
    P02999    (MATH11066)    Mathematical Programming   7.5  
    P02981    (MATH11060)    Financial Risk Management   15  
    P03001    (MATH11068)    Numerical Solution of Partial Differential Equations   7.5  
    P03003    (MATH11070)    Statistical Methods   15  
    P02983    (MATH11062)    Time Series Analysis   7.5  
    P03578    (MATH11083)    Simulation   15  

     

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