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Degree Regulations & Programmes of Study 2010/2011
- ARCHIVE as at 1 September 2010 for reference only
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DRPS: DPTs : School of Mathematics DPTs

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


Year 1, Academic year 2010/11, 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  Course Name  Period  Credits 
    MATH11056 Derivatives Markets Semester 1 7.5
    MATH11057 Derivative Pricing and Financial Modelling Semester 2 15
    MATH11065 Financial Markets Semester 1 15
    MATH11067 Modern Portfolio Theory Semester 2 15
    MATH11058 Special Topics 1 Semester 1 7.5
    MATH11059 Special Topics 2 Semester 2 7.5
    MATH11013 Dissertation (Fin. Math.) Full Year 60
    MATH11075 Discrete-Time Finance Semester 1 15
    MATH11076 Stochastic Analysis in Finance I Semester 1 7.5
    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   Course Name   Credits
    MATH11061    Credit Risk Management   15  
    MATH11063    Introduction to Credit Derivatives   15  
    MATH11064    Financial Econometrics   7.5  
    MATH11066    Mathematical Programming   7.5  
    MATH11060    Enterprise Risk Management   15  
    MATH11068    Numerical Techniques of Partial Differential Equations   7.5  
    MATH11070    Statistical Methods   15  
    MATH11062    Time Series Analysis   7.5  
    MATH11083    Simulation   15  

     

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